# EDGAR Filing Document

**Accession Number:** 0000763852
**File Stem:** 0002071691-26-001922
**Filing Date:** 2026-2
**Character Count:** 3235839
**Document Hash:** 2b896530e8b63c52a04a7aed6b6d35fb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-001922.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0002071691-26-001922

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**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:** JPMORGAN TRUST II
- **CENTRAL INDEX KEY:** 0000763852

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

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

**BUSINESS ADDRESS:**
- **STREET 1:** 390 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 800-480-4111

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

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

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

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

## Series and Classes Contracts Data

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

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000010940 | Institutional Class | IJGXX           |
| C000010941 | Capital             | OGVXX           |
| C000010942 | Morgan              | MJGXX           |
| C000010943 | Premier             | OGSXX           |
| C000010944 | Reserve             | RJGXX           |
| C000010945 | Agency              | OGAXX           |
| C000010946 | Service             | SJGXX           |
| C000078417 | Investor            | JGMXX           |
| C000115393 | IM                  | MGMXX           |
| C000212348 | Academy             | JGAXX           |
| C000225258 | Empower             | EJGXX           |
| C000265237 | Digital Shares      |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

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

**Registrant Full Name:** JPMORGAN TRUST II

**CIK Number of Registrant:** 0000763852

**LEI of Registrant:** 549300IMXLYKELY96B40

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

**LEI of Series:** 549300NQ5E5B7ZV4T516

**EDGAR Series Identifier:** S000003909

**Total number of share classes in the series:** 12

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

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

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

### Service Providers
| Role                          | Details                                                    | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | J.P. Morgan Investment Management Inc.                     | 801-21011         |
| Independent Public Accountant | PricewaterhouseCoopers, LLP<br>City: New York<br>State: NY |  |
| Administrator                 | J.P. Morgan Investment Management Inc.                     |  |
| Transfer Agent                | SS&C GIDS, Inc.<br>CIK: 0000027048                         | 084-00448         |

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 41 days

- **WAL:** 108 days

- **Total Value of Portfolio Securities:** $342832413966.44

- **Amortized Cost of Portfolio Securities:** $342756508610.96

- **Cash:** $13621094219.92

- **Total Other Assets:** $726128958.51

- **Total Liabilities:** $6442789706.45

- **Net Assets of Series:** $350660942082.94

- **Number of Shares Outstanding (Series):** 350718531339.8200

- **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 | $235384177424.29          | $291551100418.42           | 66.2700%                  | 82.0800%                   |
| 2026-01-05 | $239444625291.95          | $291762739588.44           | 67.3900%                  | 82.1200%                   |
| 2026-01-06 | $243205954016.58          | $291281406247.30           | 68.9200%                  | 82.5400%                   |
| 2026-01-07 | $233980093103.73          | $293356231268.22           | 65.8200%                  | 82.5300%                   |
| 2026-01-08 | $238186400995.64          | $298204690698.02           | 65.2400%                  | 81.6800%                   |
| 2026-01-09 | $231650971621.72          | $293677458500.79           | 64.2600%                  | 81.4600%                   |
| 2026-01-12 | $236516546411.57          | $295019651655.23           | 65.4000%                  | 81.5700%                   |
| 2026-01-13 | $236622509315.50          | $288826349801.90           | 66.4700%                  | 81.1400%                   |
| 2026-01-14 | $221830879250.54          | $285835454979.83           | 62.8100%                  | 80.9300%                   |
| 2026-01-15 | $224645362970.05          | $282209210773.60           | 64.3600%                  | 80.8600%                   |
| 2026-01-16 | $224105408962.76          | $280268510151.74           | 64.2500%                  | 80.3500%                   |
| 2026-01-20 | $237015675146.53          | $284132056542.59           | 67.2000%                  | 80.5600%                   |
| 2026-01-21 | $222077412128.23          | $282294613575.84           | 63.3000%                  | 80.4600%                   |
| 2026-01-22 | $220550476304.56          | $281218497804.09           | 63.0600%                  | 80.4000%                   |
| 2026-01-23 | $214570149039.98          | $277538990591.17           | 62.0000%                  | 80.2000%                   |
| 2026-01-26 | $227163141134.64          | $284934464363.25           | 64.1300%                  | 80.4400%                   |
| 2026-01-27 | $234754592269.29          | $285226714027.47           | 66.0500%                  | 80.2500%                   |
| 2026-01-28 | $228920510172.98          | $285244810670.28           | 64.4100%                  | 80.2600%                   |
| 2026-01-29 | $230742689456.73          | $283267530437.81           | 64.6500%                  | 79.3700%                   |
| 2026-01-30 | $226941674192.98          | $285367055657.70           | 63.5500%                  | 79.9100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.8300%             |
| 2026-01-05 | 3.8300%             |
| 2026-01-06 | 3.8200%             |
| 2026-01-07 | 3.8100%             |
| 2026-01-08 | 3.8000%             |
| 2026-01-09 | 3.7900%             |
| 2026-01-12 | 3.7600%             |
| 2026-01-13 | 3.7600%             |
| 2026-01-14 | 3.7600%             |
| 2026-01-15 | 3.7600%             |
| 2026-01-16 | 3.7600%             |
| 2026-01-20 | 3.7500%             |
| 2026-01-21 | 3.7500%             |
| 2026-01-22 | 3.7500%             |
| 2026-01-23 | 3.7500%             |
| 2026-01-26 | 3.7500%             |
| 2026-01-27 | 3.7500%             |
| 2026-01-28 | 3.7500%             |
| 2026-01-29 | 3.7500%             |
| 2026-01-30 | 3.7500%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0001                      |
|  |  |
| 2026-01-05 | 1.0001                      |
|  |  |
| 2026-01-06 | 1.0001                      |
|  |  |
| 2026-01-07 | 1.0001                      |
|  |  |
| 2026-01-08 | 1.0001                      |
|  |  |
| 2026-01-09 | 1.0001                      |
|  |  |
| 2026-01-12 | 1.0000                      |
|  |  |
| 2026-01-13 | 1.0000                      |
|  |  |
| 2026-01-14 | 1.0000                      |
|  |  |
| 2026-01-15 | 1.0000                      |
|  |  |
| 2026-01-16 | 1.0001                      |
|  |  |
| 2026-01-20 | 1.0000                      |
|  |  |
| 2026-01-21 | 1.0000                      |
|  |  |
| 2026-01-22 | 1.0000                      |
|  |  |
| 2026-01-23 | 1.0001                      |
|  |  |
| 2026-01-26 | 1.0000                      |
|  |  |
| 2026-01-27 | 1.0000                      |
|  |  |
| 2026-01-28 | 1.0000                      |
|  |  |
| 2026-01-29 | 1.0000                      |
|  |  |
| 2026-01-30 | 1.0001                      |
|  |  |

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

### Class: Institutional

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $43326158638.78

- **Number of Shares Outstanding:** 43333274119.4700

- **Expense Reimbursement/Waiver:** 225571.39

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0001          |
|  |  |
| 2026-01-05 | 1.0001          |
|  |  |
| 2026-01-06 | 1.0001          |
|  |  |
| 2026-01-07 | 1.0001          |
|  |  |
| 2026-01-08 | 1.0001          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0000          |
|  |  |
| 2026-01-13 | 1.0000          |
|  |  |
| 2026-01-14 | 1.0000          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0000          |
|  |  |
| 2026-01-21 | 1.0000          |
|  |  |
| 2026-01-22 | 1.0000          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0000          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $5459455200.49            | $2310686368.00          |
| 2026-01-05 | $1978513188.33            | $4515451355.11          |
| 2026-01-06 | $1550983861.48            | $1714243189.36          |
| 2026-01-07 | $1186725812.80            | $1568421422.34          |
| 2026-01-08 | $1419756537.63            | $1557186473.75          |
| 2026-01-09 | $1776083870.73            | $1472671846.28          |
| 2026-01-12 | $1504218407.92            | $1715536180.78          |
| 2026-01-13 | $1402874954.72            | $1970538907.47          |
| 2026-01-14 | $2919673664.96            | $1385397173.44          |
| 2026-01-15 | $2270759554.36            | $1559323279.32          |
| 2026-01-16 | $2046816417.14            | $1514302785.15          |
| 2026-01-20 | $1514674817.98            | $2135549019.56          |
| 2026-01-21 | $1634322713.49            | $1798088254.98          |
| 2026-01-22 | $1543055022.74            | $1436582947.32          |
| 2026-01-23 | $1683364452.54            | $3125688529.73          |
| 2026-01-26 | $1457551815.79            | $1794234975.37          |
| 2026-01-27 | $1372389250.19            | $1265122869.43          |
| 2026-01-28 | $1996644696.45            | $1237285631.77          |
| 2026-01-29 | $1930272471.80            | $1835082570.01          |
| 2026-01-30 | $2676405350.60            | $1812601795.93          |

**Total Gross Subscriptions (Month):** $39324542062.14

**Total Gross Redemptions (Month):** $37723995575.10

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6200%           |
| 2026-01-05 | 3.6200%           |
| 2026-01-06 | 3.6100%           |
| 2026-01-07 | 3.6000%           |
| 2026-01-08 | 3.5900%           |
| 2026-01-09 | 3.5800%           |
| 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 | 3.5400%           |
| 2026-01-22 | 3.5400%           |
| 2026-01-23 | 3.5400%           |
| 2026-01-26 | 3.5400%           |
| 2026-01-27 | 3.5400%           |
| 2026-01-28 | 3.5400%           |
| 2026-01-29 | 3.5400%           |
| 2026-01-30 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 8.9400%          | 0.0000%              |
| Broker-dealer                                       |  | 15.7300%         | 0.0000%              |
| Depository institution or other banking institution |  | 20.5100%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.6900%          | 0.0000%              |

### Class: Capital

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $219175333279.04

- **Number of Shares Outstanding:** 219211328575.7200

- **Expense Reimbursement/Waiver:** 501421.89

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0001          |
|  |  |
| 2026-01-05 | 1.0001          |
|  |  |
| 2026-01-06 | 1.0001          |
|  |  |
| 2026-01-07 | 1.0001          |
|  |  |
| 2026-01-08 | 1.0001          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0000          |
|  |  |
| 2026-01-13 | 1.0000          |
|  |  |
| 2026-01-14 | 1.0000          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0000          |
|  |  |
| 2026-01-21 | 1.0000          |
|  |  |
| 2026-01-22 | 1.0000          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0000          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $16152643304.33           | $13345697964.94         |
| 2026-01-05 | $11544354696.26           | $12175508060.82         |
| 2026-01-06 | $13288285804.60           | $11893192281.05         |
| 2026-01-07 | $14126402119.76           | $13443258916.41         |
| 2026-01-08 | $17278353225.21           | $11779463436.72         |
| 2026-01-09 | $10530615287.54           | $18202481912.29         |
| 2026-01-12 | $11736541081.34           | $8171900767.95          |
| 2026-01-13 | $9762161691.50            | $11161080296.54         |
| 2026-01-14 | $10277309526.39           | $16037573363.36         |
| 2026-01-15 | $11290111806.82           | $13115786244.82         |
| 2026-01-16 | $10864541636.51           | $10519943458.10         |
| 2026-01-20 | $11855251179.36           | $12209602123.09         |
| 2026-01-21 | $9284594145.52            | $11903307945.06         |
| 2026-01-22 | $11231722165.65           | $9681433399.92          |
| 2026-01-23 | $9470335282.96            | $9960577328.70          |
| 2026-01-26 | $12658891138.64           | $9911078449.62          |
| 2026-01-27 | $14399934533.57           | $9635818557.34          |
| 2026-01-28 | $10236969526.24           | $10242475123.63         |
| 2026-01-29 | $13781357182.00           | $12402610702.74         |
| 2026-01-30 | $13582999777.92           | $13929427181.23         |

**Total Gross Subscriptions (Month):** $243353375112.12

**Total Gross Redemptions (Month):** $239722217514.33

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6700%           |
| 2026-01-05 | 3.6700%           |
| 2026-01-06 | 3.6600%           |
| 2026-01-07 | 3.6500%           |
| 2026-01-08 | 3.6400%           |
| 2026-01-09 | 3.6300%           |
| 2026-01-12 | 3.6000%           |
| 2026-01-13 | 3.6000%           |
| 2026-01-14 | 3.5900%           |
| 2026-01-15 | 3.5900%           |
| 2026-01-16 | 3.5900%           |
| 2026-01-20 | 3.5900%           |
| 2026-01-21 | 3.5900%           |
| 2026-01-22 | 3.5900%           |
| 2026-01-23 | 3.5900%           |
| 2026-01-26 | 3.5900%           |
| 2026-01-27 | 3.5900%           |
| 2026-01-28 | 3.5900%           |
| 2026-01-29 | 3.5900%           |
| 2026-01-30 | 3.5900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 7.3000%          | 0.0000%              |
| Depository institution or other banking institution |  | 12.1400%         | 0.0000%              |
| Depository institution or other banking institution |  | 12.6700%         | 0.0000%              |

### Class: Morgan

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $16915204915.36

- **Number of Shares Outstanding:** 16917982909.4700

- **Expense Reimbursement/Waiver:** 38478.50

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0001          |
|  |  |
| 2026-01-05 | 1.0001          |
|  |  |
| 2026-01-06 | 1.0001          |
|  |  |
| 2026-01-07 | 1.0001          |
|  |  |
| 2026-01-08 | 1.0001          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0000          |
|  |  |
| 2026-01-13 | 1.0000          |
|  |  |
| 2026-01-14 | 1.0000          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0000          |
|  |  |
| 2026-01-21 | 1.0000          |
|  |  |
| 2026-01-22 | 1.0000          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0000          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $12709260818.28           | $12646905620.24         |
| 2026-01-05 | $12842141163.90           | $12695854332.62         |
| 2026-01-06 | $12924998774.51           | $12806961634.77         |
| 2026-01-07 | $12970127870.92           | $12884563045.39         |
| 2026-01-08 | $12889708497.77           | $12982287986.89         |
| 2026-01-09 | $12933982376.82           | $12909184156.98         |
| 2026-01-12 | $12946757035.87           | $12934104350.44         |
| 2026-01-13 | $13087498804.29           | $12905712501.97         |
| 2026-01-14 | $13296475843.46           | $13085523408.47         |
| 2026-01-15 | $12998739461.18           | $13293284314.10         |
| 2026-01-16 | $12856626891.98           | $13030729630.81         |
| 2026-01-20 | $12852329835.12           | $12810959370.45         |
| 2026-01-21 | $12912848852.78           | $12885469976.12         |
| 2026-01-22 | $12853616817.26           | $12889431758.95         |
| 2026-01-23 | $13005220595.64           | $12863246963.82         |
| 2026-01-26 | $13170634467.79           | $12996112544.50         |
| 2026-01-27 | $13141446536.41           | $13160491904.47         |
| 2026-01-28 | $13121763449.74           | $13147138296.70         |
| 2026-01-29 | $13186939941.23           | $13131853660.05         |
| 2026-01-30 | $13323559103.65           | $13246946421.59         |

**Total Gross Subscriptions (Month):** $260024677138.60

**Total Gross Redemptions (Month):** $259306761879.33

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.2700%           |
| 2026-01-05 | 3.2700%           |
| 2026-01-06 | 3.2600%           |
| 2026-01-07 | 3.2500%           |
| 2026-01-08 | 3.2400%           |
| 2026-01-09 | 3.2300%           |
| 2026-01-12 | 3.2000%           |
| 2026-01-13 | 3.2000%           |
| 2026-01-14 | 3.1900%           |
| 2026-01-15 | 3.1900%           |
| 2026-01-16 | 3.1900%           |
| 2026-01-20 | 3.1900%           |
| 2026-01-21 | 3.1900%           |
| 2026-01-22 | 3.1900%           |
| 2026-01-23 | 3.1900%           |
| 2026-01-26 | 3.1900%           |
| 2026-01-27 | 3.1900%           |
| 2026-01-28 | 3.1900%           |
| 2026-01-29 | 3.1900%           |
| 2026-01-30 | 3.1900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 14.4400%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.1100%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.3200%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.0000%          | 0.0000%              |
| Depository institution or other banking institution |  | 24.6400%         | 0.0000%              |
| Depository institution or other banking institution |  | 9.6000%          | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $20084007737.92

- **Number of Shares Outstanding:** 20087306146.4400

- **Expense Reimbursement/Waiver:** 48736.62

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0001          |
|  |  |
| 2026-01-05 | 1.0001          |
|  |  |
| 2026-01-06 | 1.0001          |
|  |  |
| 2026-01-07 | 1.0001          |
|  |  |
| 2026-01-08 | 1.0001          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0000          |
|  |  |
| 2026-01-13 | 1.0000          |
|  |  |
| 2026-01-14 | 1.0000          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0000          |
|  |  |
| 2026-01-21 | 1.0000          |
|  |  |
| 2026-01-22 | 1.0000          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0000          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $694140684.95             | $676459143.66           |
| 2026-01-05 | $1408651065.41            | $706328436.65           |
| 2026-01-06 | $689640174.32             | $514357785.79           |
| 2026-01-07 | $596078291.80             | $577295769.46           |
| 2026-01-08 | $610750924.78             | $657866152.26           |
| 2026-01-09 | $862662361.99             | $615757428.24           |
| 2026-01-12 | $725523844.71             | $891885987.60           |
| 2026-01-13 | $1091215213.70            | $732366480.85           |
| 2026-01-14 | $2604126763.15            | $909695583.08           |
| 2026-01-15 | $682763688.40             | $833978735.28           |
| 2026-01-16 | $535204229.12             | $1285996779.93          |
| 2026-01-20 | $929632605.24             | $1018630794.28          |
| 2026-01-21 | $487972624.21             | $1387079999.77          |
| 2026-01-22 | $525820293.37             | $527600596.31           |
| 2026-01-23 | $629671797.24             | $1402962380.06          |
| 2026-01-26 | $638581377.48             | $665093596.80           |
| 2026-01-27 | $629720518.07             | $634655533.07           |
| 2026-01-28 | $932669057.10             | $767355293.15           |
| 2026-01-29 | $482188803.28             | $957887693.28           |
| 2026-01-30 | $614258880.12             | $522891040.83           |

**Total Gross Subscriptions (Month):** $16371273198.44

**Total Gross Redemptions (Month):** $16286145210.35

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.4200%           |
| 2026-01-05 | 3.4200%           |
| 2026-01-06 | 3.4100%           |
| 2026-01-07 | 3.4000%           |
| 2026-01-08 | 3.3900%           |
| 2026-01-09 | 3.3800%           |
| 2026-01-12 | 3.3500%           |
| 2026-01-13 | 3.3500%           |
| 2026-01-14 | 3.3400%           |
| 2026-01-15 | 3.3400%           |
| 2026-01-16 | 3.3400%           |
| 2026-01-20 | 3.3400%           |
| 2026-01-21 | 3.3400%           |
| 2026-01-22 | 3.3400%           |
| 2026-01-23 | 3.3400%           |
| 2026-01-26 | 3.3400%           |
| 2026-01-27 | 3.3400%           |
| 2026-01-28 | 3.3400%           |
| 2026-01-29 | 3.3400%           |
| 2026-01-30 | 3.3400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 29.0500%         | 0.0000%              |
| Broker-dealer                                       |  | 8.8700%          | 0.0000%              |
| Broker-dealer                                       |  | 5.8600%          | 0.0000%              |
| Broker-dealer                                       |  | 43.5700%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.2000%          | 0.0000%              |

### Class: Reserve

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $39309228.43

- **Number of Shares Outstanding:** 39315684.2100

- **Expense Reimbursement/Waiver:** 74.72

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0001          |
|  |  |
| 2026-01-05 | 1.0001          |
|  |  |
| 2026-01-06 | 1.0001          |
|  |  |
| 2026-01-07 | 1.0001          |
|  |  |
| 2026-01-08 | 1.0001          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0000          |
|  |  |
| 2026-01-13 | 1.0000          |
|  |  |
| 2026-01-14 | 1.0000          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0000          |
|  |  |
| 2026-01-21 | 1.0000          |
|  |  |
| 2026-01-22 | 1.0000          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0000          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $95946.31                 | $3002.69                |
| 2026-01-05 | $45520.73                 | $5983.48                |
| 2026-01-06 | $6927.94                  | $207566.30              |
| 2026-01-07 | $14936.20                 | $97001.78               |
| 2026-01-08 | $13461.86                 | $287.70                 |
| 2026-01-09 | $4540.06                  | $3376.86                |
| 2026-01-12 | $24858.63                 | $1567.59                |
| 2026-01-13 | $107.79                   | $17869.40               |
| 2026-01-14 | $3342.28                  | $302783.52              |
| 2026-01-15 | $3799.90                  | $4719.15                |
| 2026-01-16 | $5946.64                  | $14915.30               |
| 2026-01-20 | $6592.25                  | $9546.32                |
| 2026-01-21 | $5129.18                  | $42559.24               |
| 2026-01-22 | $17301.61                 | $952791.55              |
| 2026-01-23 | $40530.35                 | $2020133.08             |
| 2026-01-26 | $955715.65                | $0.00                   |
| 2026-01-27 | $10071918.95              | $0.00                   |
| 2026-01-28 | $13239.07                 | $10949.75               |
| 2026-01-29 | $23102.36                 | $228.09                 |
| 2026-01-30 | $23717.51                 | $17010.01               |

**Total Gross Subscriptions (Month):** $11376635.27

**Total Gross Redemptions (Month):** $3712291.81

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.1700%           |
| 2026-01-05 | 3.1700%           |
| 2026-01-06 | 3.1600%           |
| 2026-01-07 | 3.1500%           |
| 2026-01-08 | 3.1400%           |
| 2026-01-09 | 3.1300%           |
| 2026-01-12 | 3.1000%           |
| 2026-01-13 | 3.1000%           |
| 2026-01-14 | 3.1000%           |
| 2026-01-15 | 3.1000%           |
| 2026-01-16 | 3.1000%           |
| 2026-01-20 | 3.0900%           |
| 2026-01-21 | 3.0900%           |
| 2026-01-22 | 3.0900%           |
| 2026-01-23 | 3.0900%           |
| 2026-01-26 | 3.0900%           |
| 2026-01-27 | 3.0900%           |
| 2026-01-28 | 3.0900%           |
| 2026-01-29 | 3.0900%           |
| 2026-01-30 | 3.0900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 10.2200%         | 0.0000%              |
| Depository institution or other banking institution |  | 26.2600%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.7400%          | 0.0000%              |
| Retail investor                                     |  | 15.0600%         | 0.0000%              |

### Class: Agency

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $15637997016.82

- **Number of Shares Outstanding:** 15640565254.7300

- **Expense Reimbursement/Waiver:** 91509.46

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0001          |
|  |  |
| 2026-01-05 | 1.0001          |
|  |  |
| 2026-01-06 | 1.0001          |
|  |  |
| 2026-01-07 | 1.0001          |
|  |  |
| 2026-01-08 | 1.0001          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0000          |
|  |  |
| 2026-01-13 | 1.0000          |
|  |  |
| 2026-01-14 | 1.0000          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0000          |
|  |  |
| 2026-01-21 | 1.0000          |
|  |  |
| 2026-01-22 | 1.0000          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0000          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $7343785875.72            | $7156192299.19          |
| 2026-01-05 | $6919320932.53            | $6735303445.31          |
| 2026-01-06 | $7457369807.12            | $6879205232.13          |
| 2026-01-07 | $7211836605.20            | $6999444353.81          |
| 2026-01-08 | $7371110238.43            | $7173646776.05          |
| 2026-01-09 | $7235433984.68            | $7191041024.30          |
| 2026-01-12 | $7270223853.86            | $7177941174.51          |
| 2026-01-13 | $7552551188.79            | $7579275687.19          |
| 2026-01-14 | $7279197348.60            | $7478755114.64          |
| 2026-01-15 | $7966089936.98            | $7393714063.84          |
| 2026-01-16 | $7913054811.70            | $7900686598.30          |
| 2026-01-20 | $7899161065.01            | $7919746569.79          |
| 2026-01-21 | $8047228226.92            | $8023887775.61          |
| 2026-01-22 | $7911995004.41            | $8074893820.67          |
| 2026-01-23 | $7549799587.30            | $7821157809.42          |
| 2026-01-26 | $7195035708.65            | $7583276928.40          |
| 2026-01-27 | $7201115813.13            | $7151573658.21          |
| 2026-01-28 | $7098499240.21            | $7241689912.79          |
| 2026-01-29 | $7191973439.09            | $7200496428.56          |
| 2026-01-30 | $6922192555.36            | $7320485029.30          |

**Total Gross Subscriptions (Month):** $148536975223.69

**Total Gross Redemptions (Month):** $148002413702.02

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.5700%           |
| 2026-01-05 | 3.5700%           |
| 2026-01-06 | 3.5600%           |
| 2026-01-07 | 3.5500%           |
| 2026-01-08 | 3.5400%           |
| 2026-01-09 | 3.5300%           |
| 2026-01-12 | 3.5000%           |
| 2026-01-13 | 3.5000%           |
| 2026-01-14 | 3.5000%           |
| 2026-01-15 | 3.5000%           |
| 2026-01-16 | 3.5000%           |
| 2026-01-20 | 3.5000%           |
| 2026-01-21 | 3.4900%           |
| 2026-01-22 | 3.4900%           |
| 2026-01-23 | 3.4900%           |
| 2026-01-26 | 3.4900%           |
| 2026-01-27 | 3.4900%           |
| 2026-01-28 | 3.4900%           |
| 2026-01-29 | 3.4900%           |
| 2026-01-30 | 3.4900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 8.6100%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.7300%          | 0.0000%              |
| Depository institution or other banking institution |  | 24.2400%         | 0.0000%              |
| Depository institution or other banking institution |  | 10.1800%         | 0.0000%              |
| Depository institution or other banking institution |  | 11.3100%         | 0.0000%              |
| Non-financial corporation                           |  | 5.4100%          | 0.0000%              |

### Class: Service

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $97595771.37

- **Number of Shares Outstanding:** 97611799.5900

- **Expense Reimbursement/Waiver:** 229.83

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0001          |
|  |  |
| 2026-01-05 | 1.0001          |
|  |  |
| 2026-01-06 | 1.0001          |
|  |  |
| 2026-01-07 | 1.0001          |
|  |  |
| 2026-01-08 | 1.0001          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0000          |
|  |  |
| 2026-01-13 | 1.0000          |
|  |  |
| 2026-01-14 | 1.0000          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0000          |
|  |  |
| 2026-01-21 | 1.0000          |
|  |  |
| 2026-01-22 | 1.0000          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0000          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $360904.91                | $69950.38               |
| 2026-01-05 | $81833.23                 | $49419.37               |
| 2026-01-06 | $16126.45                 | $1127510.70             |
| 2026-01-07 | $39131.62                 | $158117.82              |
| 2026-01-08 | $58973.85                 | $52255.70               |
| 2026-01-09 | $9637.71                  | $3899.45                |
| 2026-01-12 | $40662.26                 | $4161.40                |
| 2026-01-13 | $8359.38                  | $231478.29              |
| 2026-01-14 | $52847.92                 | $34987.16               |
| 2026-01-15 | $69584.32                 | $42688.43               |
| 2026-01-16 | $29473.99                 | $1842.72                |
| 2026-01-20 | $90804.52                 | $123551.26              |
| 2026-01-21 | $130093.12                | $244983.02              |
| 2026-01-22 | $6520.55                  | $592602.13              |
| 2026-01-23 | $6049.01                  | $41492.60               |
| 2026-01-26 | $44784.65                 | $59953.26               |
| 2026-01-27 | $46512.82                 | $68094.23               |
| 2026-01-28 | $11724.38                 | $396569.65              |
| 2026-01-29 | $4951.72                  | $119907.98              |
| 2026-01-30 | $19444.31                 | $138402.03              |

**Total Gross Subscriptions (Month):** $1128420.72

**Total Gross Redemptions (Month):** $3561867.58

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 2.8200%           |
| 2026-01-05 | 2.8200%           |
| 2026-01-06 | 2.8100%           |
| 2026-01-07 | 2.8000%           |
| 2026-01-08 | 2.7900%           |
| 2026-01-09 | 2.7700%           |
| 2026-01-12 | 2.7500%           |
| 2026-01-13 | 2.7400%           |
| 2026-01-14 | 2.7400%           |
| 2026-01-15 | 2.7400%           |
| 2026-01-16 | 2.7400%           |
| 2026-01-20 | 2.7400%           |
| 2026-01-21 | 2.7400%           |
| 2026-01-22 | 2.7400%           |
| 2026-01-23 | 2.7400%           |
| 2026-01-26 | 2.7400%           |
| 2026-01-27 | 2.7400%           |
| 2026-01-28 | 2.7400%           |
| 2026-01-29 | 2.7400%           |
| 2026-01-30 | 2.7400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 11.8100%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.4600%          | 0.0000%              |
| Retail investor                                     |  | 78.7300%         | 0.0000%              |

### Class: Investor

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $1887554806.24

- **Number of Shares Outstanding:** 1887864800.5600

- **Expense Reimbursement/Waiver:** 4769.78

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0001          |
|  |  |
| 2026-01-05 | 1.0001          |
|  |  |
| 2026-01-06 | 1.0001          |
|  |  |
| 2026-01-07 | 1.0001          |
|  |  |
| 2026-01-08 | 1.0001          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0000          |
|  |  |
| 2026-01-13 | 1.0000          |
|  |  |
| 2026-01-14 | 1.0000          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0000          |
|  |  |
| 2026-01-21 | 1.0000          |
|  |  |
| 2026-01-22 | 1.0000          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0000          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $69920953.51              | $4654.20                |
| 2026-01-05 | $10512.64                 | $71552699.65            |
| 2026-01-06 | $27033354.51              | $3132.21                |
| 2026-01-07 | $6132.40                  | $33019175.72            |
| 2026-01-08 | $9529540.91               | $0.00                   |
| 2026-01-09 | $2338.34                  | $51087712.69            |
| 2026-01-12 | $68447.04                 | $32475041.88            |
| 2026-01-13 | $1243560.01               | $1721.35                |
| 2026-01-14 | $1193.45                  | $23674541.18            |
| 2026-01-15 | $54614770.34              | $9583.82                |
| 2026-01-16 | $906.10                   | $7008333.15             |
| 2026-01-20 | $429.97                   | $10898972.35            |
| 2026-01-21 | $11790.03                 | $86293941.48            |
| 2026-01-22 | $12878251.32              | $1771.89                |
| 2026-01-23 | $5542.35                  | $51375437.31            |
| 2026-01-26 | $5652.48                  | $17518995.99            |
| 2026-01-27 | $5046.66                  | $805313.45              |
| 2026-01-28 | $2002.50                  | $12144619.17            |
| 2026-01-29 | $11546038.01              | $371.80                 |
| 2026-01-30 | $6235.28                  | $37898619.64            |

**Total Gross Subscriptions (Month):** $186892697.85

**Total Gross Redemptions (Month):** $435774638.93

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.3700%           |
| 2026-01-05 | 3.3700%           |
| 2026-01-06 | 3.3600%           |
| 2026-01-07 | 3.3500%           |
| 2026-01-08 | 3.3400%           |
| 2026-01-09 | 3.3300%           |
| 2026-01-12 | 3.3000%           |
| 2026-01-13 | 3.3000%           |
| 2026-01-14 | 3.3000%           |
| 2026-01-15 | 3.2900%           |
| 2026-01-16 | 3.2900%           |
| 2026-01-20 | 3.2900%           |
| 2026-01-21 | 3.2900%           |
| 2026-01-22 | 3.2900%           |
| 2026-01-23 | 3.2900%           |
| 2026-01-26 | 3.2900%           |
| 2026-01-27 | 3.2900%           |
| 2026-01-28 | 3.2900%           |
| 2026-01-29 | 3.2900%           |
| 2026-01-30 | 3.2900%           |

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

### Class: IM

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $18282540435.81

- **Number of Shares Outstanding:** 18285542988.4100

- **Expense Reimbursement/Waiver:** 39396.36

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0001          |
|  |  |
| 2026-01-05 | 1.0001          |
|  |  |
| 2026-01-06 | 1.0001          |
|  |  |
| 2026-01-07 | 1.0001          |
|  |  |
| 2026-01-08 | 1.0001          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0000          |
|  |  |
| 2026-01-13 | 1.0000          |
|  |  |
| 2026-01-14 | 1.0000          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0000          |
|  |  |
| 2026-01-21 | 1.0000          |
|  |  |
| 2026-01-22 | 1.0000          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0000          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $225380953.37             | $1088734522.43          |
| 2026-01-05 | $521884269.40             | $288473770.69           |
| 2026-01-06 | $249614868.20             | $175482901.88           |
| 2026-01-07 | $217655434.86             | $376198002.79           |
| 2026-01-08 | $523307459.70             | $834431918.36           |
| 2026-01-09 | $570558867.84             | $167227014.99           |
| 2026-01-12 | $555834039.76             | $254414131.00           |
| 2026-01-13 | $90778858.81              | $248666623.02           |
| 2026-01-14 | $204195450.19             | $338382829.32           |
| 2026-01-15 | $562490177.43             | $106590977.74           |
| 2026-01-16 | $199370846.02             | $321873874.43           |
| 2026-01-20 | $513940656.64             | $849368669.15           |
| 2026-01-21 | $1004989304.24            | $429172426.30           |
| 2026-01-22 | $305879880.14             | $398368775.64           |
| 2026-01-23 | $150050323.87             | $345225201.73           |
| 2026-01-26 | $578938357.53             | $311088744.31           |
| 2026-01-27 | $466952728.21             | $191887267.25           |
| 2026-01-28 | $520291686.32             | $204855891.21           |
| 2026-01-29 | $838113192.13             | $193536025.84           |
| 2026-01-30 | $299479362.81             | $461788155.53           |

**Total Gross Subscriptions (Month):** $8599706717.47

**Total Gross Redemptions (Month):** $7585767723.61

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.7200%           |
| 2026-01-05 | 3.7200%           |
| 2026-01-06 | 3.7100%           |
| 2026-01-07 | 3.7000%           |
| 2026-01-08 | 3.6900%           |
| 2026-01-09 | 3.6800%           |
| 2026-01-12 | 3.6500%           |
| 2026-01-13 | 3.6500%           |
| 2026-01-14 | 3.6500%           |
| 2026-01-15 | 3.6500%           |
| 2026-01-16 | 3.6400%           |
| 2026-01-20 | 3.6400%           |
| 2026-01-21 | 3.6400%           |
| 2026-01-22 | 3.6400%           |
| 2026-01-23 | 3.6400%           |
| 2026-01-26 | 3.6400%           |
| 2026-01-27 | 3.6400%           |
| 2026-01-28 | 3.6400%           |
| 2026-01-29 | 3.6400%           |
| 2026-01-30 | 3.6400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 14.6900%         | 0.0000%              |
| Depository institution or other banking institution |  | 46.0900%         | 0.0000%              |
| Non-financial corporation                           |  | 18.4700%         | 0.0000%              |
| Non-financial corporation                           |  | 12.3200%         | 0.0000%              |

### Class: Academy

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $3654356144.31

- **Number of Shares Outstanding:** 3654956301.4100

- **Expense Reimbursement/Waiver:** 11778.07

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0001          |
|  |  |
| 2026-01-05 | 1.0001          |
|  |  |
| 2026-01-06 | 1.0001          |
|  |  |
| 2026-01-07 | 1.0001          |
|  |  |
| 2026-01-08 | 1.0001          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0000          |
|  |  |
| 2026-01-13 | 1.0000          |
|  |  |
| 2026-01-14 | 1.0000          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0000          |
|  |  |
| 2026-01-21 | 1.0000          |
|  |  |
| 2026-01-22 | 1.0000          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0000          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $1739102464.02            | $182404779.17           |
| 2026-01-05 | $189653991.13             | $38499251.14            |
| 2026-01-06 | $48901641.18              | $591000000.00           |
| 2026-01-07 | $38896548.89              | $674844000.00           |
| 2026-01-08 | $34379678.70              | $107084710.47           |
| 2026-01-09 | $93039571.93              | $28428717.54            |
| 2026-01-12 | $34883017.14              | $349707453.57           |
| 2026-01-13 | $141305720.88             | $208100000.00           |
| 2026-01-14 | $26251284.03              | $271134847.39           |
| 2026-01-15 | $264489507.10             | $171368160.58           |
| 2026-01-16 | $5843475.48               | $295183963.00           |
| 2026-01-20 | $282288370.16             | $347793550.00           |
| 2026-01-21 | $25373115.26              | $270136481.24           |
| 2026-01-22 | $17459004.08              | $1026854110.07          |
| 2026-01-23 | $219946465.00             | $172963768.53           |
| 2026-01-26 | $322283054.74             | $46277522.63            |
| 2026-01-27 | $45835531.01              | $218735892.05           |
| 2026-01-28 | $167550203.00             | $57675225.07            |
| 2026-01-29 | $35710257.12              | $245968233.42           |
| 2026-01-30 | $104257607.32             | $117818509.00           |

**Total Gross Subscriptions (Month):** $3837450508.17

**Total Gross Redemptions (Month):** $5421979174.87

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6700%           |
| 2026-01-05 | 3.6700%           |
| 2026-01-06 | 3.6600%           |
| 2026-01-07 | 3.6500%           |
| 2026-01-08 | 3.6400%           |
| 2026-01-09 | 3.6300%           |
| 2026-01-12 | 3.6000%           |
| 2026-01-13 | 3.6000%           |
| 2026-01-14 | 3.6000%           |
| 2026-01-15 | 3.6000%           |
| 2026-01-16 | 3.5900%           |
| 2026-01-20 | 3.5900%           |
| 2026-01-21 | 3.5900%           |
| 2026-01-22 | 3.5900%           |
| 2026-01-23 | 3.5900%           |
| 2026-01-26 | 3.5900%           |
| 2026-01-27 | 3.5900%           |
| 2026-01-28 | 3.5900%           |
| 2026-01-29 | 3.5900%           |
| 2026-01-30 | 3.5900%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                                                   |  | 9.2000%          | 0.0000%              |
| Non-financial corporation                                                   |  | 9.4600%          | 0.0000%              |
| Non-financial corporation                                                   |  | 7.5900%          | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 30.7600%         | 0.0000%              |

### Class: Empower

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $11460670022.95

- **Number of Shares Outstanding:** 11462552215.6800

- **Expense Reimbursement/Waiver:** 27139.53

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0001          |
|  |  |
| 2026-01-05 | 1.0001          |
|  |  |
| 2026-01-06 | 1.0001          |
|  |  |
| 2026-01-07 | 1.0001          |
|  |  |
| 2026-01-08 | 1.0001          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0000          |
|  |  |
| 2026-01-13 | 1.0000          |
|  |  |
| 2026-01-14 | 1.0000          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0000          |
|  |  |
| 2026-01-21 | 1.0000          |
|  |  |
| 2026-01-22 | 1.0000          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0000          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $223861092.00             | $376977368.53           |
| 2026-01-05 | $631725860.37             | $337132937.38           |
| 2026-01-06 | $331417433.98             | $601056928.00           |
| 2026-01-07 | $1055083265.65            | $250576392.15           |
| 2026-01-08 | $366330014.90             | $398522771.03           |
| 2026-01-09 | $817929152.00             | $380961937.76           |
| 2026-01-12 | $279434421.09             | $451226382.02           |
| 2026-01-13 | $358718677.53             | $249478093.27           |
| 2026-01-14 | $395405835.11             | $299057586.06           |
| 2026-01-15 | $271092307.37             | $358802560.46           |
| 2026-01-16 | $492837738.00             | $303848371.78           |
| 2026-01-20 | $467095536.11             | $407620128.15           |
| 2026-01-21 | $952941851.10             | $315062747.61           |
| 2026-01-22 | $433164603.84             | $391571214.46           |
| 2026-01-23 | $546729221.78             | $740093731.00           |
| 2026-01-26 | $662439659.13             | $540823661.06           |
| 2026-01-27 | $435368909.22             | $548312455.08           |
| 2026-01-28 | $438258671.18             | $1613316026.16          |
| 2026-01-29 | $832225682.96             | $630451944.57           |
| 2026-01-30 | $1008328021.31            | $1067985371.00          |

**Total Gross Subscriptions (Month):** $11000387954.63

**Total Gross Redemptions (Month):** $10262878607.53

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6700%           |
| 2026-01-05 | 3.6700%           |
| 2026-01-06 | 3.6600%           |
| 2026-01-07 | 3.6500%           |
| 2026-01-08 | 3.6400%           |
| 2026-01-09 | 3.6300%           |
| 2026-01-12 | 3.6000%           |
| 2026-01-13 | 3.6000%           |
| 2026-01-14 | 3.5900%           |
| 2026-01-15 | 3.5900%           |
| 2026-01-16 | 3.5900%           |
| 2026-01-20 | 3.5900%           |
| 2026-01-21 | 3.5900%           |
| 2026-01-22 | 3.5900%           |
| 2026-01-23 | 3.5900%           |
| 2026-01-26 | 3.5900%           |
| 2026-01-27 | 3.5900%           |
| 2026-01-28 | 3.5900%           |
| 2026-01-29 | 3.5900%           |
| 2026-01-30 | 3.5900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.4100%          | 0.0000%              |
| Non-financial corporation                           |  | 5.3600%          | 0.0000%              |
| Non-financial corporation                           |  | 7.0800%          | 0.0000%              |
| Non-financial corporation                           |  | 5.3100%          | 0.0000%              |
| Non-financial corporation                           |  | 6.9700%          | 0.0000%              |
| Non-financial corporation                           |  | 5.3300%          | 0.0000%              |

### Class: Digital

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $100214085.91

- **Number of Shares Outstanding:** 100230544.1300

- **Expense Reimbursement/Waiver:** 224.92

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0001          |
|  |  |
| 2026-01-05 | 1.0001          |
|  |  |
| 2026-01-06 | 1.0001          |
|  |  |
| 2026-01-07 | 1.0001          |
|  |  |
| 2026-01-08 | 1.0001          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0000          |
|  |  |
| 2026-01-13 | 1.0000          |
|  |  |
| 2026-01-14 | 1.0000          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0000          |
|  |  |
| 2026-01-21 | 1.0000          |
|  |  |
| 2026-01-22 | 1.0000          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0000          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $50000063.16              | $8278.63                |
| 2026-01-05 | $157526.26                | $100.63                 |
| 2026-01-06 | $67.43                    | $0.00                   |
| 2026-01-07 | $8455.21                  | $50000000.00            |
| 2026-01-08 | $50000000.00              | $8182.12                |
| 2026-01-09 | $0.00                     | $293.04                 |
| 2026-01-12 | $145.97                   | $0.00                   |
| 2026-01-13 | $0.00                     | $73.87                  |
| 2026-01-14 | $0.00                     | $134.38                 |
| 2026-01-15 | $0.00                     | $22.63                  |
| 2026-01-16 | $0.00                     | $12.76                  |
| 2026-01-20 | $0.00                     | $67.43                  |
| 2026-01-21 | $0.00                     | $133.95                 |
| 2026-01-22 | $19.96                    | $0.00                   |
| 2026-01-23 | $0.00                     | $159.46                 |
| 2026-01-26 | $139.37                   | $0.00                   |
| 2026-01-27 | $236.59                   | $0.00                   |
| 2026-01-28 | $0.00                     | $0.55                   |
| 2026-01-29 | $79.81                    | $0.00                   |
| 2026-01-30 | $0.63                     | $0.00                   |

**Total Gross Subscriptions (Month):** $100166734.39

**Total Gross Redemptions (Month):** $50017459.45

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6600%           |
| 2026-01-05 | 3.6600%           |
| 2026-01-06 | 3.6500%           |
| 2026-01-07 | 3.6400%           |
| 2026-01-08 | 3.6300%           |
| 2026-01-09 | 3.6200%           |
| 2026-01-12 | 3.5900%           |
| 2026-01-13 | 3.5900%           |
| 2026-01-14 | 3.5900%           |
| 2026-01-15 | 3.5900%           |
| 2026-01-16 | 3.5900%           |
| 2026-01-20 | 3.5900%           |
| 2026-01-21 | 3.5800%           |
| 2026-01-22 | 3.5800%           |
| 2026-01-23 | 3.5800%           |
| 2026-01-26 | 3.5800%           |
| 2026-01-27 | 3.5800%           |
| 2026-01-28 | 3.5800%           |
| 2026-01-29 | 3.5800%           |
| 2026-01-30 | 3.5800%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: BANCO SANTANDER S.A. NEW YORK BRANCH (REPO)

- **C.1 - Title:** BANCO SANTANDER S.A. NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: OVU001ID4
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **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 Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2042-06-01      | 4.0000%  | N/A     | $1008.00           | $120.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $4111.00           | $3925.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $1000.00           | $784.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.5000%  | N/A     | $5210926.00        | $2244337.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $4452529.00        | $2916033.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $1000.00           | $890.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 4.0000%  | N/A     | $1024.00           | $253.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $24587445.00       | $16671495.74       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $85609781.00       | $67521160.66       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $9555507.00        | $6980830.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $23251817.00       | $15475635.41       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $36341568.00       | $31403566.74       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-03-01      | 4.0000%  | N/A     | $1000.00           | $167.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-25      | 2.5000%  | N/A     | $15384.00          | $9265.93           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $4417100.00        | $4463378.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $2048.00           | $2052.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $2016.00           | $2048.32           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 4.5000%  | N/A     | $3829026.00        | $1077458.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $3000.00           | $2425.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $17854300.00       | $12167215.08       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $1008.00           | $759.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $24602948.00       | $16890848.95       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $54063980.00       | $43364962.62       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 4.0000%  | N/A     | $2000.00           | $310.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $1024.00           | $779.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $70494464.00       | $52728939.87       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $9298944.00        | $9554344.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $640.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $13256528.00       | $10913418.09       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $208136.00         | $196419.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $24933890.00       | $17210262.38       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $238940.00         | $232481.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $1008.00           | $719.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $54583222.00       | $34909109.38       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $29117255.00       | $21965285.97       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $3000.00           | $3005.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $59490409.00       | $45400484.19       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $911.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $22675192.00       | $15688427.98       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $1043.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 4.0000%  | N/A     | $2048.00           | $553.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $3000.00           | $2962.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 4.0000%  | N/A     | $107169568.00      | $26071163.92       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $2737415.00        | $1824573.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-25      | 4.8473%  | N/A     | $20224624.00       | $20036110.98       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $3137948.00        | $1280414.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 5.0000%  | N/A     | $1024.00           | $301.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1524222.00        | $1547757.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $10580.00          | $9976.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $14000.00          | $11608.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | 4.5000%  | N/A     | $577000.00         | $101215.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $975.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $20000.00          | $18736.85          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $26385408.00       | $13291010.26       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $4198930.00        | $3154907.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $981421.00         | $986066.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1210300.00        | $1235603.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $1040.00           | $522.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $2000.00           | $580.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.5000%  | N/A     | $4112.00           | $844.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.5000%  | N/A     | $1000.00           | $142.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $2080.00           | $1577.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $2048.00           | $584.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $61685.00          | $55588.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1805005.00        | $1853038.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $2048.00           | $724.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $896.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $7506120.00        | $7661384.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-01-01      | 4.0000%  | N/A     | $1024.00           | $353.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $3187400.00        | $2355258.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $2024.00           | $2033.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $3473100.00        | $3499036.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1203440.00        | $1234196.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $8000.00           | $7189.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $33000.00          | $21185.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $1000.00           | $9.37              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $1024.00           | $743.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $78479583.00       | $38680634.49       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 4.0000%  | N/A     | $1000.00           | $187.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-08-01      | 3.5000%  | N/A     | $40125056.00       | $11698928.90       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 4.5000%  | N/A     | $1000.00           | $855.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $29041374.00       | $23727797.77       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1963240.00        | $1984151.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-06-01      | 2.5000%  | N/A     | $21000.00          | $17534.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 5.0000%  | N/A     | $5675168.00        | $638582.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $2048.00           | $2125.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $2048.00           | $2010.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $2048.00           | $1412.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $12067527.00       | $11313024.88       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $4049050.00        | $4161479.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $17453536.00       | $14587850.34       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 3.5000%  | N/A     | $39056604.00       | $16254820.92       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $7179920.00        | $7372544.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $634240.00         | $646050.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $2000.00           | $1391.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $4224.00           | $1756.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | 4.3601%  | N/A     | $907628.00         | $905760.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.0000%  | N/A     | $15885905.00       | $4562537.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $1000.00           | $641.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1027.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $1234464.00        | $1110405.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1016.00           | $970.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $77797612.00       | $77529602.84       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $3000.00           | $2884.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.0000%  | N/A     | $1000.00           | $26.38             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.5000%  | N/A     | $122822.00         | $87294.22          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $2000.00           | $1382.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2059-01-01      | 4.5000%  | N/A     | $1000.00           | $788.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $4144.00           | $3132.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 2.5000%  | N/A     | $1443190.00        | $564153.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $838.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $1000.00           | $827.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $43280192.00       | $44064614.12       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $829.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $2064.00           | $997.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $1024.00           | $834.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 3.0000%  | N/A     | $16566340.00       | $14767174.33       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.5000%  | N/A     | $2080.00           | $1949.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $1024.00           | $396.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.5000%  | N/A     | $1024.00           | $87.29             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1039.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $1024.00           | $775.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 3.5000%  | N/A     | $10221540.00       | $9600342.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $11289.00          | $8974.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $1024.00           | $766.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1017.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.5000%  | N/A     | $7157862.00        | $5439849.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-01      | 3.5000%  | N/A     | $1024.00           | $241.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.0000%  | N/A     | $2048.00           | $397.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $99999000.00       | $87452470.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $5694552.00        | $5869068.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $5903270.00        | $2074301.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.0000%  | N/A     | $1024.00           | $428.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.5000%  | N/A     | $3000.00           | $950.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $934.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $2000.00           | $1533.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1698400.00        | $1256188.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1000.00           | $690.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.5000%  | N/A     | $52108240.00       | $17288852.55       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.0000%  | N/A     | $4000.00           | $3776.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $3840.00           | $562.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $21396160.00       | $16598923.06       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $6314112.00        | $5745804.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $3024.00           | $3045.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 4.0000%  | N/A     | $4096.00           | $1305.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $1040.00           | $861.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $2000.00           | $292.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2841460.00        | $2932168.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $285000.00         | $114857.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-05-15      | 4.7600%  | N/A     | $1000.00           | $970.63            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.5000%  | N/A     | $1000.00           | $647.78            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.5000%  | N/A     | $1008.00           | $676.55            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.0000%  | N/A     | $113217099.00      | $54460210.03       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1000.00           | $1043.66           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.5000%  | N/A     | $4804008.00        | $2644686.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 2.5000%  | N/A     | $1008.00           | $626.32            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.0000%  | N/A     | $1000.00           | $487.95            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.0000%  | N/A     | $1024.00           | $763.16            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1000.00           | $1041.59           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1000.00           | $1055.68           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.0000%  | N/A     | $1000.00           | $646.06            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 3.0000%  | N/A     | $35995378.00       | $19001897.97       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1000.00           | $1029.36           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1000.00           | $1027.65           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $151208587.00      | $126724250.43      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1000.00           | $1042.60           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $1000.00           | $1006.47           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $1024.00           | $856.87            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.0000%  | N/A     | $1024.00           | $912.98            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-12-20      | 4.5000%  | N/A     | $76806150.00       | $5117475.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 3.5000%  | N/A     | $7681152.00        | $2831908.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1000.00           | $947.44            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.5000%  | N/A     | $1000.00           | $927.57            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 4.0000%  | N/A     | $5383111.00        | $2556892.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | 5.0000%  | N/A     | $1008.00           | $87.65             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 3.0000%  | N/A     | $13881190.00       | $8045478.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $12377085.00       | $12615722.08       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1000.00           | $1024.28           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 2.5000%  | N/A     | $158083691.00      | $88802032.23       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $113007913.00      | $107605154.88      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-06-15      | 4.9200%  | N/A     | $1000.00           | $980.47            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-04-20      | 5.5000%  | N/A     | $1000.00           | $320.05            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1000.00           | $944.91            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.5000%  | N/A     | $2931097.00        | $1280128.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-02-15      | 4.0000%  | N/A     | $1000.00           | $105.60            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $1000.00           | $659.83            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1000.00           | $1045.25           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | 4.0000%  | N/A     | $31570819.00       | $2781775.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-20      | 4.0000%  | N/A     | $13711368.00       | $1316205.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $2569365.00        | $1901864.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1000.00           | $1059.10           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 4.0000%  | N/A     | $99994624.00       | $45425174.25       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2050-11-15      | 1.6250%  | N/A     | $100.00            | $52.78             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-09-30      | 3.5000%  | N/A     | $100.00            | $101.11            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $133300.00         | $119646.83         | U.S. Treasuries (including strips)        |

### Security 2: BANK OF AMERICA N.A. (REPO)

- **C.1 - Title:** BANK OF AMERICA N.A. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 9DJT3UXIJIZJI4WXO774, C.5 - Other ID: 0BAN03LY2
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **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 Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.5000%  | N/A     | $53339118.00       | $8129199.08        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $49805871.00       | $7689230.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 3.5000%  | N/A     | $55087600.00       | $10383063.50       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 3.5000%  | N/A     | $12564798.00       | $2261144.13        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.5000%  | N/A     | $27573778.00       | $2839885.03        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.5000%  | N/A     | $28484321.00       | $4427268.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 3.5000%  | N/A     | $26871685.00       | $4451238.50        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 3.5000%  | N/A     | $56874891.00       | $7559869.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 3.5000%  | N/A     | $25714355.00       | $3641176.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.5000%  | N/A     | $36786460.00       | $5577700.48        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $115437895.00      | $5533899.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 3.5000%  | N/A     | $41129870.00       | $7753320.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.0000%  | N/A     | $15428661.00       | $2057875.07        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 3.5000%  | N/A     | $13339936.00       | $2102064.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.5000%  | N/A     | $62771043.00       | $9832667.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-04-01      | 3.5000%  | N/A     | $50375610.00       | $8040457.29        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 3.5000%  | N/A     | $63906247.00       | $8641613.21        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.5000%  | N/A     | $13077415.00       | $2181328.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $41961509.00       | $2239173.82        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.5000%  | N/A     | $23187995.00       | $4661904.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.0000%  | N/A     | $10871615.00       | $2259042.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.5000%  | N/A     | $46990959.00       | $9800364.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.5000%  | N/A     | $52941094.00       | $8490022.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 3.5000%  | N/A     | $37676519.00       | $3975554.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.5000%  | N/A     | $48933595.00       | $9136687.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 3.0000%  | N/A     | $44253494.00       | $10034689.20       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 3.0000%  | N/A     | $11754505.00       | $2174675.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.5000%  | N/A     | $25595016.00       | $3403435.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $19750661.00       | $3340745.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.5000%  | N/A     | $23305008.00       | $2608620.13        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 3.5000%  | N/A     | $14777020.00       | $3517443.44        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $10790328.00       | $2514764.42        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $66521009.00       | $4510098.22        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.5000%  | N/A     | $31532165.00       | $5143741.82        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-03-01      | 3.5000%  | N/A     | $43632459.00       | $5873387.48        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-03-01      | 3.5000%  | N/A     | $30831954.00       | $4403619.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 3.5000%  | N/A     | $52999960.00       | $10575708.61       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.0000%  | N/A     | $24600000.00       | $5429836.35        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 3.0000%  | N/A     | $14240196.00       | $3521460.46        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 3.5000%  | N/A     | $24322395.00       | $6046403.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $15632100.00       | $3726672.57        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 4.0000%  | N/A     | $25202117.00       | $2829512.51        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 3.5000%  | N/A     | $34416551.00       | $6875891.57        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.5000%  | N/A     | $21288006.00       | $3528489.61        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.5000%  | N/A     | $17213254.00       | $2409466.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.5000%  | N/A     | $11631999.00       | $1137752.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 4.0000%  | N/A     | $30299184.00       | $4423265.26        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $15909615.00       | $1574450.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.5000%  | N/A     | $32297863.00       | $5468743.81        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 3.5000%  | N/A     | $64467258.00       | $7368098.70        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.5000%  | N/A     | $23458732.00       | $3366353.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 3.5000%  | N/A     | $82890573.00       | $9982171.89        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 3.5000%  | N/A     | $24430107.00       | $3203379.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 3.5000%  | N/A     | $29787996.00       | $5307876.68        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 3.5000%  | N/A     | $13650409.00       | $3415115.58        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 3.0000%  | N/A     | $55317656.00       | $8437018.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 3.5000%  | N/A     | $34922436.00       | $2685316.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 3.5000%  | N/A     | $19288987.00       | $2823431.08        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 3.5000%  | N/A     | $144673596.00      | $7359646.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 3.5000%  | N/A     | $27830220.00       | $6542881.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.0000%  | N/A     | $13776979.00       | $3236981.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 4.0000%  | N/A     | $41744268.00       | $5161518.60        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 3.5000%  | N/A     | $75032272.00       | $5000585.96        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 3.5000%  | N/A     | $51843712.00       | $8794636.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.5000%  | N/A     | $49000000.00       | $4042631.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 4.0000%  | N/A     | $21681764.00       | $5713480.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 3.5000%  | N/A     | $34703739.00       | $9144553.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $18393941.00       | $2373825.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.5000%  | N/A     | $84411453.00       | $9967708.18        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 3.5000%  | N/A     | $34920589.00       | $3158503.47        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 3.5000%  | N/A     | $19073769.00       | $4013803.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 3.5000%  | N/A     | $42184186.00       | $5423045.28        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.5000%  | N/A     | $24593907.00       | $4570243.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-04-01      | 3.5000%  | N/A     | $53341670.00       | $7493141.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.5000%  | N/A     | $60306473.00       | $7478784.33        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 3.5000%  | N/A     | $23242162.00       | $3936789.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 3.5000%  | N/A     | $39542076.00       | $7454176.69        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $99110361.00       | $7562356.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 3.5000%  | N/A     | $20205387.00       | $4611529.24        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-04-01      | 3.0000%  | N/A     | $14444022.00       | $2870049.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $33000000.00       | $4938577.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 3.5000%  | N/A     | $15901451.00       | $4253204.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $84850452.00       | $8552414.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 3.0000%  | N/A     | $46999855.00       | $7832971.34        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 3.5000%  | N/A     | $55843550.00       | $6930752.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 3.5000%  | N/A     | $28052566.00       | $6716308.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.5000%  | N/A     | $20995915.00       | $3137993.84        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 3.0000%  | N/A     | $18250000.00       | $2638237.62        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $23126445.00       | $5535620.81        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.5000%  | N/A     | $43315810.00       | $6431521.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $25427820.00       | $4004699.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.0000%  | N/A     | $14133458.00       | $2875351.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 3.5000%  | N/A     | $63207071.00       | $6892802.02        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 3.5000%  | N/A     | $36725617.00       | $5513133.96        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-03-01      | 3.5000%  | N/A     | $26994374.00       | $4531474.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 3.5000%  | N/A     | $19299120.00       | $5178785.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 4.0000%  | N/A     | $14985247.00       | $3233392.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-11-01      | 3.5000%  | N/A     | $22287059.00       | $4627321.79        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 3.5000%  | N/A     | $16078323.00       | $2108837.46        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 3.5000%  | N/A     | $43463757.00       | $6921265.49        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.5000%  | N/A     | $72626025.00       | $4522558.92        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.5000%  | N/A     | $20996562.00       | $1986103.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 3.5000%  | N/A     | $23219637.00       | $4813694.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.5000%  | N/A     | $43181692.00       | $7009308.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 3.5000%  | N/A     | $34372195.00       | $4941671.71        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 3.5000%  | N/A     | $45724409.00       | $2675996.50        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $7365888.00        | $766150.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 3.5000%  | N/A     | $26197752.00       | $2932535.51        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $45721127.00       | $9775788.66        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.0000%  | N/A     | $30508485.00       | $6662139.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-07-01      | 3.5000%  | N/A     | $52511817.00       | $3208981.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 3.5000%  | N/A     | $12781063.00       | $2665000.05        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 3.5000%  | N/A     | $47942035.00       | $7240445.05        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-04-01      | 3.5000%  | N/A     | $19000000.00       | $1867793.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 3.5000%  | N/A     | $19439358.00       | $1439718.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 3.5000%  | N/A     | $63617747.00       | $9362577.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 3.5000%  | N/A     | $84559686.00       | $7421961.82        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 3.5000%  | N/A     | $53641355.00       | $8460089.13        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $91950186.00       | $6780581.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 3.5000%  | N/A     | $21653593.00       | $5325662.85        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.5000%  | N/A     | $63863160.00       | $10213308.17       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 3.5000%  | N/A     | $30452103.00       | $3161086.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.5000%  | N/A     | $63421838.00       | $8132280.03        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 4.0000%  | N/A     | $19026770.00       | $3341663.77        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.5000%  | N/A     | $46030780.00       | $7128125.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 3.5000%  | N/A     | $17898476.00       | $4000756.42        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $36778888.00       | $8934118.66        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 3.5000%  | N/A     | $28216312.00       | $5245603.45        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.5000%  | N/A     | $63625185.00       | $4665526.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 3.5000%  | N/A     | $42387937.00       | $7260764.37        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 3.5000%  | N/A     | $39550590.00       | $3993510.42        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.5000%  | N/A     | $21401229.00       | $3659140.77        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 3.5000%  | N/A     | $15049523.00       | $3345717.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 3.5000%  | N/A     | $38974262.00       | $6092809.66        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 3.5000%  | N/A     | $23865195.00       | $5552050.85        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 3.0000%  | N/A     | $23641592.00       | $5435495.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 3.5000%  | N/A     | $72279846.00       | $10205471.44       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.5000%  | N/A     | $25729298.00       | $4411532.11        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.5000%  | N/A     | $58094832.00       | $8243511.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 3.5000%  | N/A     | $93937294.00       | $6781510.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 3.5000%  | N/A     | $11075698.00       | $899226.97         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 3.0000%  | N/A     | $29509159.00       | $3657217.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-04-01      | 3.5000%  | N/A     | $18305821.00       | $3675685.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 3.5000%  | N/A     | $38550211.00       | $4589006.14        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 3.5000%  | N/A     | $90037160.00       | $9404058.01        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $47301121.00       | $9256236.50        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.0000%  | N/A     | $10313190.00       | $2165826.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $79066811.00       | $8332742.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 3.5000%  | N/A     | $12280248.00       | $1125047.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 3.5000%  | N/A     | $11474961.00       | $2941858.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 3.5000%  | N/A     | $49760439.00       | $7896643.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 3.5000%  | N/A     | $30998984.00       | $6178165.46        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.5000%  | N/A     | $29535525.00       | $5009045.57        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.0000%  | N/A     | $23228237.00       | $5146508.60        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.5000%  | N/A     | $33601025.00       | $4710928.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 3.5000%  | N/A     | $45978586.00       | $10240351.39       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-12-01      | 4.5000%  | N/A     | $64967440.00       | $10436844.73       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $48301987.00       | $4549403.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 3.5000%  | N/A     | $187597914.00      | $10743290.43       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.0000%  | N/A     | $25000000.00       | $3241663.72        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-04-01      | 3.5000%  | N/A     | $59782066.00       | $8717165.85        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.5000%  | N/A     | $44228793.00       | $4683175.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 3.5000%  | N/A     | $64719623.00       | $6147085.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $45590756.00       | $9126008.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 3.5000%  | N/A     | $15272767.00       | $3087774.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.5000%  | N/A     | $44161780.00       | $7299319.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 3.5000%  | N/A     | $50000000.00       | $6478187.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $64089910.00       | $10715574.87       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.5000%  | N/A     | $16885745.00       | $3015559.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 3.0000%  | N/A     | $16990074.00       | $2875916.34        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-10-01      | 4.5000%  | N/A     | $67293930.00       | $9191444.33        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.5000%  | N/A     | $19656784.00       | $2538226.29        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.5000%  | N/A     | $26449154.00       | $4069465.47        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 3.5000%  | N/A     | $32091088.00       | $3881257.07        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 3.0000%  | N/A     | $36338116.00       | $7716274.69        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 3.5000%  | N/A     | $19413668.00       | $4276493.03        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 3.5000%  | N/A     | $21135532.00       | $4830829.19        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.5000%  | N/A     | $29992557.00       | $2667237.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 3.5000%  | N/A     | $16317447.00       | $4831602.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 3.5000%  | N/A     | $38229900.00       | $7363313.18        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.5000%  | N/A     | $18309188.00       | $2643836.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 3.5000%  | N/A     | $21072203.00       | $2850694.66        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.5000%  | N/A     | $26581044.00       | $3228349.66        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 3.5000%  | N/A     | $30019372.00       | $3422295.64        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $139687285.00      | $7748178.22        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 3.5000%  | N/A     | $21715443.00       | $4048694.32        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.5000%  | N/A     | $21721079.00       | $3416107.83        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-07-01      | 3.0000%  | N/A     | $21925634.00       | $1894447.61        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 4.0000%  | N/A     | $54896999.00       | $5305869.71        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.5000%  | N/A     | $34962897.00       | $4388313.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 4.0000%  | N/A     | $101425000.00      | $9547800.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.5000%  | N/A     | $14821528.00       | $2342707.13        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $61436852.00       | $10426799.70       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 3.0000%  | N/A     | $39951629.00       | $8064348.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 3.0000%  | N/A     | $28370830.00       | $5005282.72        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 3.5000%  | N/A     | $31474133.00       | $6599122.68        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $63864895.00       | $9431805.68        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 3.5000%  | N/A     | $40707698.00       | $10866107.28       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 3.5000%  | N/A     | $61269042.00       | $4550434.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.0000%  | N/A     | $12502379.00       | $2844852.89        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 3.0000%  | N/A     | $22045932.00       | $3304347.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $17064498.00       | $4436870.60        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.0000%  | N/A     | $12001922.00       | $1948702.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 3.5000%  | N/A     | $18921029.00       | $4532926.23        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.5000%  | N/A     | $24770532.00       | $4826756.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.5000%  | N/A     | $43070320.00       | $7256098.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-08-01      | 3.0000%  | N/A     | $40535504.00       | $6056800.86        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 3.0000%  | N/A     | $14078104.00       | $3677601.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 3.5000%  | N/A     | $128473905.00      | $10911126.23       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.5000%  | N/A     | $20774703.00       | $2946300.01        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 3.5000%  | N/A     | $47830153.00       | $7069207.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-04-01      | 3.5000%  | N/A     | $20993370.00       | $4034441.19        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $55808974.00       | $9349128.01        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 3.5000%  | N/A     | $59215234.00       | $8202356.57        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.0000%  | N/A     | $16140000.00       | $2570660.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-10-20      | 3.5000%  | N/A     | $54217929.00       | $12548224.58       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-03-20      | 4.0000%  | N/A     | $15126893.00       | $12436157.60       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-05-20      | 2.5000%  | N/A     | $15890873.00       | $10899006.29       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-03-20      | 4.0000%  | N/A     | $16321007.00       | $12826836.28       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-11-20      | 3.5000%  | N/A     | $77746977.00       | $14073067.60       | Agency Mortgage-Backed Securities |

### Security 3: BANK OF MONTREAL (REPO)

- **C.1 - Title:** BANK OF MONTREAL (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 0QH004T71
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.5000%  | N/A     | $6625399.00        | $5973980.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $6726904.00        | $7015253.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-07-20      | 2.5000%  | N/A     | $9339623.00        | $5246445.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $2725067.00        | $2736976.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $3107518.00        | $3225303.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $3663431.00        | $3872732.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $5462110.00        | $5730562.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $4557788.00        | $4587900.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $5176320.00        | $5426222.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $3498940.00        | $3628271.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $6908277.00        | $6947498.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.5000%  | N/A     | $4027483.00        | $3831850.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $2629776.00        | $2766043.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 4.5000%  | N/A     | $3719745.00        | $3194839.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 3.5000%  | N/A     | $4937843.00        | $4524248.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $3056094.00        | $3168672.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $7408661.00        | $7698742.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $2620152.00        | $2689213.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.5000%  | N/A     | $3368361.00        | $3476796.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $5153262.00        | $5348598.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $7799578.00        | $7843090.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $3692649.00        | $3829158.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.5000%  | N/A     | $10000000.00       | $4458787.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $6000000.00        | $6045416.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 6.0000%  | N/A     | $4469961.00        | $4526410.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 7.0000%  | N/A     | $4736457.00        | $5040281.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $3169801.00        | $3322859.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $4890991.00        | $5034397.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $5143986.00        | $5334695.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $3974352.00        | $4084363.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.0000%  | N/A     | $5695685.00        | $5720802.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $3129154.00        | $3258517.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $2699936.00        | $2778991.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $4235103.00        | $4476443.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.0000%  | N/A     | $3827095.00        | $3539010.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $4341594.00        | $4452025.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-03-20      | 3.5000%  | N/A     | $50000000.00       | $3663178.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $7760407.00        | $7883448.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $5034167.00        | $5151312.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $5369760.00        | $5509157.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-20      | 7.0000%  | N/A     | $3643639.00        | $3762074.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.0000%  | N/A     | $14476647.00       | $4755484.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $3225288.00        | $3344355.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $4034484.00        | $4244402.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $3414917.00        | $2956393.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $2873254.00        | $3000108.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.0000%  | N/A     | $10889197.00       | $5405330.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $3782619.00        | $3878820.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $3258143.00        | $3418271.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $5178923.00        | $5344159.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $3632957.00        | $3749301.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $3614779.00        | $3733123.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 7.5000%  | N/A     | $3387615.00        | $3506578.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 6.5000%  | N/A     | $7050000.00        | $2906839.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $3930822.00        | $3965007.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $3255474.00        | $3362140.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.0000%  | N/A     | $3957069.00        | $3187702.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.0000%  | N/A     | $10152096.00       | $8328485.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $4852023.00        | $5137549.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-07-20      | 4.5000%  | N/A     | $4030472.00        | $3314745.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-07-15      | 3.5000%  | N/A     | $4094659.00        | $3099909.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $3909782.00        | $3724781.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $3123948.00        | $3145568.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-04-20      | 4.0000%  | N/A     | $8075492.00        | $3395704.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $6869954.00        | $7115156.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $3543829.00        | $3747690.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $7505161.00        | $7815052.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $4064423.00        | $4085493.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $3029431.00        | $3155695.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $3400724.00        | $3425790.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $4472503.00        | $4559887.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $3230841.00        | $3322087.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $5193188.00        | $5366759.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $3546458.00        | $3687324.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $4343457.00        | $4458921.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $3572333.00        | $3715111.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | 6.5000%  | N/A     | $3749057.00        | $3494668.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $4778670.00        | $5022310.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $2744374.00        | $2819397.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.0000%  | N/A     | $8886103.00        | $6812771.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $2787137.00        | $2838301.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $5364621.00        | $5533093.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $5690529.00        | $5905216.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.0000%  | N/A     | $8199681.00        | $6989613.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $6637018.00        | $6727638.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-01-20      | 6.0000%  | N/A     | $4089526.00        | $4244475.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $3379287.00        | $3512095.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $2946217.00        | $3121817.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $5554769.00        | $5585516.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5000%  | N/A     | $11104000.00       | $8168580.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $3260506.00        | $3347178.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.0000%  | N/A     | $3298139.00        | $3504584.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $7487493.00        | $7686537.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $2858392.00        | $2914669.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 8.0000%  | N/A     | $11736554.00       | $3929075.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $7829272.00        | $7998925.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.5000%  | N/A     | $4190279.00        | $4273195.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $5351797.00        | $5527155.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $3786849.00        | $3893980.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.5000%  | N/A     | $11315000.00       | $8430553.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.0000%  | N/A     | $3406890.00        | $3619420.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.0000%  | N/A     | $2925374.00        | $2769991.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $7995450.00        | $8221461.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $3150750.00        | $3300101.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $5153756.00        | $5389645.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $3106779.00        | $2901448.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.5000%  | N/A     | $50000000.00       | $6738669.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $5767895.00        | $5958969.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $4170973.00        | $4430161.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $3729634.00        | $3871010.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $4757538.00        | $4781101.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $4965445.00        | $5194566.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.5000%  | N/A     | $6818188.00        | $4076784.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $2882490.00        | $2803824.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $6847055.00        | $7164438.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $5746407.00        | $6017763.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $2641125.00        | $2695053.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1320660.00        | $1404126.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $3280413.00        | $2749234.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $4664557.00        | $3903245.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 7.0000%  | N/A     | $3325831.00        | $3539172.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $5770795.00        | $5989550.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $3087727.00        | $3153373.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.5000%  | N/A     | $11996661.00       | $4782220.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $3043492.00        | $3139393.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $7700795.00        | $8007896.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $5846144.00        | $6149443.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $2761891.00        | $2897635.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $4433509.00        | $4651407.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $6593054.00        | $6628664.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $3375132.00        | $3492848.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $5995829.00        | $6134435.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $3062512.00        | $2729705.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $7432345.00        | $7629923.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $6627301.00        | $6755800.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.5000%  | N/A     | $4607206.00        | $4703072.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $5622023.00        | $5771465.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $5124874.00        | $5442494.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $6838557.00        | $7084128.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0000%  | N/A     | $7848635.00        | $7873264.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.5000%  | N/A     | $4302128.00        | $4163976.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $4318211.00        | $4343157.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-08-20      | 6.0000%  | N/A     | $10000000.00       | $5755807.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.5000%  | N/A     | $3031048.00        | $2821460.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $2969660.00        | $3110024.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-01-20      | 3.0000%  | N/A     | $15159000.00       | $2665509.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $2735648.00        | $2754582.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $3011027.00        | $3121938.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-01-20      | 4.0000%  | N/A     | $7315408.00        | $2789034.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $7446041.00        | $7492979.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $3102667.00        | $3176746.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $2664299.00        | $2763036.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.0000%  | N/A     | $45000000.00       | $7051464.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $2660000.00        | $2669326.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $6038669.00        | $6293880.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $5898297.00        | $6076875.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $3060375.00        | $3154133.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $3741968.00        | $3971062.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $3196635.00        | $3258726.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $2789497.00        | $2805258.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 4.5000%  | N/A     | $6268945.00        | $6083104.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 7.5000%  | N/A     | $5521888.00        | $5615723.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-11-20      | 3.5000%  | N/A     | $7460000.00        | $5317781.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $5639416.00        | $5665734.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $3430536.00        | $3570945.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $7464635.00        | $7747599.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $7467082.00        | $7740833.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 8.0000%  | N/A     | $7459930.00        | $2749247.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $2828494.00        | $2950125.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.0000%  | N/A     | $6845108.00        | $4396875.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $3420731.00        | $3521025.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $7629798.00        | $7874164.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $4077957.00        | $4241174.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $6469366.00        | $6690064.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $6252304.00        | $6312769.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $7779785.00        | $8023498.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.5000%  | N/A     | $7255708.00        | $7505233.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.0000%  | N/A     | $4841233.00        | $3037571.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $3917262.00        | $3961330.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $4665217.00        | $4218065.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $5615167.00        | $5866721.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $2786339.00        | $2800722.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.5000%  | N/A     | $4674780.00        | $4780899.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $7253641.00        | $7749478.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $3108085.00        | $3249603.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 7.0000%  | N/A     | $2647996.00        | $2798203.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.5000%  | N/A     | $8133261.00        | $8439883.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $4369253.00        | $4593136.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $3138328.00        | $3250777.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.0000%  | N/A     | $3720000.00        | $2806379.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $6123123.00        | $6285891.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $3724446.00        | $3257635.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-01-20      | 4.0000%  | N/A     | $18680181.00       | $3548438.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $2955251.00        | $3061200.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $8046101.00        | $6536230.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $3275173.00        | $3429026.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $6049710.00        | $6227084.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $6277473.00        | $6524246.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 7.0000%  | N/A     | $6814472.00        | $7232623.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $5542215.00        | $5573434.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $4872793.00        | $4982364.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $4090834.00        | $4114772.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $4339544.00        | $4576721.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $2676535.00        | $2804212.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-07-20      | 6.0000%  | N/A     | $4451798.00        | $4351751.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.5000%  | N/A     | $3913000.00        | $2670970.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $6730314.00        | $6909229.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $3260359.00        | $3383950.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.0000%  | N/A     | $5449116.00        | $4979528.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $4598014.00        | $4802889.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.5000%  | N/A     | $5140648.00        | $4960178.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.0000%  | N/A     | $2626615.00        | $2790996.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-12-20      | 4.5000%  | N/A     | $4388285.00        | $4413697.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $3690301.00        | $3842983.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $3562186.00        | $3730390.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $6407307.00        | $6447111.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $5065004.00        | $5256994.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.5000%  | N/A     | $6495712.00        | $6504874.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $2831120.00        | $2929804.89        | Agency Mortgage-Backed Securities |

### Security 4: BANK OF MONTREAL (REPO)

- **C.1 - Title:** BANK OF MONTREAL (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 0QH004TB2
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $2527904.00        | $2318858.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.0000%  | N/A     | $2770329.00        | $2387245.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $2494615.00        | $2567314.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 5.0000%  | N/A     | $3123237.00        | $2362666.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $2630047.00        | $2709099.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.5000%  | N/A     | $2379850.00        | $2447320.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 6.0000%  | N/A     | $2258018.00        | $2339612.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $2875969.00        | $2809887.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 3.5000%  | N/A     | $2533245.00        | $2364500.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.0000%  | N/A     | $2577279.00        | $2681073.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 5.5000%  | N/A     | $1965908.00        | $2019242.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 6.0000%  | N/A     | $2214398.00        | $2300543.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $2471050.00        | $2274766.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.0000%  | N/A     | $2353888.00        | $2450670.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $2342880.00        | $2457757.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-25      | 5.5000%  | N/A     | $7973030.00        | $7964104.64        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-08-25      | 6.5000%  | N/A     | $4686000.00        | $3220893.53        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 6.0000%  | N/A     | $2701108.00        | $2806103.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $2572706.00        | $2646206.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $2313802.00        | $2421195.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 7.0000%  | N/A     | $2523778.00        | $2645332.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $2770000.00        | $2485663.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $2308192.00        | $2370375.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $2499461.00        | $2421595.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.5000%  | N/A     | $2386295.00        | $2456713.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.0000%  | N/A     | $33722.00          | $35008.11          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $2645385.00        | $2540531.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-15      | 3.0000%  | N/A     | $5000000.00        | $6461875.30        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $2323900.00        | $2410452.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 7.5000%  | N/A     | $5024288.00        | $2493053.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $2832889.00        | $2797817.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-25      | 5.2500%  | N/A     | $656627.00         | $560227.07         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.0000%  | N/A     | $2401626.00        | $2481905.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $2299044.00        | $2354895.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $2625927.00        | $2713779.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $2701405.00        | $2754446.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $2738678.00        | $2682180.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-25      | 4.5000%  | N/A     | $684000.00         | $588010.86         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2040-06-01      | 4.5000%  | N/A     | $2689336.00        | $2491044.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $2661297.00        | $2792256.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $3630000.00        | $2759202.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $3403000.00        | $2752903.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $3114649.00        | $2659591.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $2284650.00        | $2392865.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $2627666.00        | $2723007.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $12080000.00       | $2434549.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 7.0000%  | N/A     | $2699987.00        | $2781454.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $2590170.00        | $2649694.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $2740632.00        | $2445527.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $2586300.00        | $2647710.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $2344535.00        | $2397051.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $3331000.00        | $2316737.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-25      | 5.5000%  | N/A     | $12574520.00       | $12543140.98       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-06-25      | 3.0000%  | N/A     | $8100736.00        | $1010051.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-01-01      | 3.5000%  | N/A     | $2878328.00        | $2803705.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $2451806.00        | $2488501.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $2704688.00        | $2790427.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $2345659.00        | $2469478.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $2487901.00        | $2551505.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 7.0000%  | N/A     | $2965351.00        | $2806211.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $4008000.00        | $2323356.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $2805448.00        | $2742004.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $2671000.00        | $2766337.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $2248673.00        | $2300317.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $3220090.00        | $2358402.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $2347327.00        | $2462875.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.5000%  | N/A     | $40000000.00       | $23000431.31       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.0000%  | N/A     | $98000000.00       | $75455262.11       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.5000%  | N/A     | $30000000.00       | $28533696.11       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.0000%  | N/A     | $30001019.00       | $3519702.30        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.5000%  | N/A     | $10060000.00       | $5075506.58        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-08-20      | 4.5000%  | N/A     | $29426005.00       | $9167485.09        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.5000%  | N/A     | $29000000.00       | $11730526.61       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.0000%  | N/A     | $100821000.00      | $8589762.33        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.5000%  | N/A     | $59175000.00       | $51004610.66       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-01-20      | 3.0000%  | N/A     | $35000000.00       | $3278657.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.0000%  | N/A     | $7569437.00        | $671169.90         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.0000%  | N/A     | $30300228.00       | $14146457.57       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-07-16      | 2.5000%  | N/A     | $18402207.00       | $3960763.66        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-12-16      | 4.5000%  | N/A     | $35241929.00       | $9091993.95        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.0000%  | N/A     | $30000000.00       | $22511807.70       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-05-20      | 3.0000%  | N/A     | $18281000.00       | $14855134.10       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.5000%  | N/A     | $100000000.00      | $36906093.18       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.0000%  | N/A     | $9308962.00        | $2617835.37        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | 3.5000%  | N/A     | $41000000.00       | $11609941.76       | Agency Collateralized Mortgage Obligation |

### Security 5: BMO CAPITAL MARKETS CORP. (REPO)

- **C.1 - Title:** BMO CAPITAL MARKETS CORP. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0RC002BC6
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2052-05-20      | 2.5000%  | N/A     | $228548286.00      | $146834540.31      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | 6.5000%  | N/A     | $228444992.00      | $108243447.60      | Agency Mortgage-Backed Securities |

### Security 6: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011FQ5
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $40240.00          | $25615.87          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $99000.00          | $71557.43          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 6.0000%  | N/A     | $1000.00           | $1004.20           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $145329.00         | $146181.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $270056.00         | $156655.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-01-01      | 2.0000%  | N/A     | $100000.00         | $63383.74          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $850.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-02-01      | 7.0000%  | N/A     | $8042000.00        | $544698.73         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 4.5000%  | N/A     | $1000.00           | $978.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $8102.00           | $5238.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $1551080.00        | $1135172.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $4879077.00        | $4502495.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1026.21           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 2.0000%  | N/A     | $131000.00         | $61833.17          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.0000%  | N/A     | $1000.00           | $146.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $2048.00           | $1510.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $10000.00          | $7165.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $529.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 3.5000%  | N/A     | $1225.00           | $198.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $1000.00           | $686.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $2909033.00        | $2944085.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $176000.00         | $102058.97         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1522638.00        | $1166242.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $15000.00          | $11632.76          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.5000%  | N/A     | $1560694.00        | $188096.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.0000%  | N/A     | $750000.00         | $635574.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 3.5000%  | N/A     | $73000.00          | $61798.04          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $2000872.00        | $1852178.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.5000%  | N/A     | $1000.00           | $761.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 4.5000%  | N/A     | $300000.00         | $220970.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 2.9750%  | N/A     | $2202.00           | $314.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1534748.00        | $1086699.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $1024.00           | $117.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $930.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $13406153.00       | $8623304.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 6.5000%  | N/A     | $6946388.00        | $8059.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1019.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $7000.00           | $7079.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $9102000.00        | $7058455.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-07-01      | 3.0000%  | N/A     | $2075000.00        | $388791.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $2009.00           | $1844.51           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $1455560.00        | $1260709.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $882.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-10-01      | 3.5000%  | N/A     | $2001.00           | $130.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.0000%  | N/A     | $1508940.00        | $440842.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $3079976.00        | $3156197.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.0000%  | N/A     | $593000.00         | $349606.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 6.7500%  | N/A     | $4484000.00        | $21265.98          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1002.00           | $914.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $500000.00         | $234876.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $90208.00          | $89913.40          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 5.0000%  | N/A     | $30000.00          | $26238.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $1007.00           | $846.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $3000.00           | $3034.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $253010.00         | $221246.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $65126.00          | $61275.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $6377240.00        | $5340689.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 7.0000%  | N/A     | $1085283.00        | $11398.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $1000.00           | $850.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1832177.00        | $1896921.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1262914.00        | $1301766.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 4.5420%  | N/A     | $1000.00           | $732.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 6.6180%  | N/A     | $53745848.00       | $2913634.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $919.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 3.0000%  | N/A     | $192890.00         | $129783.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $1902500.00        | $1214735.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $51610974.00       | $49013555.57       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $771831.00         | $796349.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $1688000.00        | $1032910.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $9544288.00        | $7574199.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 3.0000%  | N/A     | $1000.00           | $134.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 7.0000%  | N/A     | $1094.00           | $1153.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.0000%  | N/A     | $37000.00          | $6204.37           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-11-25      | 5.5000%  | N/A     | $14018412.00       | $14452285.42       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $122525.00         | $100005.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 3.5000%  | N/A     | $1000.00           | $146.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $45192.00          | $46105.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 7.5000%  | N/A     | $1000.00           | $552.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $29000.00          | $25300.81          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $26613150.00       | $24066667.89       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 5.5000%  | N/A     | $1439.00           | $48.87             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $1204446.00        | $1176887.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $915.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.0000%  | N/A     | $2000.00           | $1914.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 2.0000%  | N/A     | $60141696.00       | $32988364.48       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.0000%  | N/A     | $1295.00           | $224.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $41024.00          | $26834.12          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $712.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $50000.00          | $8249.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $237266.00         | $173525.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $52000.00          | $36746.14          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1568340.00        | $1572995.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $1001.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1707000.00        | $1413836.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $1000.00           | $563.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 5.0000%  | N/A     | $215840.00         | $155944.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $19446572.00       | $17327381.85       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.0000%  | N/A     | $1292000.00        | $707058.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $284999.00         | $225831.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $1013426.00        | $858137.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $56000.00          | $39796.43          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $7596712.00        | $7138042.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $3142000.00        | $2558664.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $5228920.00        | $5426743.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1103602.00        | $1120298.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $5843662.00        | $4789995.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $4345040.00        | $4428025.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $298700.00         | $150828.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 3.5000%  | N/A     | $6353992.00        | $761564.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $2000.00           | $2034.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $13822656.00       | $9705142.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-25      | 4.5000%  | N/A     | $2530572.00        | $2457791.32        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $2505221.00        | $2191931.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-01-01      | 3.5000%  | N/A     | $14129.00          | $1118.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $173998.00         | $135276.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $1000.00           | $1047.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $409518.00         | $294002.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $945.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 3.0000%  | N/A     | $11214420.00       | $1512827.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $102883.00         | $7245.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 6.2790%  | N/A     | $2136.00           | $131.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 3.0000%  | N/A     | $1000000.00        | $104109.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.0000%  | N/A     | $1000.00           | $530.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $23781216.00       | $17039649.80       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1014480.00        | $1013546.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $3826924.00        | $3169124.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.5000%  | N/A     | $892598.00         | $494290.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $951860.00         | $746985.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.0000%  | N/A     | $69307.00          | $69061.64          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.5000%  | N/A     | $1000.00           | $877.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $1004.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $941001.00         | $765267.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $2552060.00        | $2461913.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $8767749.00        | $7887045.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 4.0000%  | N/A     | $1000.00           | $525.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 2.0000%  | N/A     | $1045.00           | $616.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $679.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $991000.00         | $782718.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-05-01      | 5.5000%  | N/A     | $1003.00           | $8.59              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.5000%  | N/A     | $1116492.00        | $799101.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $643.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 2.5000%  | N/A     | $2090980.00        | $1480828.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-06-01      | 4.5000%  | N/A     | $1344743.00        | $95025.85          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $2364000.00        | $1299303.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $765000.00         | $568837.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1959250.00        | $1745541.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $4055384.00        | $3114105.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-25      | 4.5000%  | N/A     | $12290032.00       | $13532661.71       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $1000.00           | $629.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $5092.00           | $4914.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-02-01      | 7.0000%  | N/A     | $1993040.00        | $15783.50          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $659460.00         | $270511.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $2000.00           | $2052.32           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $483584.00         | $350253.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $28883610.00       | $24682817.53       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 3.0000%  | N/A     | $1000.00           | $354.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-25      | 3.7940%  | N/A     | $211348.00         | $202291.80         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $1013.00           | $69.76             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 5.0000%  | N/A     | $1000.00           | $34.84             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-03-01      | 3.8300%  | N/A     | $389469.00         | $295427.45         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $3685588.00        | $2960451.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-10-01      | 6.4960%  | N/A     | $2735195.00        | $2606098.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.5000%  | N/A     | $1030.00           | $383.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $17556.00          | $14146.56          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $10895224.00       | $7662140.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $15425487.00       | $13329148.31       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 3.7500%  | N/A     | $500000.00         | $473407.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 6.5980%  | N/A     | $1653.00           | $78.83             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $2004768.00        | $2011692.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $38644.00          | $25924.68          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $8972722.00        | $8910440.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $9532260.00        | $8158749.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.5000%  | N/A     | $64000.00          | $25942.44          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 4.0000%  | N/A     | $1000.00           | $71.59             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $4267501.00        | $4380798.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $483176.00         | $475343.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1391000.00        | $1255921.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1023.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $1008.00           | $781.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $997652.00         | $1014708.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.5000%  | N/A     | $6595856.00        | $1615588.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 4.5000%  | N/A     | $1000.00           | $151.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.0000%  | N/A     | $589218.00         | $58639.64          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 3.5000%  | N/A     | $2901582.00        | $2340500.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $854.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $1020.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $2060134.00        | $7993.77           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $847.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.0000%  | N/A     | $1024.00           | $1064.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-07-25      | 2.3400%  | N/A     | $2811.00           | $379.74            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 5.0000%  | N/A     | $1024.00           | $667.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $33955004.00       | $3499430.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-02-01      | 6.3920%  | N/A     | $1145.00           | $8.21              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1001.00           | $943.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $695.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $33900.00          | $26379.63          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $1886260.00        | $616946.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 3.0000%  | N/A     | $1408168.00        | $1093748.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $4938147.00        | $3045113.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $21550888.00       | $20614736.78       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 4.6080%  | N/A     | $930000.00         | $936243.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $41795.00          | $27300.99          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 3.0000%  | N/A     | $351129.00         | $299538.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $3871174.00        | $3985532.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $65000.00          | $56001.69          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.0000%  | N/A     | $1538968.00        | $1362728.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 2.0000%  | N/A     | $193998.00         | $125780.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $1645000.00        | $850040.11         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $17000.00          | $9573.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 4.5000%  | N/A     | $17000.00          | $14384.17          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $3000.00           | $2590.53           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $18212553.00       | $10202595.91       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 7.0000%  | N/A     | $1043864.00        | $1098298.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.0000%  | N/A     | $1002.00           | $958.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $176.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 7.0000%  | N/A     | $589000.00         | $5569.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1438722.00        | $1469430.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 5.0000%  | N/A     | $1000.00           | $551.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $653.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1038.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $198740.00         | $136304.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.0000%  | N/A     | $12400000.00       | $7402308.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 2.0000%  | N/A     | $23000.00          | $15605.89          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.0000%  | N/A     | $3000.00           | $2694.15           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1013.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 4.0000%  | N/A     | $1000.00           | $800.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1008.00           | $1011.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $993999.00         | $627425.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $1000.00           | $630.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $1000.00           | $164.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $962.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $1000.00           | $636.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $5521000.00        | $5619114.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $970.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 4.5000%  | N/A     | $84110.00          | $80362.19          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $5850420.00        | $5848280.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $2301000.00        | $1654894.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $5376392.00        | $4608775.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $1036.00           | $941.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $2222065.00        | $1553642.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $721.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 3.5000%  | N/A     | $1000.00           | $761.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1080642.00        | $1054801.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $1001.00           | $805.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $883.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 5.0000%  | N/A     | $16459217.00       | $3127601.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $39281086.00       | $30352593.20       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $2794630.00        | $2743659.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 4.0000%  | N/A     | $1000.00           | $166.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.5000%  | N/A     | $1000.00           | $203.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $938.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $5106010.00        | $3987699.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $21520.00          | $18129.59          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.0000%  | N/A     | $45000.00          | $40472.20          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $638474.00         | $512046.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 3.5000%  | N/A     | $13111089.00       | $1054217.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 3.0000%  | N/A     | $1090.00           | $98.01             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.5000%  | N/A     | $2190000.00        | $1311835.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $769.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 5.0000%  | N/A     | $463391.00         | $320480.73         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1941650.00        | $1666043.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 2.0000%  | N/A     | $1725374.00        | $845649.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $16885408.00       | $15646150.09       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $4724004.00        | $3725119.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.5000%  | N/A     | $38227419.00       | $18412854.00       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.5000%  | N/A     | $1303000.00        | $131468.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $692.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $4147920.00        | $3772598.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $1011.00           | $1035.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 4.0000%  | N/A     | $744413.00         | $76991.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1043.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 2.5000%  | N/A     | $91027.00          | $63497.86          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1997218.00        | $1904313.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.0000%  | N/A     | $1027.00           | $107.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $1209000.00        | $325498.45         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 6.9750%  | N/A     | $1845000.00        | $7933.91           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $1000.00           | $676.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.0000%  | N/A     | $12002.00          | $9352.13           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.0000%  | N/A     | $6430015.00        | $5583589.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $6061720.00        | $4759865.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-01      | 6.5000%  | N/A     | $2207.00           | $0.99              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-12-01      | 3.0000%  | N/A     | $1000.00           | $88.89             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-05-01      | 3.5000%  | N/A     | $120000.00         | $21876.43          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $5302208.00        | $5253202.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.5000%  | N/A     | $590000.00         | $251752.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1175226.00        | $734351.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1037.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.0000%  | N/A     | $5741.00           | $844.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $56001.00          | $51155.29          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $400000.00         | $258730.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 5.4500%  | N/A     | $2562.00           | $0.32              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $176.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1058732.00        | $1102231.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 4.0000%  | N/A     | $10000.00          | $9412.10           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $27646984.00       | $27818838.08       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $8794860.00        | $8523252.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 7.0000%  | N/A     | $3608879.00        | $3793708.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-25      | 4.8473%  | N/A     | $5758288.00        | $3434986.34        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 7.0000%  | N/A     | $1066213.00        | $1134146.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $6096.00           | $6206.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $179517.00         | $172397.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $1008.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 3.0000%  | N/A     | $600000.00         | $102377.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $2000.00           | $1746.44           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 5.6810%  | N/A     | $2403762.00        | $14363.78          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.5000%  | N/A     | $2796288.00        | $1607375.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $48607141.00       | $35523495.15       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-10-01      | 2.5000%  | N/A     | $1000.00           | $21.84             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.0000%  | N/A     | $14999.00          | $9971.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $4000.00           | $3932.79           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $22218762.00       | $22410663.35       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1008.00           | $1028.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $130000.00         | $99902.94          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 4.0000%  | N/A     | $1000.00           | $875.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $43560.00          | $35507.99          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-08-01      | 5.5000%  | N/A     | $2787.00           | $50.47             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $399999.00         | $290798.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $38001.00          | $23618.71          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.5000%  | N/A     | $4671599.00        | $3281127.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $2000.00           | $1635.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $1009.00           | $800.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $628.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 6.2720%  | N/A     | $5458.00           | $86.58             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 5.5000%  | N/A     | $1000.00           | $102.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $94.59             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.0000%  | N/A     | $145000.00         | $18313.39          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-12-01      | 4.0000%  | N/A     | $1045000.00        | $112169.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $200000.00         | $172152.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $1513000.00        | $802344.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $1291243.00        | $767383.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $513.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $8569326.00        | $8029267.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $5031128.00        | $5202802.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.0000%  | N/A     | $494000.00         | $244698.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.5000%  | N/A     | $230011.00         | $134500.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.2690%  | N/A     | $14387.00          | $12649.50          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 6.5000%  | N/A     | $48000000.00       | $243723.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $1349300.00        | $1356268.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $22444285.00       | $23381319.54       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $1001.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $2138880.00        | $2227799.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-10-01      | 6.5870%  | N/A     | $1017.00           | $16.28             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $286999.00         | $186116.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $50000.00          | $37787.44          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $3000.00           | $2840.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $676.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 2.0000%  | N/A     | $1005000.00        | $562915.80         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 3.5000%  | N/A     | $71426.00          | $13394.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.5000%  | N/A     | $13766000.00       | $6705653.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $58373.00          | $55737.19          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 2.0000%  | N/A     | $1682000.00        | $924346.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1735636.00        | $1747194.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.5000%  | N/A     | $10780.00          | $1383.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.0000%  | N/A     | $78703982.00       | $57226402.06       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-15      | 4.5000%  | N/A     | $257716.00         | $225560.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $2736354.00        | $1474461.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 3.0000%  | N/A     | $1000.00           | $446.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 4.5000%  | N/A     | $347044.00         | $77080.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $68709.00          | $66811.59          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 4.7500%  | N/A     | $251765.00         | $244676.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1027.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 2.0000%  | N/A     | $185998.00         | $125019.27         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 4.5000%  | N/A     | $84336.00          | $23018.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 2.5000%  | N/A     | $1121582.00        | $820787.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.0000%  | N/A     | $195972.00         | $196532.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-07-01      | 3.0000%  | N/A     | $1000.00           | $186.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $2000.00           | $1914.47           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $12943912.00       | $13215579.55       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 5.0000%  | N/A     | $1000.00           | $203.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.5000%  | N/A     | $2606632.00        | $2723758.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 4.4000%  | N/A     | $9533591.00        | $9453312.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $2567743.00        | $1953931.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 4.0000%  | N/A     | $2858000.00        | $341911.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $635000.00         | $448623.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-15      | 6.5000%  | N/A     | $2.00              | $0.07              | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-07-01      | 6.5090%  | N/A     | $2477870.00        | $1348466.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $267776.00         | $184106.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $2000.00           | $1918.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $876.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 3.5000%  | N/A     | $1770000.00        | $441824.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $777.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $22203736.00       | $22247410.40       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 4.0000%  | N/A     | $1000.00           | $107.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 6.5000%  | N/A     | $2723189.00        | $19932.85          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $5725870.00        | $5754470.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-04-01      | 4.5000%  | N/A     | $1697000.00        | $240745.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $833.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-07-01      | 4.5000%  | N/A     | $1000.00           | $99.45             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $2000.00           | $1786.40           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $278000.00         | $205304.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $827.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $348000.00         | $263929.65         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $1000.00           | $982.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-11-01      | 5.0000%  | N/A     | $1001.00           | $199.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $5299.00           | $5280.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 6.0000%  | N/A     | $2116000.00        | $22533.62          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $5000.00           | $4403.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $6000.00           | $5899.37           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $2017.00           | $1853.94           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $5884056.00        | $5082918.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $1450000.00        | $651331.11         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $761.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.2050%  | N/A     | $25000000.00       | $24276817.90       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $42653.00          | $10134.93          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-02-25      | 3.4650%  | N/A     | $1002.00           | $974.16            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 3.0000%  | N/A     | $102763.00         | $11010.44          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.5000%  | N/A     | $1005.00           | $140.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 3.0000%  | N/A     | $602000.00         | $343993.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1731432.00        | $1578975.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $791.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $13933.00          | $12962.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $7001.00           | $7292.90           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1222000.00        | $899748.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $758000.00         | $549564.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $300000.00         | $201565.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 4.0000%  | N/A     | $2242950.00        | $211578.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 2.5000%  | N/A     | $2062.00           | $966.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $655.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $1037.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $779.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $5441863.00        | $5548717.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $982.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 3.0000%  | N/A     | $427000.00         | $45493.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 3.5000%  | N/A     | $35000.00          | $27065.07          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $21329.00          | $6813.51           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $711403.00         | $598011.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1571559.00        | $1516899.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $49998976.00       | $45647185.15       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.1240%  | N/A     | $500000.00         | $24853.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 7.0000%  | N/A     | $788863.00         | $584392.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 7.0000%  | N/A     | $1000.00           | $949.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 6.3050%  | N/A     | $1196871.00        | $13269.45          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $2000.00           | $1626.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.5000%  | N/A     | $1000.00           | $523.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $1242585.00        | $881623.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $640.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $652.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $7760880.00        | $6695934.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1001.00           | $951.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 2.5000%  | N/A     | $722289.00         | $171619.82         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $2141000.00        | $1114036.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $454.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $278000.00         | $233840.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 4.0000%  | N/A     | $1000.00           | $427.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $75000.00          | $57935.39          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $300000.00         | $197376.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $873000.00         | $801494.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $257052.00         | $218734.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $961.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $2565000.00        | $1535092.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 3.0000%  | N/A     | $1000.00           | $459.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 3.0000%  | N/A     | $497738.00         | $57301.08          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.5000%  | N/A     | $3915000.00        | $1503458.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1180000.00        | $822685.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $2030.00           | $1638.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $6319935.00        | $5018488.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 3.0000%  | N/A     | $1000.00           | $115.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-03-01      | 6.7500%  | N/A     | $14957608.00       | $72822.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.5000%  | N/A     | $14004.00          | $11290.48          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.5000%  | N/A     | $55000.00          | $37448.24          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1442594.00        | $1463186.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $19636256.00       | $15828267.40       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $257952.00         | $214517.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $367582.00         | $379903.82         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $83134.00          | $81655.98          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 4.5000%  | N/A     | $1194946.00        | $158103.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $705.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 4.0000%  | N/A     | $1000.00           | $333.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.0000%  | N/A     | $1000.00           | $441.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1363235.00        | $1411850.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $22075.00          | $16626.22          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $10433.00          | $7736.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1100572.00        | $1122076.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $2766092.00        | $1913336.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 2.5000%  | N/A     | $205000.00         | $153174.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $4305974.00        | $3439363.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 4.5000%  | N/A     | $516185.00         | $388152.41         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $366319.00         | $343931.50         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $2701657.00        | $2451872.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $1008.00           | $1046.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $3758540.00        | $2276476.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $604997.00         | $394144.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-12-01      | 5.8780%  | N/A     | $9800000.00        | $123546.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.5000%  | N/A     | $127416.00         | $18235.18          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $3703740.00        | $3727731.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.0000%  | N/A     | $2006000.00        | $1082805.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-03-01      | 5.5000%  | N/A     | $567499.00         | $41944.67          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $4753144.00        | $4398641.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 3.5000%  | N/A     | $897366.00         | $98586.31          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-25      | 6.0000%  | N/A     | $3656447.00        | $4383172.35        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $1465536.00        | $1235449.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-06-01      | 3.0000%  | N/A     | $157235.00         | $13685.31          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-02      | 6.0000%  | N/A     | $12061169.00       | $10192069.71       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $2000.00           | $1526.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1011.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 3.0000%  | N/A     | $1000.00           | $411.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 2.7700%  | N/A     | $1105.00           | $872.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $85898.00          | $56458.60          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.8490%  | N/A     | $106707524.00      | $1181861.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.4790%  | N/A     | $1800000.00        | $168522.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.0000%  | N/A     | $6001.00           | $5086.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $1000.00           | $669.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $2985252.00        | $2042359.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-25      | 1.2445%  | N/A     | $90000.00          | $79127.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-06-01      | 5.5000%  | N/A     | $7983300.00        | $42396.22          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.5000%  | N/A     | $108999.00         | $101391.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | 5.0000%  | N/A     | $2812683.00        | $123401.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $1000.00           | $899.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.5000%  | N/A     | $13000.00          | $6611.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 3.0000%  | N/A     | $1000.00           | $260.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1037.00           | $1039.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $98999.00          | $69143.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $6563674.00        | $6324247.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $100221.00         | $66691.24          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $8168064.00        | $8316653.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.0000%  | N/A     | $176999.00         | $118161.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $22339764.00       | $21778879.94       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $996.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.9810%  | N/A     | $9939344.00        | $96055.04          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $289193.00         | $217069.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 6.1420%  | N/A     | $1002.00           | $108.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $42000.00          | $30418.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 4.3500%  | N/A     | $21331100.00       | $21094605.66       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 4.0200%  | N/A     | $1216.00           | $1191.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1082842.00        | $1093191.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 4.6900%  | N/A     | $866592.00         | $850511.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $5000000.00        | $2686027.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-02-01      | 3.0000%  | N/A     | $68000.00          | $6815.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $1000.00           | $727.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-09-25      | 2.4353%  | N/A     | $270000.00         | $210508.42         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $8994.00           | $8878.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-04-01      | 5.5000%  | N/A     | $1405.00           | $8.43              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $13289232.00       | $8733109.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.0000%  | N/A     | $911042.00         | $595405.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $1001.00           | $973.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-03-01      | 4.5000%  | N/A     | $14054374.00       | $77369.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.0000%  | N/A     | $176640.00         | $144207.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $3893.00           | $300.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $15013840.00       | $13897965.48       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $2479.00           | $32.62             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-09-01      | 3.8100%  | N/A     | $2324349.00        | $1900393.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $3978.00           | $3787.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $20094.00          | $3070.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1029.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.4280%  | N/A     | $14682422.00       | $23450.40          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $1350553.00        | $778622.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 4.7023%  | N/A     | $40000.00          | $33076.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $683.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-02-01      | 2.2400%  | N/A     | $135517.00         | $122350.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.5000%  | N/A     | $1001.00           | $610.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $1000.00           | $649.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-07-01      | 2.5000%  | N/A     | $1007.00           | $329.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $46000.00          | $35456.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $52446208.00       | $33786055.11       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 6.0000%  | N/A     | $22000.00          | $5920.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $6045170.00        | $4136392.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1046095.00        | $1095535.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $4297000.00        | $2973092.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-11-01      | 4.0000%  | N/A     | $1008.00           | $95.48             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.0000%  | N/A     | $5996417.00        | $4803743.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $9093550.00        | $9400642.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | 3.3700%  | N/A     | $3270549.00        | $3058557.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $352306.00         | $365848.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $1030.00           | $800.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | 4.0000%  | N/A     | $2344011.00        | $376561.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $183113.00         | $135596.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $736.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.5000%  | N/A     | $619994.00         | $8963.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 4.0000%  | N/A     | $296400.00         | $54576.38          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $307000.00         | $202600.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1014090.00        | $1045385.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $2190000.00        | $1436084.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-01      | 4.5000%  | N/A     | $527000.00         | $55455.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.7800%  | N/A     | $71808352.00       | $253910.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 4.5000%  | N/A     | $3421132.00        | $19654.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $15370725.00       | $2427926.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.0000%  | N/A     | $2434870.00        | $1483442.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $646863.00         | $535565.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $2399388.00        | $2331409.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $324586.00         | $245031.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 3.0000%  | N/A     | $1002.00           | $410.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.5000%  | N/A     | $799000.00         | $199465.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $798.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.1710%  | N/A     | $2800000.00        | $346017.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.5000%  | N/A     | $1425000.00        | $23346.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $575000.00         | $119905.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-06-01      | 4.9950%  | N/A     | $4227610.00        | $9938.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1179410.00        | $787177.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $9374.00           | $7379.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $1488249.00        | $1546208.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.0000%  | N/A     | $12917662.00       | $12935358.09       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $25267.00          | $21165.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.5000%  | N/A     | $4470682.00        | $5318.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 6.1550%  | N/A     | $3000000.00        | $16470.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $11538000.00       | $11192195.23       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-03-01      | 3.0000%  | N/A     | $90000.00          | $9075.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-25      | 4.5000%  | N/A     | $25008.00          | $21980.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 4.5000%  | N/A     | $1015.00           | $911.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $50000000.00       | $39139933.22       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-04-01      | 6.6360%  | N/A     | $16205953.00       | $32828.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $598000.00         | $79452.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 3.0000%  | N/A     | $26944.00          | $21203.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-01      | 2.9300%  | N/A     | $50000.00          | $36727.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 7.0000%  | N/A     | $1080.00           | $1137.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | 6.3250%  | N/A     | $6621000.00        | $16800.60          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-25      | 5.0000%  | N/A     | $19353607.00       | $19638972.13       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $669.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $8917000.00        | $7989844.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $3206788.00        | $2391858.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $13229600.00       | $6857345.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 7.0000%  | N/A     | $1001.00           | $1054.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $1000.00           | $722.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $11703.00          | $10685.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $697.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $50000000.00       | $34555222.26       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $71161.00          | $43642.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-25      | 3.5000%  | N/A     | $634123.00         | $547010.63         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2038-07-01      | 6.3080%  | N/A     | $1481.00           | $0.88              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.5000%  | N/A     | $1043205.00        | $1069131.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1018.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $6296864.00        | $6193998.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $1551900.00        | $1394212.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $824000.00         | $228678.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $723.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.5000%  | N/A     | $453419.00         | $55953.79          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $1306128.00        | $670850.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 6.5750%  | N/A     | $1600000.00        | $9798.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $1002.00           | $755.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $860000.00         | $211759.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 5.0000%  | N/A     | $2963947.00        | $257924.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | 3.5000%  | N/A     | $1300769.00        | $426291.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.0000%  | N/A     | $128000.00         | $7934.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.0000%  | N/A     | $69744.00          | $11646.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.5000%  | N/A     | $1000.00           | $796.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.0000%  | N/A     | $1875000.00        | $1606034.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.0000%  | N/A     | $422846.00         | $108174.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $1224406.00        | $1132366.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $2890820.00        | $2543721.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $28421360.00       | $26864047.61       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $1000.00           | $147.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $1020.00           | $588.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $12143328.00       | $12051328.49       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | 4.5000%  | N/A     | $315299.00         | $37245.49          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $305705.00         | $289038.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-02-01      | 2.1100%  | N/A     | $9000.00           | $8147.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $200000.00         | $134839.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.5000%  | N/A     | $11000.00          | $6790.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | 2.8900%  | N/A     | $1082.00           | $972.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 6.3900%  | N/A     | $29875417.00       | $642682.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $22389248.00       | $18002108.99       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.5000%  | N/A     | $31177.00          | $15662.04          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1026.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $588000.00         | $408958.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $1014000.00        | $1047133.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-04-01      | 5.5000%  | N/A     | $45640359.00       | $344085.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.5000%  | N/A     | $23178688.00       | $5469193.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-25      | 2.0837%  | N/A     | $573552.00         | $510417.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $2300.00           | $1943.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 2.5000%  | N/A     | $5822598.00        | $4336545.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 2.5000%  | N/A     | $81000.00          | $63126.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-01      | 5.5000%  | N/A     | $11500512.00       | $2947258.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.5000%  | N/A     | $2500000.00        | $1909350.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $835000.00         | $799489.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.5000%  | N/A     | $1000000.00        | $121633.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $16483061.00       | $10858061.41       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-10-01      | 5.2280%  | N/A     | $7188999.00        | $112656.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1025.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-02-01      | 4.7350%  | N/A     | $1550000.00        | $1588003.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $13839823.00       | $14043115.64       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $46812288.00       | $48173979.42       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $11359.00          | $7155.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 6.1250%  | N/A     | $21144607.00       | $38844.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $1078.00           | $993.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1046.00           | $1045.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $846.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $11101200.00       | $4115747.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | 3.0000%  | N/A     | $1000.00           | $211.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $2423.00           | $1885.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 6.0610%  | N/A     | $643987.00         | $47530.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 6.5000%  | N/A     | $1000.00           | $736.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $3047073.00        | $2186332.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 4.2800%  | N/A     | $10433161.00       | $10295983.48       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-06-01      | 3.5000%  | N/A     | $87669.00          | $6350.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1034.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-05-01      | 3.2500%  | N/A     | $10427000.00       | $9459286.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $702.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $289001.00         | $249796.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 6.3980%  | N/A     | $4298000.00        | $11199.49          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 6.1750%  | N/A     | $3000000.00        | $40334.33          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.0300%  | N/A     | $500000.00         | $10322.84          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 3.0000%  | N/A     | $1009.00           | $794.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $650000.00         | $424660.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | 4.0000%  | N/A     | $1125000.00        | $147787.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $340000.00         | $244292.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.0000%  | N/A     | $1287644.00        | $21175.84          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | 5.5000%  | N/A     | $1008.00           | $18.99             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.0000%  | N/A     | $1813000.00        | $198499.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $3402034.00        | $2823374.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.2830%  | N/A     | $2900000.00        | $14767.04          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | 5.9470%  | N/A     | $6637914.00        | $51929.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $3501177.00        | $2580388.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $2599000.00        | $1743328.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-11-01      | 4.7200%  | N/A     | $30000.00          | $30853.27          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $698145.00         | $546532.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 4.0000%  | N/A     | $244000.00         | $23311.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 3.5000%  | N/A     | $53372693.00       | $36240852.16       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $1010230.00        | $82800.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $7246300.00        | $6447933.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-01      | 4.1600%  | N/A     | $13390000.00       | $13449212.07       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $535653.00         | $277832.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $1430990.00        | $1165782.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $698.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-01      | 3.5000%  | N/A     | $200000.00         | $38321.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $29411296.00       | $24159316.36       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $984.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $9681960.00        | $7184615.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $785.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $355434.00         | $284857.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $2297943.00        | $2344720.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 2.5000%  | N/A     | $1000.00           | $192.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 1.9640%  | N/A     | $23524067.00       | $18391389.89       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-12-01      | 5.5750%  | N/A     | $6362317.00        | $49218.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $8997.00           | $7444.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $1008.00           | $728.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $719.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-05-01      | 2.5000%  | N/A     | $1040.00           | $174.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 5.5000%  | N/A     | $1024.00           | $248.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $671.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | 5.9310%  | N/A     | $2689527.00        | $156683.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $1814116.00        | $1418023.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $17281.00          | $16185.64          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 3.0000%  | N/A     | $76362.00          | $65972.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $1000.00           | $581.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $1021.00           | $750.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $763.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-04-01      | 2.5000%  | N/A     | $499000.00         | $323750.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.0000%  | N/A     | $1000.00           | $440.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $856.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $223000.00         | $67122.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $15004.00          | $13678.64          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 6.3840%  | N/A     | $10427936.00       | $315745.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $658.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $2729350.00        | $2417565.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-08-01      | 6.3080%  | N/A     | $17840234.00       | $71567.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 7.0000%  | N/A     | $1151840.00        | $890002.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.0000%  | N/A     | $555000.00         | $175621.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1296197.00        | $1135618.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $630.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.6250%  | N/A     | $1462914.00        | $1016639.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $1070.00           | $37.63             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.5000%  | N/A     | $1000.00           | $195.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $1004.00           | $590.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.0000%  | N/A     | $148181458.00      | $26466454.28       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $273934.00         | $257104.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $1000.00           | $707.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 6.3750%  | N/A     | $2350000.00        | $6677.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $701.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1206180.00        | $1248886.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | 7.0000%  | N/A     | $502117.00         | $39271.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.5000%  | N/A     | $48000.00          | $15379.90          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 4.0000%  | N/A     | $295000.00         | $38955.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $10577896.00       | $6381739.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1650945.00        | $1752676.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-07-01      | 3.7800%  | N/A     | $2266000.00        | $1974691.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $650000.00         | $177466.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $19000.00          | $17278.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-25      | 4.9473%  | N/A     | $1005.00           | $804.77            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-08-01      | 4.5000%  | N/A     | $1000.00           | $846.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $687.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $595000.00         | $394793.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $180000.00         | $130948.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-25      | 5.1473%  | N/A     | $9448499.00        | $7407946.64        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $76998.00          | $58181.71          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | 5.6250%  | N/A     | $314.00            | $0.04              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-09-25      | 3.7668%  | N/A     | $129304.00         | $126069.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.0000%  | N/A     | $403847.00         | $112553.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $1110000.00        | $887361.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-05-01      | 6.4660%  | N/A     | $1000000.00        | $64825.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 4.5000%  | N/A     | $699000.00         | $391591.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 3.0000%  | N/A     | $38998.00          | $32740.66          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $1642604.00        | $102701.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $971.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $2004289.00        | $416680.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1040.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.0000%  | N/A     | $89041048.00       | $18046651.25       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $666584.00         | $669688.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $2606447.00        | $2616969.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.0000%  | N/A     | $999000.00         | $786352.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $3807616.00        | $3564702.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-25      | 4.7500%  | N/A     | $18626833.00       | $18643749.08       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.0000%  | N/A     | $150991.00         | $134999.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $599032.00         | $518385.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $50000.00          | $16534.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $6090144.00        | $6304831.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.0000%  | N/A     | $1000.00           | $217.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $124000.00         | $108581.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $17611361.00       | $14370041.04       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-25      | 3.0000%  | N/A     | $7492328.00        | $6397531.55        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.0000%  | N/A     | $96835.00          | $44087.34          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1001.00           | $984.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-25      | 5.0000%  | N/A     | $1453644.00        | $1412469.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $13663.00          | $10416.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 4.5000%  | N/A     | $137999.00         | $58772.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $1834862.00        | $1833286.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1008.00           | $944.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.8750%  | N/A     | $1000000.00        | $14758.94          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $1000.00           | $440.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $735.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | 6.2420%  | N/A     | $4400021.00        | $35725.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 5.5000%  | N/A     | $1494728.00        | $16034.84          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $938426.00         | $881722.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $12993.00          | $12694.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $195025.00         | $98462.27          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $164000.00         | $110161.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 5.0000%  | N/A     | $73235623.00       | $13486625.20       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $1188176.00        | $1002698.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | 6.3120%  | N/A     | $5250000.00        | $23177.23          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $102000.00         | $45522.71          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $1530192.00        | $1061646.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 4.0000%  | N/A     | $949000.00         | $701422.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.5000%  | N/A     | $407191.00         | $355685.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | 5.0030%  | N/A     | $1149.00           | $380.54            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2035-10-20      | 4.7500%  | N/A     | $1279904.00        | $28363.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 3.5000%  | N/A     | $3085.00           | $370.58            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 4.5000%  | N/A     | $2000.00           | $403.24            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.5000%  | N/A     | $2278.00           | $2445.97           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 4.5000%  | N/A     | $1000.00           | $829.50            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $1000.00           | $836.16            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $15000000.00       | $17111867.72       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5030%  | N/A     | $496211.00         | $488179.64         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $6479064.00        | $6711716.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-12-20      | 3.5000%  | N/A     | $1001.00           | $70.09             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.7500%  | N/A     | $95000000.00       | $84616877.35       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.7030%  | N/A     | $4411.00           | $1661.32           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.0000%  | N/A     | $2000.00           | $1470.96           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.0000%  | N/A     | $4794.00           | $4783.94           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.0000%  | N/A     | $1000.00           | $1045.00           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-15      | 5.0000%  | N/A     | $1025.00           | $16.69             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.0000%  | N/A     | $1000.00           | $95.29             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | 5.5000%  | N/A     | $233508.00         | $42825.89          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.0000%  | N/A     | $1042.00           | $605.06            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $2000.00           | $2118.06           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.0000%  | N/A     | $1029.00           | $54.60             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.0000%  | N/A     | $416491.00         | $171222.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | 6.5000%  | N/A     | $161835.00         | $141857.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 7.5000%  | N/A     | $1000.00           | $388.77            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1000.00           | $996.69            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 4.5000%  | N/A     | $25555296.00       | $23648053.68       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 4.7830%  | N/A     | $1999.00           | $1993.25           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-04-20      | 2.5000%  | N/A     | $1022686.00        | $165776.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.7030%  | N/A     | $22102491.00       | $18308327.49       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | 4.7030%  | N/A     | $20387618.00       | $11457392.36       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-07-20      | 4.9530%  | N/A     | $293713000.00      | $151886656.60      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-09-20      | 5.3710%  | N/A     | $5682946.00        | $6327550.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-16      | 3.0000%  | N/A     | $974738.00         | $973926.35         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-01-20      | 5.6250%  | N/A     | $1025000.00        | $23727.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $8388370.00        | $7030089.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | 4.0000%  | N/A     | $1024.00           | $92.95             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | 6.5000%  | N/A     | $2000.00           | $1495.07           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-15      | 4.7500%  | N/A     | $1056.00           | $12.54             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-12-20      | 5.5000%  | N/A     | $2028.00           | $1043.67           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.5000%  | N/A     | $2000.00           | $1338.62           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $2296.00           | $1699.52           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.0000%  | N/A     | $1000.00           | $999.12            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-08-20      | 3.5000%  | N/A     | $383069.00         | $47375.62          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.7500%  | N/A     | $23699680.00       | $24345352.78       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.5000%  | N/A     | $2001.00           | $1542.89           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-07-20      | 5.3750%  | N/A     | $57009173.00       | $62120.03          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-20      | 7.0000%  | N/A     | $2002.00           | $42.23             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.7030%  | N/A     | $8607001.00        | $3241664.76        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-01-20      | 5.0000%  | N/A     | $2000.00           | $837.72            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.5000%  | N/A     | $22633664.00       | $15868953.99       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-03-20      | 5.0000%  | N/A     | $2000.00           | $251.57            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-12-20      | 4.0000%  | N/A     | $47089792.00       | $4267641.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | 3.5000%  | N/A     | $270000.00         | $5058.75           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.0000%  | N/A     | $140470.00         | $104349.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 6.0000%  | N/A     | $6078523.00        | $3096563.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.5000%  | N/A     | $9576.00           | $6991.85           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.0000%  | N/A     | $2007.00           | $1429.73           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.5000%  | N/A     | $209126.00         | $228598.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.0000%  | N/A     | $4958392.00        | $4547221.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.7030%  | N/A     | $41032535.00       | $25906983.81       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.5830%  | N/A     | $1328.00           | $872.60            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | 2.0000%  | N/A     | $1000.00           | $619.23            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $2025.00           | $503.00            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.8030%  | N/A     | $6850325.00        | $3497656.28        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-03-20      | 4.5000%  | N/A     | $1000.00           | $73.64             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | 3.5000%  | N/A     | $136520.00         | $16115.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-01-20      | 6.6250%  | N/A     | $187296.00         | $4854.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | 7.0000%  | N/A     | $332781.00         | $138745.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | 4.5000%  | N/A     | $2006.00           | $223.30            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | 0.1250%  | N/A     | $10000000.00       | $6829002.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 4.5000%  | N/A     | $1000.00           | $272.70            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 4.5000%  | N/A     | $2388.00           | $1065.62           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $1000.00           | $1019.66           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-10-20      | 3.0000%  | N/A     | $1040814.00        | $1232694.06        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.8030%  | N/A     | $7430682.00        | $5437662.60        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $2000.00           | $2113.11           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | 5.5000%  | N/A     | $2016.00           | $420.19            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-20      | 4.5000%  | N/A     | $1002.00           | $416.03            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 3.5000%  | N/A     | $131406.00         | $127199.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.5000%  | N/A     | $1014.00           | $940.56            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 7.0000%  | N/A     | $21928149.00       | $22846614.55       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $1000.00           | $1022.38           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.6530%  | N/A     | $67764746.00       | $56879560.43       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1000.00           | $1046.84           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.5000%  | N/A     | $82279549.00       | $65523281.84       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.5000%  | N/A     | $2000.00           | $1339.90           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $2000.00           | $2071.48           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 4.8030%  | N/A     | $56075121.00       | $55781929.79       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.0000%  | N/A     | $3999992.00        | $1830875.48        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-05-15      | 3.5000%  | N/A     | $544000.00         | $37080.97          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.5000%  | N/A     | $1001.00           | $660.74            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 4.9030%  | N/A     | $59056692.00       | $23636245.50       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $2000.00           | $2056.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-12-20      | 4.0000%  | N/A     | $2001.00           | $1221.67           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 5.0000%  | N/A     | $8800.00           | $6432.32           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $1024.00           | $960.85            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-11-15      | 5.0000%  | N/A     | $2001.00           | $98.41             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | 5.3750%  | N/A     | $1425.00           | $73.14             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-20      | 6.5000%  | N/A     | $694000.00         | $45673.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | 6.0000%  | N/A     | $1131.00           | $147.28            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | 6.5000%  | N/A     | $1000.00           | $497.04            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-20      | 3.5000%  | N/A     | $2025.00           | $246.37            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.0000%  | N/A     | $2000.00           | $1988.93           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.3030%  | N/A     | $63166145.00       | $41094395.07       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.0000%  | N/A     | $3004.00           | $1817.62           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $1024.00           | $1019.71           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 5.5000%  | N/A     | $2001.00           | $765.89            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-15      | 3.5000%  | N/A     | $1000.00           | $89.48             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 4.6530%  | N/A     | $28130700.00       | $19000879.19       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $6598991.00        | $6375119.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.0000%  | N/A     | $2001.00           | $1429.65           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $9054560.00        | $9191895.55        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-03-20      | 3.5000%  | N/A     | $1026.00           | $119.89            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | 5.6030%  | N/A     | $12681487.00       | $4046423.05        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | 6.0000%  | N/A     | $1008.00           | $587.34            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5000%  | N/A     | $1000.00           | $735.64            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.0000%  | N/A     | $1399383.00        | $1461237.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $2511017.00        | $2537783.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.0000%  | N/A     | $157106.00         | $139510.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.5000%  | N/A     | $4038681.00        | $2762188.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-04-20      | 2.5000%  | N/A     | $2000.00           | $1003.46           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 6.5000%  | N/A     | $21601824.00       | $9754024.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.3530%  | N/A     | $39798080.00       | $26036824.72       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $1000.00           | $1033.10           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.0030%  | N/A     | $283002140.00      | $146493600.17      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-09-20      | 4.7530%  | N/A     | $5418750.00        | $4673388.16        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-01-15      | 3.5000%  | N/A     | $296000.00         | $24162.45          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $9000.00           | $7166.29           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-15      | 3.5000%  | N/A     | $1286601.00        | $50491.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-05-20      | 6.5000%  | N/A     | $81707.00          | $84827.13          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.5000%  | N/A     | $5980.00           | $6406.94           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | 7.0000%  | N/A     | $385574.00         | $310440.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.0000%  | N/A     | $189983.00         | $7171.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-08-20      | 5.3750%  | N/A     | $1000000.00        | $67673.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $25655860.00       | $26318103.32       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.0000%  | N/A     | $1000.00           | $999.10            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.0000%  | N/A     | $1001.00           | $169.86            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $21310282.00       | $21794356.90       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-04-20      | 7.0000%  | N/A     | $118676.00         | $108528.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.5000%  | N/A     | $93190.00          | $84469.06          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $3000.00           | $905.09            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.1030%  | N/A     | $38411131.00       | $33280848.44       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $86970588.00       | $50379051.19       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $2000.00           | $2089.21           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | 3.0000%  | N/A     | $1000.00           | $288.13            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $3927028.00        | $3478110.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0000%  | N/A     | $5000.00           | $4948.64           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-20      | 4.0000%  | N/A     | $1001.00           | $89.05             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | 4.5000%  | N/A     | $2000.00           | $277.83            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $1000.00           | $1018.08           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $1164.00           | $721.20            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-05-20      | 5.6250%  | N/A     | $1000000.00        | $21102.85          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | 6.5000%  | N/A     | $3146.00           | $2682.11           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-15      | 7.0000%  | N/A     | $1017.00           | $1036.51           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | 7.0000%  | N/A     | $467401.00         | $325478.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | 4.0000%  | N/A     | $2000.00           | $437.76            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 4.6530%  | N/A     | $26314.00          | $23185.67          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $847829.00         | $849057.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | 5.2030%  | N/A     | $25775293.00       | $8187565.80        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1187697.00        | $1267814.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.7030%  | N/A     | $20000000.00       | $19738080.37       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $11404635.00       | $11168140.45       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 4.7630%  | N/A     | $1032.00           | $741.67            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $107628.00         | $105555.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1001.00           | $1044.81           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $56706.00          | $42241.89          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | 5.0000%  | N/A     | $1000.00           | $892.95            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $2000.00           | $1674.62           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.2530%  | N/A     | $100000000.00      | $98006701.12       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 7.0000%  | N/A     | $1000.00           | $977.29            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.0030%  | N/A     | $32616763.00       | $23964262.08       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | 4.8130%  | N/A     | $24251715.00       | $19997174.29       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.0000%  | N/A     | $1004.00           | $1050.26           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | 5.0000%  | N/A     | $1008.00           | $360.46            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-02-20      | 5.7500%  | N/A     | $1000000.00        | $47636.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-05-20      | 4.0000%  | N/A     | $3012.00           | $167.65            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $1024.00           | $856.87            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | 7.0000%  | N/A     | $3000.00           | $3121.96           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $2747192.00        | $2820529.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 5.0000%  | N/A     | $2000.00           | $1259.43           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 5.5000%  | N/A     | $790091.00         | $781372.42         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-04-20      | 7.0000%  | N/A     | $1003.00           | $709.45            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.7030%  | N/A     | $2769357.00        | $1999875.46        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.0000%  | N/A     | $11379.00          | $529.28            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-05-20      | 5.6250%  | N/A     | $25012.00          | $501.93            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.1030%  | N/A     | $31449536.00       | $9797376.91        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.0000%  | N/A     | $5311488.00        | $5213795.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 4.0000%  | N/A     | $1000.00           | $532.58            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.5000%  | N/A     | $1037.00           | $331.11            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-03-15      | 6.5000%  | N/A     | $3731.00           | $21.75             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1992832.00        | $2076981.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | 5.0000%  | N/A     | $2000.00           | $388.28            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-06-15      | 3.5000%  | N/A     | $300000.00         | $21077.89          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.7030%  | N/A     | $25231552.00       | $18669719.15       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 7.5000%  | N/A     | $1003.00           | $1076.19           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | 4.5000%  | N/A     | $12256251.00       | $479754.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $89203.00          | $87557.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 4.8130%  | N/A     | $23054624.00       | $14558687.32       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.0000%  | N/A     | $11590856.00       | $8744178.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 2.5000%  | N/A     | $1000000.00        | $595630.89         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-10-15      | 4.5000%  | N/A     | $1005.00           | $274.60            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 4.0000%  | N/A     | $1000.00           | $761.09            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-15      | 7.0000%  | N/A     | $1000.00           | $924.07            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.5000%  | N/A     | $1000.00           | $1071.10           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | 5.2030%  | N/A     | $27136394.00       | $8620670.33        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | 6.0000%  | N/A     | $1000.00           | $519.31            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $3070.00           | $2380.46           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.5000%  | N/A     | $1000.00           | $1025.26           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-08-20      | 5.3750%  | N/A     | $37077.00          | $144.22            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.0000%  | N/A     | $1024.00           | $989.01            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.7073%  | N/A     | $1935200.00        | $1959520.81        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 7.5000%  | N/A     | $2001.00           | $2110.98           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | 4.0000%  | N/A     | $279733.00         | $24647.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $1000.00           | $976.72            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 4.7030%  | N/A     | $12038018.00       | $4718456.50        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.7030%  | N/A     | $1024.00           | $1018.87           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-06-20      | 4.0000%  | N/A     | $23075.00          | $1221.72           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.5000%  | N/A     | $3061.00           | $2989.99           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-20      | 4.0000%  | N/A     | $18848704.00       | $980731.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-20      | 4.5000%  | N/A     | $1003.00           | $35.75             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 6.0000%  | N/A     | $2016.00           | $1405.09           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-15      | 6.5000%  | N/A     | $2140.00           | $2154.25           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.5000%  | N/A     | $1011.00           | $740.78            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-10-20      | 4.5000%  | N/A     | $1001.00           | $44.29             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $2.01              | $0.99              | U.S. Treasuries (including strips)        |

### Security 7: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011N52
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $9406291.00        | $9589511.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-25      | 3.5000%  | N/A     | $9480000.00        | $9285462.81        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2044-08-15      | 3.0000%  | N/A     | $5000000.00        | $6461875.30        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1035.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $919.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-25      | 4.8473%  | N/A     | $1008.00           | $601.30            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1018.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1019.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1011.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $4972691.00        | $5164634.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $65000.00          | $46577.72          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1024.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-25      | 4.1618%  | N/A     | $42703500.00       | $16950662.14       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1055.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 2.5000%  | N/A     | $1000.00           | $272.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 3.0000%  | N/A     | $17000.00          | $12742.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $997000.00         | $539323.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $124000.00         | $83453.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $6586461.00        | $4680009.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.0000%  | N/A     | $1000.00           | $926.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $216000.00         | $16664.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.5000%  | N/A     | $50750.00          | $24940.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $525000.00         | $391390.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $51245350.00       | $40188011.23       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.0000%  | N/A     | $514910.00         | $142843.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $123000.00         | $79913.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $257160.00         | $161751.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-25      | 4.5391%  | N/A     | $1889.00           | $170.52            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $467000.00         | $460707.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $36729900.00       | $37729236.57       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $3384084.00        | $1153828.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $4631378.00        | $3632222.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.5000%  | N/A     | $229309.00         | $10354.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $441216.00         | $454050.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 3.0000%  | N/A     | $632000.00         | $339090.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $2959000.00        | $751997.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $27346200.00       | $18643193.06       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $546930.00         | $292817.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 3.5000%  | N/A     | $34000.00          | $9671.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $751.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $662.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1057890.00        | $846064.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.0000%  | N/A     | $51510.00          | $14854.78          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $7950000.00        | $7255457.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 5.0000%  | N/A     | $1000.00           | $71.40             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $1019.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $15006661.00       | $15389076.23       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 3.0000%  | N/A     | $1000.00           | $306.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $1007.00           | $572.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 4.5000%  | N/A     | $1000.00           | $892.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $2255168.00        | $1263576.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $9857.00           | $9261.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-02-01      | 6.0000%  | N/A     | $1001.00           | $18.08             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-25      | 4.9473%  | N/A     | $30981840.00       | $24809251.14       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $116000.00         | $73408.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $165445.00         | $104130.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.5000%  | N/A     | $84705.00          | $59031.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.5000%  | N/A     | $294161.00         | $201186.54         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.4530%  | N/A     | $16398624.00       | $15132807.55       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | 5.0000%  | N/A     | $25575732.00       | $25094146.55       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | 4.8130%  | N/A     | $7981568.00        | $4927680.39        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.0000%  | N/A     | $1080432.00        | $575104.98         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.8530%  | N/A     | $30135858.00       | $14379838.99       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-08-20      | 4.8130%  | N/A     | $458944.00         | $289817.01         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | 4.7030%  | N/A     | $32919104.00       | $18499811.53       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $46637312.00       | $27015380.52       | Agency Collateralized Mortgage Obligation |

### Security 8: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011N60
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $20825308.33       | $13944189.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $28139110.40       | $12047675.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $39075817.92       | $14530264.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $8.96              | $6.47              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 3.8750%  | N/A     | $196519000.00      | $180274782.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 1.7500%  | N/A     | $100.00            | $157.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $8341420.15        | $4410509.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $200000000.00      | $83077200.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $92.43             | $47.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 0.0000%  | N/A     | $45.88             | $39.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $64.14             | $23.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $37032.35          | $27765.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 3.0000%  | N/A     | $66146100.00       | $50784571.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.7500%  | N/A     | $469000.00         | $476429.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 0.0000%  | N/A     | $106.88            | $83.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $325395200.00      | $344821274.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 0.0000%  | N/A     | $19926423.32       | $14585982.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $43.39             | $30.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.1250%  | N/A     | $87769000.00       | $59593805.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $2255600.00        | $540604.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $100.00            | $84.01             | U.S. Treasuries (including strips) |

### Security 9: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011NA1
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2043-08-15      | 4.3750%  | N/A     | $104796800.00      | $102140602.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 0.0000%  | N/A     | $0.44              | $0.32              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $1.94              | $0.61              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 3.0000%  | N/A     | $1203400.00        | $904185.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 0.0000%  | N/A     | $8.07              | $6.20              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $100.16            | $35.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $4435300.00        | $2361229.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 0.3750%  | N/A     | $230476700.00      | $304338586.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $100.00            | $40.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $200.00            | $76.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 4.1250%  | N/A     | $100.00            | $101.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $100.00            | $65.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 4.6250%  | N/A     | $200.00            | $203.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 4.5000%  | N/A     | $150393200.00      | $143348408.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $274.41            | $99.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 2.2500%  | N/A     | $78060800.00       | $52257782.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $24.14             | $6.95              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-24      | 0.0000%  | N/A     | $51364600.00       | $51235058.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $42.52             | $16.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.3750%  | N/A     | $41885900.00       | $41992118.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $32.51             | $8.70              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $6.53              | $2.30              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $11204700.00       | $2685452.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $200.00            | $68.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $59.89             | $35.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $17286266.88       | $15299625.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $36.14             | $23.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $200.00            | $74.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $15.97             | $11.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $4.37              | $1.60              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $13453000.00       | $15801371.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $16.91             | $8.29              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $8.86              | $8.61              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $59.78             | $20.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $1461737.71        | $830326.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 3.0000%  | N/A     | $1017200.00        | $780969.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.7500%  | N/A     | $45015700.00       | $45138040.73       | U.S. Treasuries (including strips) |

### Security 10: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011NH6
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $302651500.00      | $305381515.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $12567000.00       | $12650793.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-15      | 3.3750%  | N/A     | $530000.00         | $1087575.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 0.7500%  | N/A     | $200.00            | $189.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.3750%  | N/A     | $458831300.00      | $459994853.32      | U.S. Treasuries (including strips) |

### Security 11: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011NZ6
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **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 Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2042-02-15      | 2.3750%  | N/A     | $308487100.00      | $230364713.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 1.7500%  | N/A     | $68999700.00       | $108481383.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 3.8750%  | N/A     | $2607900.00        | $2392331.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.7500%  | N/A     | $48392400.00       | $49158955.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 3.7500%  | N/A     | $152700.00         | $154474.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 1.5000%  | N/A     | $100.00            | $92.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 4.5000%  | N/A     | $270572000.00      | $257897734.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $236927300.00      | $292561054.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.1250%  | N/A     | $300.00            | $293.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.2500%  | N/A     | $6611700.00        | $6601877.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 3.6250%  | N/A     | $200.00            | $165.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $2697900.00        | $2656552.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $567972700.00      | $580197048.47      | U.S. Treasuries (including strips) |

### Security 12: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011O10
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **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 Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2042-05-15      | 3.2500%  | N/A     | $512040.00         | $430167.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.7500%  | N/A     | $38580.00          | $38684.85          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.7500%  | N/A     | $60360.00          | $60717.19          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-15      | 4.2500%  | N/A     | $1736780.00        | $1777622.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $366150.87         | $260986.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-04-30      | 4.6250%  | N/A     | $122620.00         | $128595.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 1.5000%  | N/A     | $191760.00         | $181396.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 2.7500%  | N/A     | $20.00             | $19.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 3.7500%  | N/A     | $50000000.00       | $50581146.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 0.0000%  | N/A     | $64825.00          | $51525.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-28      | 4.2500%  | N/A     | $1196440.00        | $1241190.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 2.2500%  | N/A     | $6560.00           | $6442.76           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $1133263.06        | $395667.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $2853713.17        | $981303.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $1294833.19        | $877121.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $25.00             | $7.19              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $80.00             | $69.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 1.8750%  | N/A     | $374420.00         | $209029.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 2.7500%  | N/A     | $97300.00          | $97502.61          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-15      | 3.3750%  | N/A     | $44520.00          | $44961.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 2.0000%  | N/A     | $662900.00         | $395779.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $6334580.27        | $4749421.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-15      | 3.3750%  | N/A     | $153960.00         | $315930.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 0.3750%  | N/A     | $43509040.00       | $57452574.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 3.7717%  | N/A     | $40.00             | $40.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $5223620.00        | $5353894.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-21      | 0.0000%  | N/A     | $20.00             | $19.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $942608.87         | $664133.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 4.3750%  | N/A     | $220280.00         | $223241.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 4.1250%  | N/A     | $2772280.00        | $2509028.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.8750%  | N/A     | $9960.00           | $10149.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-07-15      | 1.3750%  | N/A     | $128460.00         | $135144.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 0.0000%  | N/A     | $25.00             | $23.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-15      | 1.1250%  | N/A     | $5780.00           | $5783.57           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 0.5000%  | N/A     | $31620.00          | $30034.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $2437240.00        | $1262885.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $160.00            | $46.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-31      | 4.0000%  | N/A     | $8959780.00        | $9151620.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 3.6250%  | N/A     | $302040.00         | $302608.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 1.0000%  | N/A     | $126920.00         | $119744.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 3.7500%  | N/A     | $180.00            | $182.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.2500%  | N/A     | $100.00            | $73.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $819200.00         | $414991.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $24.99             | $8.39              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 0.0000%  | N/A     | $58405.00          | $57251.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 2.8750%  | N/A     | $35680.00          | $35346.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 3.7500%  | N/A     | $20.00             | $17.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $570760.00         | $299506.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $150.00            | $67.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.5000%  | N/A     | $45360.00          | $46105.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $159360.00         | $162958.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $3684440.00        | $4549596.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 3.7500%  | N/A     | $190580.00         | $194393.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 2.8750%  | N/A     | $2720460.00        | $2708846.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-01-15      | 2.1250%  | N/A     | $4787220.00        | $5053215.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $17825.00          | $10715.78          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 0.0000%  | N/A     | $11216532.76       | $9618423.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 0.0000%  | N/A     | $127825.00         | $102722.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $17897625.00       | $14698102.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-29      | 4.1250%  | N/A     | $120.00            | $123.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 1.8750%  | N/A     | $98820.00          | $98877.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $10004180.00       | $2581098.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $23220.00          | $23719.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $71598478.75       | $37265075.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.1250%  | N/A     | $374100.00         | $371985.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 4.1250%  | N/A     | $198900.00         | $205527.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $52232340.00       | $59250021.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-19      | 0.0000%  | N/A     | $260420.00         | $259162.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 3.8750%  | N/A     | $53220.00          | $54100.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 4.0000%  | N/A     | $410820.00         | $420341.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 3.8750%  | N/A     | $4300.00           | $9302.03           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $321980.00         | $310715.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | 0.1250%  | N/A     | $14266360.00       | $17618183.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 2.0000%  | N/A     | $387900.00         | $226427.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 4.2500%  | N/A     | $11517080.00       | $11668444.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $9.67              | $2.65              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-12-31      | 4.5000%  | N/A     | $11357400.00       | $11750244.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 1.2500%  | N/A     | $176100.00         | $172590.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 1.7500%  | N/A     | $11706000.00       | $18404182.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $1091089.56        | $673826.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $166200.00         | $73278.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $3529336.41        | $2454297.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $479600.00         | $121760.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-31      | 4.3750%  | N/A     | $488440.00         | $510764.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $638025.00         | $265026.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-02      | 0.0000%  | N/A     | $67080.00          | $66663.43          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 3.8750%  | N/A     | $100.00            | $102.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $12828700.00       | $13541664.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 2.5000%  | N/A     | $583320.00         | $581140.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $1.55              | $0.61              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 3.8750%  | N/A     | $186300.00         | $187836.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $107445.07         | $70979.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $43260.00          | $44439.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-15      | 3.8750%  | N/A     | $60.00             | $61.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 5.0000%  | N/A     | $1240.00           | $1284.85           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 3.8750%  | N/A     | $321000.00         | $290603.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.8750%  | N/A     | $7129700.00        | $7234228.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $31957.18          | $14985.14          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 3.6250%  | N/A     | $31560.00          | $31836.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 1.1250%  | N/A     | $646780.00         | $409060.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $232625.00         | $76188.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.1250%  | N/A     | $3130340.00        | $2125452.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 1.2500%  | N/A     | $80.00             | $75.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $5657200.00        | $2312154.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $4626079.80        | $2446030.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $8494367.31        | $2998103.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 1.0000%  | N/A     | $3740.00           | $3906.93           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 0.0000%  | N/A     | $265345.00         | $255618.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 0.0000%  | N/A     | $3648364.82        | $2670573.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.7500%  | N/A     | $20.00             | $20.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 3.1250%  | N/A     | $40.00             | $40.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 0.5000%  | N/A     | $5041620.00        | $4861311.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $41300.50          | $28359.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 1.0000%  | N/A     | $283100.00         | $275392.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 1.2500%  | N/A     | $13410480.00       | $12822290.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $40.00             | $11.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 4.2500%  | N/A     | $32460.00          | $33775.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $134960.00         | $135859.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 3.6250%  | N/A     | $28860.00          | $29330.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 3.2500%  | N/A     | $47500.00          | $46985.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $121825.00         | $79443.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 3.8750%  | N/A     | $2102200.00        | $2121013.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $828128.40         | $532290.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $838620.26         | $734457.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $691400.00         | $237062.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $412673.05         | $244591.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 4.0000%  | N/A     | $5068480.00        | $5217804.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $24180.00          | $26147.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $75.00             | $23.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $22.03             | $14.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $1957100.00        | $737621.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 3.7107%  | N/A     | $300.00            | $302.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $2080.00           | $763.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $664120.00         | $260317.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 3.8027%  | N/A     | $120.00            | $121.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $1379240.00        | $337436.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.7500%  | N/A     | $160.00            | $180.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $1520000.00        | $676450.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $944922.62         | $346921.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 2.7500%  | N/A     | $120.00            | $92.84             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 0.6250%  | N/A     | $20.00             | $18.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-06      | 0.0000%  | N/A     | $136540.00         | $134030.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 3.3750%  | N/A     | $790960.00         | $631830.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-15      | 3.3750%  | N/A     | $12780.00          | $12871.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 4.1250%  | N/A     | $419860.00         | $429483.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.8750%  | N/A     | $179000.00         | $181153.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 1.0000%  | N/A     | $32540.00          | $30565.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $25.00             | $18.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $420.00            | $105.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $41400.00          | $43389.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $75625.00          | $42958.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $78847.09          | $42846.85          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $1636300.00        | $392175.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 3.6250%  | N/A     | $8555400.00        | $8615303.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 2.3750%  | N/A     | $20.00             | $19.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $57280300.00       | $60699930.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-31      | 4.0000%  | N/A     | $220.00            | $226.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-07-15      | 1.8750%  | N/A     | $22620.00          | $22987.22          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.6250%  | N/A     | $40.00             | $42.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $3435540.00        | $3083921.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $277625.00         | $142222.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $69.54             | $28.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $4306085.10        | $2623534.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | 0.0000%  | N/A     | $25.00             | $15.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 4.0000%  | N/A     | $501400.00         | $507962.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.1250%  | N/A     | $60.00             | $37.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $91.51             | $88.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 1.5000%  | N/A     | $36640.00          | $31647.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.7500%  | N/A     | $1183100.00        | $1201840.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 2.0000%  | N/A     | $2744600.00        | $2721336.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 0.1250%  | N/A     | $5939660.00        | $6749277.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 4.3750%  | N/A     | $24520.00          | $25194.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $3185160.00        | $3026713.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 1.2500%  | N/A     | $20.00             | $21.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $9471567.04        | $3060831.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $285460.00         | $335290.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $80.00             | $21.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 3.8577%  | N/A     | $606060.00         | $612013.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $18696.30          | $9297.71           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-30      | 4.0000%  | N/A     | $273580.00         | $277110.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 2.7500%  | N/A     | $2369580.00        | $2232249.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-30      | 3.7500%  | N/A     | $391360.00         | $387886.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 4.5000%  | N/A     | $328340.00         | $330206.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $1000.00           | $371.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $29685363.80       | $21436573.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-31      | 3.8750%  | N/A     | $110980.00         | $112078.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-31      | 3.7500%  | N/A     | $55280.00          | $55798.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 3.6250%  | N/A     | $234040.00         | $206002.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 0.5000%  | N/A     | $6027660.00        | $5759594.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 4.2500%  | N/A     | $370800.00         | $375391.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $479625.00         | $231781.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 3.8750%  | N/A     | $215540.00         | $215265.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 0.3750%  | N/A     | $4046840.00        | $3846104.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-31      | 4.1250%  | N/A     | $282340.00         | $291769.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-06-30      | 4.0000%  | N/A     | $129420.00         | $130127.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-12      | 0.0000%  | N/A     | $689240.00         | $686358.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $103200.00         | $40992.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $40.00             | $11.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 2.0000%  | N/A     | $672660.00         | $472215.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $333760.00         | $336383.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 0.1250%  | N/A     | $65253280.00       | $77341533.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 0.5000%  | N/A     | $2862020.00        | $2743281.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 1.6250%  | N/A     | $40.00             | $44.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 2.8750%  | N/A     | $1312220.00        | $926369.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 3.0000%  | N/A     | $319840.00         | $233861.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $486970.29         | $284800.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-03      | 0.0000%  | N/A     | $16000100.00       | $15671457.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $1650795.90        | $1386789.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 0.0000%  | N/A     | $277625.00         | $159899.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-30      | 4.1250%  | N/A     | $13440320.00       | $13685508.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $190.39            | $70.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $25.00             | $7.57              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 0.0000%  | N/A     | $25.00             | $18.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 2.7500%  | N/A     | $1960500.00        | $1409367.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-28      | 4.0000%  | N/A     | $120380.00         | $123600.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $20.00             | $8.77              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-10-31      | 3.7500%  | N/A     | $58640.00          | $58331.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $713234.76         | $276389.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 2.2500%  | N/A     | $4257740.00        | $2633287.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 4.2500%  | N/A     | $69200.00          | $70725.31          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-03-31      | 4.1250%  | N/A     | $27940.00          | $28609.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | 4.3750%  | N/A     | $1026140.00        | $1059522.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $144774.98         | $62991.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-09-30      | 3.8750%  | N/A     | $589760.00         | $593409.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-03-31      | 4.1250%  | N/A     | $307260.00         | $315706.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $135500.00         | $128370.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | 0.0000%  | N/A     | $2859617.36        | $1789722.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 1.8750%  | N/A     | $261480.00         | $234920.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-10-31      | 4.1250%  | N/A     | $277980.00         | $284098.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $2940298.53        | $1109795.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 0.0000%  | N/A     | $37697.49          | $29615.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $25.00             | $12.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 0.5000%  | N/A     | $21008920.00       | $27371519.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $519660.00         | $524347.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 4.6250%  | N/A     | $20.00             | $20.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 4.6250%  | N/A     | $813340.00         | $846829.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 0.0000%  | N/A     | $25.00             | $19.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 2.7500%  | N/A     | $9780.00           | $9547.83           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 2.7500%  | N/A     | $20.00             | $19.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $3096160.00        | $2036746.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $2.90              | $0.93              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $25.55             | $7.94              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $25.00             | $20.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $10.59             | $2.97              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $255749.57         | $143148.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $1030800.00        | $399269.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 4.2500%  | N/A     | $160.00            | $157.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 6.1250%  | N/A     | $19260.00          | $20359.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | 0.6250%  | N/A     | $60.00             | $63.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 2.8750%  | N/A     | $174720.00         | $136741.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.8750%  | N/A     | $80.00             | $79.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $823155.81         | $392409.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 1.2500%  | N/A     | $42020.00          | $36787.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-11-15      | 0.0000%  | N/A     | $20.00             | $4.64              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 0.6250%  | N/A     | $60.00             | $56.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.6250%  | N/A     | $76484300.00       | $77480966.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 1.8750%  | N/A     | $3700.00           | $3540.39           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 1.2500%  | N/A     | $257160.00         | $245147.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 0.0000%  | N/A     | $100.00            | $26.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $1112347.18        | $545462.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $1769920.00        | $520952.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 4.0000%  | N/A     | $15016240.00       | $15472753.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $0.50              | $0.23              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 0.0000%  | N/A     | $28225.00          | $25978.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $20.00             | $7.63              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 0.0000%  | N/A     | $4623764.83        | $4214899.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-31      | 4.6250%  | N/A     | $40.00             | $41.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 0.7500%  | N/A     | $15779900.00       | $14988058.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 0.0000%  | N/A     | $10909260.00       | $2710329.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 1.3750%  | N/A     | $166860.00         | $83390.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 1.6250%  | N/A     | $311540.00         | $165038.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 4.0000%  | N/A     | $165640.00         | $170700.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 4.1250%  | N/A     | $120.00            | $123.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $588020.00         | $650602.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $12578.51          | $5812.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 4.1250%  | N/A     | $184540.00         | $189708.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $109.93            | $42.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $25.00             | $10.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $7280.00           | $2532.17           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $10041368.31       | $3418011.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 4.3750%  | N/A     | $20860.00          | $21636.96          | U.S. Treasuries (including strips) |

### Security 13: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011O28
- **C.18 - Value (incl. sponsor support):** $284279000.00
- **C.18.a - Value (excl. sponsor support):** $284279000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **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 Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2049-02-01      | 5.5000%  | N/A     | $568.56            | $58.47             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $39262.91          | $37691.93          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $3409.07           | $2546.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 6.0000%  | N/A     | $568.56            | $570.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $568.56            | $447.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $568.56            | $258.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $568.56            | $493.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 7.0000%  | N/A     | $568.56            | $498.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $616895.66         | $644453.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $573.11            | $502.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $568.56            | $350.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 4.5000%  | N/A     | $568.56            | $427.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 2.5000%  | N/A     | $930159.75         | $492793.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $568.56            | $520.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.5000%  | N/A     | $13012018.39       | $1312874.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $68795.52          | $48850.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $461668.53         | $338612.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1198578.26        | $1046008.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $9093.52           | $5459.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $568.56            | $526.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $568.56            | $347.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $568.56            | $309.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $568.56            | $372.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.0000%  | N/A     | $440553.42         | $399079.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.5920%  | N/A     | $10940.76          | $620.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 6.0430%  | N/A     | $1200.79           | $38.35             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $573.11            | $455.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.8110%  | N/A     | $16537315.65       | $33890.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $1164.41           | $935.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $12728871.39       | $12088267.22       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $19707296.56       | $11039944.99       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $314028.23         | $289790.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $568.56            | $463.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-07-01      | 4.5000%  | N/A     | $568.56            | $31.38             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $568.56            | $594.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $568.56            | $437.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $172639.79         | $153691.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $569.13            | $401.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $477634.20         | $461021.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 2.5000%  | N/A     | $568.56            | $137.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 6.2790%  | N/A     | $1474.84           | $90.94             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $1137.68           | $1058.48           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $568.56            | $572.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $568.56            | $578.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.0000%  | N/A     | $568.56            | $493.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 2.0000%  | N/A     | $53444.45          | $36832.53          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $568.56            | $397.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $573.11            | $454.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $568.56            | $482.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 3.5000%  | N/A     | $4548.46           | $4126.07           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $62541.38          | $57010.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-09-25      | 3.9200%  | N/A     | $574.24            | $576.21            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.0000%  | N/A     | $1530502.42        | $1168362.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 6.2230%  | N/A     | $2394.20           | $26.71             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $573.11            | $526.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 6.0500%  | N/A     | $940.96            | $2.38              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $213433.26         | $157136.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $568.56            | $453.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $568.56            | $493.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.0000%  | N/A     | $568.56            | $560.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $3108556.75        | $2403148.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $568558.00         | $395824.13         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-10-25      | 4.7960%  | N/A     | $84492.27          | $86471.71          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 5.4500%  | N/A     | $723.21            | $0.09              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $568.56            | $484.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $19345779.52       | $14948532.13       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $5117.02           | $3701.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $582.20            | $66.59             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $3259545.86        | $3161953.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $568.56            | $312.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 3.5000%  | N/A     | $3653913.04        | $535878.65         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1137.12           | $1015.67           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.0000%  | N/A     | $568.56            | $353.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $568.56            | $442.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $568.56            | $282.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $2315002.16        | $2392559.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $298611.21         | $254098.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-08-01      | 5.5000%  | N/A     | $568.56            | $10.30             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 5.0000%  | N/A     | $568.56            | $19.81             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $4548.46           | $4608.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $7934014.82        | $2532980.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $316686.81         | $303144.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 4.0000%  | N/A     | $3125131.92        | $610930.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $568.56            | $559.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $3042138.37        | $2415679.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $569.13            | $2.21              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $5685.58           | $5712.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $568.56            | $422.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $569.13            | $484.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 5.0000%  | N/A     | $3602537.57        | $91723.34          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $573.11            | $444.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 6.0000%  | N/A     | $568.56            | $417.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 6.5560%  | N/A     | $12807.34          | $298.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-04-01      | 3.0000%  | N/A     | $8663533.29        | $63975.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $169698.07         | $139909.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $568.56            | $481.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $568.56            | $586.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 2.5000%  | N/A     | $570.83            | $125.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-07-25      | 2.3400%  | N/A     | $2495.40           | $337.11            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $582.20            | $476.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 7.0000%  | N/A     | $579.93            | $20.18             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.5000%  | N/A     | $636.78            | $310.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $11371.16          | $8235.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1208915.78        | $1208473.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 3.5000%  | N/A     | $1263.90           | $122.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.0000%  | N/A     | $573.11            | $363.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $919271.87         | $804312.68         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 4.5420%  | N/A     | $994538.71         | $728952.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $573.11            | $585.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 5.0000%  | N/A     | $568.56            | $410.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $2365933.58        | $2004611.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $568.56            | $515.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 4.5000%  | N/A     | $401422.98         | $31543.40          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $568.56            | $427.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.0000%  | N/A     | $213882.99         | $33828.24          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $568.56            | $455.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-02-15      | 3.5000%  | N/A     | $602.67            | $444.01            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $568.56            | $364.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 4.5000%  | N/A     | $568.56            | $53.78             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $11939.72          | $8427.93           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 3.5000%  | N/A     | $568.56            | $103.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.0000%  | N/A     | $6822.70           | $4535.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $568.56            | $423.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $568.56            | $358.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.5000%  | N/A     | $203547.74         | $123825.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $39230.50          | $22093.60          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $568.56            | $517.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 6.3230%  | N/A     | $312081.49         | $14567.34          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 3.5000%  | N/A     | $568.56            | $86.08             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.5000%  | N/A     | $568.56            | $432.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $2976382.94        | $2754396.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 6.5000%  | N/A     | $611.20            | $4.47              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $568.56            | $579.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $568.56            | $583.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $568.56            | $473.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.5000%  | N/A     | $568.56            | $498.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 6.5000%  | N/A     | $568.56            | $375.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $568.56            | $446.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 3.0000%  | N/A     | $282272.56         | $25828.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $568.56            | $522.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 2.5000%  | N/A     | $582.20            | $272.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-02-01      | 4.5000%  | N/A     | $568.56            | $58.13             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 6.2180%  | N/A     | $53370379.13       | $551999.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $964.27            | $807.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 4.9473%  | N/A     | $19312089.62       | $16039745.12       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.0000%  | N/A     | $569.13            | $58.30             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $568.56            | $352.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 2.0000%  | N/A     | $9096.93           | $6172.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 6.2450%  | N/A     | $2071.26           | $26.29             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $26067.25          | $25146.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.0000%  | N/A     | $1164.41           | $846.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 2.0000%  | N/A     | $934140.79         | $565889.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.0000%  | N/A     | $568.56            | $149.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.5000%  | N/A     | $568.56            | $211.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $568.56            | $597.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $568.56            | $458.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $568.56            | $447.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 3.5000%  | N/A     | $568.56            | $454.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-15      | 3.0000%  | N/A     | $391897.93         | $324348.85         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $568.56            | $295.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 6.7590%  | N/A     | $2330519.24        | $38516.51          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 4.0000%  | N/A     | $568.56            | $497.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $568.56            | $373.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $110868.81         | $72695.13          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 6.0000%  | N/A     | $2770.01           | $36.21             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $573.11            | $438.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $570.26            | $93.59             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $5127041.13        | $5032132.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-12-01      | 4.2060%  | N/A     | $9414.75           | $31.61             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $568.56            | $573.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.0000%  | N/A     | $1137.12           | $1088.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $6254.14           | $5879.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $31213.83          | $22443.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $813.04            | $37.46             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $16756.54          | $14793.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $568.56            | $400.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $133277.39         | $136448.68         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $40452.90          | $36890.94          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $588457.53         | $402622.91         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1007375.61        | $949465.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 6.2840%  | N/A     | $882.97            | $48.37             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.5000%  | N/A     | $6822.70           | $5158.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 2.0000%  | N/A     | $568.56            | $340.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $638.49            | $461.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $52875.89          | $38028.70          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.5000%  | N/A     | $413437.18         | $261734.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 5.0000%  | N/A     | $1591.39           | $16.33             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $645910.32         | $669465.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-08-01      | 3.0000%  | N/A     | $568.56            | $163.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $582.20            | $429.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.0000%  | N/A     | $568.56            | $503.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $1137.68           | $908.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $3884774.88        | $3063786.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $1383058.84        | $1048773.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $2449300.11        | $2471873.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-04-01      | 4.5000%  | N/A     | $568.56            | $80.66             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-11-01      | 6.7220%  | N/A     | $4786.69           | $32.11             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.0000%  | N/A     | $568.56            | $99.35             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 5.5000%  | N/A     | $568.56            | $3.83              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 6.1660%  | N/A     | $585.61            | $3.10              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 4.6630%  | N/A     | $1010.33           | $0.27              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 5.5000%  | N/A     | $1847.24           | $62.74             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 6.6300%  | N/A     | $34717.29          | $52.07             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 2.7700%  | N/A     | $7579600.78        | $5984082.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $568.56            | $479.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $21876.41          | $13270.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $568.56            | $356.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $1085377.22        | $681635.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $623.14            | $641.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 5.5000%  | N/A     | $568.56            | $3.34              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $6254.14           | $3839.94           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 5.0000%  | N/A     | $568.56            | $115.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $6253.57           | $4900.17           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $573.11            | $452.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $5685.58           | $4335.77           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $568.56            | $582.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $568.56            | $442.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $80735.24          | $58377.85          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-06-01      | 4.2410%  | N/A     | $4262.48           | $1.58              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-02      | 6.0000%  | N/A     | $1155.31           | $976.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 6.4300%  | N/A     | $56968.37          | $77.36             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $568.56            | $371.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $2196539.69        | $2221551.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $13645.39          | $9112.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1375332.14        | $1236318.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $568.56            | $579.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $568.56            | $559.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.0000%  | N/A     | $568.56            | $1.29              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 6.2990%  | N/A     | $748.79            | $40.92             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $568.56            | $547.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.0000%  | N/A     | $568.56            | $185.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $568.56            | $530.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.0000%  | N/A     | $127356.99         | $82580.13          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $568.56            | $522.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 6.2500%  | N/A     | $2937.17           | $23.59             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-07-01      | 4.5000%  | N/A     | $568.56            | $56.54             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $582.77            | $572.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $5121858.15        | $4220398.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.0000%  | N/A     | $22173.76          | $13830.19          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-06-01      | 5.8900%  | N/A     | $33127.03          | $4.44              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $18301.31          | $17394.66          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $3704302.63        | $3715388.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $7484192.76        | $6598965.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-11-01      | 5.5000%  | N/A     | $690.23            | $41.87             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $568.56            | $457.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $568.56            | $440.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-25      | 6.0000%  | N/A     | $962883.11         | $1154257.84        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $568.56            | $309.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $1140.53           | $768.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-05-01      | 5.5000%  | N/A     | $3660056.31        | $31334.13          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $568.56            | $401.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $421461.24         | $414392.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.0000%  | N/A     | $5182.41           | $4465.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 3.5000%  | N/A     | $3987.30           | $3056.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $568.56            | $569.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $568.56            | $418.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $17134087.77       | $12522083.61       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.5000%  | N/A     | $473091.43         | $341088.63         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-01-01      | 3.5000%  | N/A     | $3501653.20        | $585539.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.0000%  | N/A     | $568.56            | $251.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $568.56            | $571.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $568.56            | $466.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $1593486.70        | $1039016.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $255851.10         | $238267.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.5000%  | N/A     | $568.56            | $242.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 4.5000%  | N/A     | $568.56            | $124.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 4.0000%  | N/A     | $3112.29           | $334.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $568.56            | $301.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.5000%  | N/A     | $117689.80         | $33665.37          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-01      | 6.5000%  | N/A     | $3033.83           | $1.35              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 4.9400%  | N/A     | $42641.85          | $43426.44          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $568.56            | $416.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 3.0000%  | N/A     | $569.70            | $202.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 4.0000%  | N/A     | $568.56            | $78.27             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 3.5000%  | N/A     | $309864.11         | $255506.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 6.2580%  | N/A     | $859.66            | $0.70              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $568.56            | $247.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $568.56            | $503.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $5117.02           | $4051.15           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $568.56            | $565.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $568.56            | $569.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $3883481.97        | $3084346.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $7143.36           | $6894.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $863071.04         | $551695.11         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $1157.58           | $631.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $568.56            | $487.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $151236.43         | $115404.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 3.0000%  | N/A     | $2668811.25        | $341664.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 4.5000%  | N/A     | $4070174.25        | $4099833.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.5000%  | N/A     | $569.13            | $399.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $568.56            | $135.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-08-15      | 3.5000%  | N/A     | $878.99            | $423.24            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $592041.72         | $599086.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $568.56            | $282.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $568.56            | $576.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-03-01      | 6.4010%  | N/A     | $40527.38          | $25.39             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $568.56            | $320.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 6.5000%  | N/A     | $9507944.26        | $56843.82          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $568.56            | $579.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $578.79            | $567.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $568.56            | $470.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $2241537.64        | $2245946.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $568.56            | $432.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $32976.36          | $30143.25          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 4.5000%  | N/A     | $569.70            | $32.92             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 4.5000%  | N/A     | $1399055.22        | $46587.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | 4.2200%  | N/A     | $1193437.92        | $26602.01          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 5.0000%  | N/A     | $1236777.39        | $682062.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $577.65            | $576.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1137.12           | $1166.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 4.0000%  | N/A     | $568.56            | $298.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 3.0000%  | N/A     | $568.56            | $442.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $568.56            | $519.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $568.56            | $344.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.0000%  | N/A     | $568.56            | $348.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $194213.73         | $122345.91         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 4.5000%  | N/A     | $679.43            | $185.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.0000%  | N/A     | $568.56            | $544.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $568.56            | $528.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $568.56            | $570.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1137.12           | $709.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $12537.27          | $9791.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-10-01      | 4.5000%  | N/A     | $69452.77          | $8476.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $307407.94         | $318710.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $938959.89         | $908353.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $568.56            | $517.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $582.20            | $581.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $573.11            | $461.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-25      | 3.7940%  | N/A     | $77004.36          | $73704.74          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 4.5000%  | N/A     | $568.56            | $65.77             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $568.56            | $413.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $568.56            | $485.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $3751271.20        | $3088228.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $568.56            | $543.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $568.56            | $453.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 2.4000%  | N/A     | $35347.82          | $28116.06          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $4550.17           | $3316.67           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $12508.28          | $5369.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $8920793.28        | $9269418.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 5.0000%  | N/A     | $568.56            | $370.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 4.5000%  | N/A     | $5682423.37        | $1136188.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.5000%  | N/A     | $568.56            | $115.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $568.56            | $542.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-15      | 6.5000%  | N/A     | $2842688.80        | $93668.99          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.5000%  | N/A     | $285411.00         | $36641.46          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $22742.32          | $17153.65          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 4.7200%  | N/A     | $52340.31          | $53167.82          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 3.5000%  | N/A     | $568.56            | $151.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $249693.62         | $175364.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $568.56            | $437.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 6.5000%  | N/A     | $1213223.74        | $18468.97          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $1763666.92        | $1222673.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $180721.85         | $24232.72          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $5367.19           | $4097.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $568.56            | $450.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $568.56            | $393.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 3.5000%  | N/A     | $568.56            | $62.46             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $565146.65         | $354370.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $1137.12           | $583.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 2.5000%  | N/A     | $2544078.72        | $635866.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 4.5000%  | N/A     | $11251591.12       | $863401.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 3.0000%  | N/A     | $15919.62          | $2832.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $568.56            | $466.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $568.56            | $556.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $568.56            | $541.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1215706.64        | $1250502.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $304747.09         | $50066.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $568.56            | $423.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $788527.40         | $687280.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $568.56            | $577.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $568.56            | $576.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.0000%  | N/A     | $568.56            | $83.32             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $4520231.12        | $3648955.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $568.56            | $436.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $568.56            | $500.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $580099.73         | $605871.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-04-25      | 2.8960%  | N/A     | $4618.97           | $38.68             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $568.56            | $371.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $568.56            | $153.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $573.11            | $571.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $407909.66         | $279992.25         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 3.0000%  | N/A     | $18193.86          | $4481.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 3.0000%  | N/A     | $5685.58           | $3179.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 7.0000%  | N/A     | $568.56            | $605.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $568.56            | $592.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $568.56            | $584.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $568.56            | $40.04             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $2401327.46        | $1952161.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.0000%  | N/A     | $262872.79         | $56474.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5950%  | N/A     | $619728.22         | $462143.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.5000%  | N/A     | $582.20            | $283.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | 4.0000%  | N/A     | $568.56            | $53.83             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $568.56            | $338.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $568.56            | $351.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-15      | 7.2500%  | N/A     | $1137.12           | $1309.91           | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $14782.51          | $3539.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.4280%  | N/A     | $11371160.00       | $15954.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $568.56            | $334.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $568.56            | $386.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $573.11            | $595.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | 5.8590%  | N/A     | $4735.52           | $36.59             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $568.56            | $375.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $568.56            | $585.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $167124.21         | $14891.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | 4.7210%  | N/A     | $7883.63           | $0.34              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.5000%  | N/A     | $508354.53         | $219827.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $485501.91         | $428101.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | 5.5000%  | N/A     | $569.70            | $10.73             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $15023.58          | $13906.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 4.5000%  | N/A     | $1902306.37        | $244666.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 4.5000%  | N/A     | $568.56            | $242.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.4810%  | N/A     | $26101885.44       | $106918.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 3.0000%  | N/A     | $568.56            | $368.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-08-01      | 5.0000%  | N/A     | $794.84            | $22.26             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-01      | 4.1200%  | N/A     | $2880428.54        | $2889357.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $4028679.18        | $3942521.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $56286.67          | $30682.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.5000%  | N/A     | $568.56            | $548.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5000%  | N/A     | $631099.38         | $41685.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.8290%  | N/A     | $1705.67           | $113.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $14730509.96       | $8865606.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $582.20            | $401.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $817.59            | $845.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 4.8050%  | N/A     | $606.08            | $0.35              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-09-01      | 4.5000%  | N/A     | $568.56            | $63.21             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 2.5000%  | N/A     | $7391.25           | $6242.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-06-01      | 6.0000%  | N/A     | $5064.15           | $4282.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $568.56            | $390.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $568.56            | $376.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $568.56            | $348.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $568.56            | $170.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $11985.20          | $8411.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $65836.17          | $41291.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $568.56            | $593.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.0000%  | N/A     | $568.56            | $489.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.5000%  | N/A     | $568.56            | $429.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $568.56            | $418.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $568.56            | $578.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1202711.67        | $1059175.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | 6.0000%  | N/A     | $8437400.72        | $57104.79          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $573.11            | $598.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $1137.12           | $724.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 6.5000%  | N/A     | $852259.91         | $3863.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.0000%  | N/A     | $571.97            | $508.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $573.11            | $46.97             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | 5.6200%  | N/A     | $568.56            | $3.07              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 5.5000%  | N/A     | $568.56            | $566.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $568.56            | $588.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-03-01      | 6.1970%  | N/A     | $569.13            | $1.54              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $198995.30         | $160967.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 4.5000%  | N/A     | $109389.99         | $76425.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $665707.51         | $496414.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $568.56            | $452.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $568.56            | $349.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-01-01      | 5.0000%  | N/A     | $568.56            | $62.00             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $1881926.98        | $1135383.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $568.56            | $479.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $2689095.70        | $2770874.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 3.5000%  | N/A     | $75618.21          | $5234.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $5107640.79        | $2366883.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $32208107.96       | $30443305.52       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $573.11            | $422.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $122162.08         | $76261.86          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $568.56            | $559.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-25      | 6.0000%  | N/A     | $2580.68           | $515.54            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $569.13            | $471.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $568.56            | $504.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 5.1050%  | N/A     | $2456401.39        | $6623.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $241637.15         | $175697.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 6.2740%  | N/A     | $394349.55         | $11459.99          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-01      | 4.5000%  | N/A     | $570.83            | $41.37             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $568.56            | $588.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $568.56            | $573.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $906.85            | $52.80             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-09-01      | 4.5000%  | N/A     | $168863.43         | $20368.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.5000%  | N/A     | $1575428.16        | $6151.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 4.4200%  | N/A     | $14393.61          | $14372.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $569.13            | $571.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $573.11            | $288.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $568.56            | $303.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $568.56            | $396.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $568.56            | $463.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 6.4650%  | N/A     | $14884903.59       | $66164.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $115985.83         | $13116.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-25      | 5.1473%  | N/A     | $282357.27         | $221377.77         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $582.20            | $595.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $73343.98          | $6190.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.5000%  | N/A     | $568.56            | $455.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $568.56            | $492.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $574.24            | $384.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-01      | 4.1750%  | N/A     | $4040.74           | $0.17              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $623335.15         | $402698.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | 5.2280%  | N/A     | $2049392.33        | $9587.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 3.0000%  | N/A     | $568.56            | $143.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-25      | 4.9473%  | N/A     | $568.56            | $455.28            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $4325.59           | $3082.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 4.7600%  | N/A     | $22742.32          | $23433.26          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $568.56            | $406.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $568.56            | $398.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $568.56            | $577.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $12042.06          | $9211.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1279333.96        | $1286927.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $716.38            | $230.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $1499307.35        | $1130986.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $568.56            | $373.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $582.20            | $536.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | 5.0000%  | N/A     | $962303.75         | $234758.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 7.5000%  | N/A     | $590605.54         | $433165.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $3361883.45        | $2166050.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $568.56            | $351.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $2568745.04        | $410537.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $263054.73         | $270948.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $568.56            | $460.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $3231682.53        | $2967658.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $397990.60         | $258397.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $568.56            | $367.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $3284252.54        | $1041440.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $5683.31           | $3525.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 4.5000%  | N/A     | $9444830.91        | $1017895.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.0000%  | N/A     | $568.56            | $121.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $124191.26         | $93590.79          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-02-01      | 6.5000%  | N/A     | $569.13            | $1.33              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $419681.09         | $241111.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $282380.58         | $210501.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $84984.07          | $37402.64          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-07-01      | 2.5000%  | N/A     | $568.56            | $186.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-08-01      | 6.0000%  | N/A     | $858.52            | $1.81              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-11-01      | 4.0000%  | N/A     | $1142.80           | $108.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $569.70            | $411.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.5000%  | N/A     | $568.56            | $134.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $6254.71           | $4557.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $58318.13          | $58134.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $579.93            | $19.77             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $3852093.02        | $3191195.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.0000%  | N/A     | $59130.03          | $43626.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.5000%  | N/A     | $2261043.73        | $8429.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.5000%  | N/A     | $568.56            | $105.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $72145.46          | $21038.78          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $492172.23         | $340247.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $41871.45          | $36798.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 5.6300%  | N/A     | $607146.03         | $653197.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $568.56            | $387.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $568.56            | $406.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | 6.9180%  | N/A     | $346400.78         | $16317.36          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $568.56            | $83.70             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $226286.08         | $48815.32          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.0000%  | N/A     | $568.56            | $101.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | 5.6250%  | N/A     | $3215.76           | $0.36              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $1025678.63        | $622531.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $568.56            | $405.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 2.5000%  | N/A     | $568.56            | $363.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.5000%  | N/A     | $569.13            | $285.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $568.56            | $437.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-25      | 4.5391%  | N/A     | $606.65            | $54.76             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1141.66           | $1133.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $10880.49          | $11078.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.7500%  | N/A     | $282526.14         | $279394.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $568.56            | $440.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $568.56            | $532.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $568.56            | $388.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | 5.7570%  | N/A     | $11375591.34       | $148399.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $568.56            | $380.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | 7.0000%  | N/A     | $570.83            | $44.65             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 3.0000%  | N/A     | $460358.00         | $82152.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $568.56            | $237.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $568.56            | $477.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-01      | 5.5000%  | N/A     | $579.93            | $69.50             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $169998.84         | $140451.93         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-11-01      | 4.5000%  | N/A     | $568.56            | $32.35             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $568.56            | $369.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-06-25      | 2.2920%  | N/A     | $214352.62         | $147479.08         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-07-01      | 5.0000%  | N/A     | $5685.58           | $4240.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $112574.48         | $53903.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $90478.05          | $7553.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $582.20            | $442.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 4.0000%  | N/A     | $148962.20         | $6627.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 2.5000%  | N/A     | $436396.69         | $346841.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 2.0000%  | N/A     | $314987.39         | $215677.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 3.0000%  | N/A     | $5541.73           | $3410.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.0000%  | N/A     | $568.56            | $163.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $122801.14         | $18472.60          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 5.0000%  | N/A     | $568.56            | $87.57             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $569.70            | $161.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $5107488.42        | $4626734.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $568.56            | $579.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 6.3950%  | N/A     | $84743.57          | $390.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $568.56            | $384.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $4018.00           | $4313.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $568.56            | $330.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $1137.12           | $895.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 5.0000%  | N/A     | $568.56            | $500.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.5000%  | N/A     | $568.56            | $87.31             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $677527.83         | $394422.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $6015989.52        | $3792675.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.5000%  | N/A     | $630303.40         | $546788.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.0000%  | N/A     | $568.56            | $128.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-01-01      | 6.0000%  | N/A     | $573.11            | $9.20              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.5000%  | N/A     | $568.56            | $505.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $568.56            | $579.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $827251.89         | $43226.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $3492606.31        | $2920505.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $568.56            | $593.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.5000%  | N/A     | $568.56            | $3.46              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $1137.12           | $720.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $570.26            | $142.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $568.56            | $423.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.5000%  | N/A     | $1660632.84        | $1012002.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $568.56            | $374.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $568.56            | $398.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 6.1340%  | N/A     | $7539476.50        | $52183.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $568.56            | $387.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $130768.34         | $83200.36          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-01      | 6.5000%  | N/A     | $370019.82         | $5385.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $58561.47          | $41772.90          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $302472.86         | $236500.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $85852.26          | $77128.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 6.2710%  | N/A     | $4239.74           | $384.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $1062043.60        | $825479.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-12-01      | 4.5000%  | N/A     | $569.70            | $22.41             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1154272.81        | $788481.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.5000%  | N/A     | $568.56            | $48.15             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $582516.10         | $604180.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-25      | 2.9440%  | N/A     | $945.51            | $47.71             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-05-01      | 6.5470%  | N/A     | $3826.40           | $13.60             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.0000%  | N/A     | $568.56            | $394.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $728393.30         | $729483.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.0000%  | N/A     | $586.18            | $5.86              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $116342.89         | $70754.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.0000%  | N/A     | $60267.15          | $9810.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $568.56            | $604.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $568.56            | $448.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | 5.5000%  | N/A     | $606.08            | $3.07              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 4.5000%  | N/A     | $568.56            | $102.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $568.56            | $169.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.0000%  | N/A     | $95416.54          | $14299.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $587.89            | $456.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $568.56            | $460.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $95613.26          | $77239.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $676578.33         | $341558.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $582.20            | $554.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-09-01      | 3.5000%  | N/A     | $568.56            | $87.91             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $568.56            | $545.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-25      | 5.0000%  | N/A     | $649.29            | $630.90            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $806077.65         | $166577.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $568.56            | $46.17             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 8.0000%  | N/A     | $885480.19         | $497313.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1558813.19        | $1214056.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | 5.5000%  | N/A     | $636.78            | $17.58             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $718395.21         | $483133.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.2330%  | N/A     | $1688935.08        | $134346.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $55718.68          | $46574.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 1.9640%  | N/A     | $353610.10         | $276456.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $100783.73         | $103480.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $9245492.21        | $4177389.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 4.0000%  | N/A     | $568.56            | $420.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.0000%  | N/A     | $947780.50         | $444509.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.0000%  | N/A     | $31513.46          | $25245.51          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.0000%  | N/A     | $42641.85          | $6137.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $568.56            | $417.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.5000%  | N/A     | $821566.31         | $56067.82          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $113711.60         | $77551.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $113711.60         | $31473.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $568.56            | $556.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $568.56            | $527.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 4.5000%  | N/A     | $1137.12           | $1014.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $568.56            | $509.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $168475.68         | $98376.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $568.56            | $440.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 6.0000%  | N/A     | $582.20            | $27.55             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $2637954.47        | $2820569.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 6.3580%  | N/A     | $1509.52           | $19.63             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $582.20            | $552.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-11-01      | 6.3300%  | N/A     | $3179.38           | $42.93             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $568.56            | $150.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $715075.97         | $525597.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 4.1700%  | N/A     | $1004.07           | $961.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 5.0000%  | N/A     | $112008.77         | $9833.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $568.56            | $400.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.0000%  | N/A     | $568.56            | $158.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $4737975.75        | $4306096.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $568.56            | $585.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 2.5000%  | N/A     | $568.56            | $436.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.0000%  | N/A     | $568.56            | $166.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 4.5000%  | N/A     | $568.56            | $64.16             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $735380.88         | $670422.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.0000%  | N/A     | $568.56            | $88.24             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $176801.64         | $104646.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $568.56            | $545.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $36956.27          | $34837.40          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $1150.76           | $850.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-01      | 5.0000%  | N/A     | $569.13            | $5.13              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $3052587.90        | $459560.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $568.56            | $389.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $568.56            | $592.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $429099.82         | $58704.12          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $568.56            | $106.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | 3.5000%  | N/A     | $1516054.22        | $496845.24         | Agency Mortgage-Backed Securities         |

### Security 14: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011O44
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **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 Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $33004912.59       | $12117522.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $6653000.00        | $2507482.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $186900.00         | $189786.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.8750%  | N/A     | $92950000.00       | $91120137.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $8782120.95        | $4570856.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $91037530.58       | $58515556.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 3.8750%  | N/A     | $657065600.00      | $656227984.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-11-15      | 0.0000%  | N/A     | $2845200.00        | $660598.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $137110.08         | $54647.28          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-01-15      | 1.8750%  | N/A     | $43915700.00       | $43808533.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-07-15      | 1.3750%  | N/A     | $317924800.00      | $334468779.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 4.6250%  | N/A     | $309292800.00      | $326224765.39      | U.S. Treasuries (including strips) |

### Security 15: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB005W50
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2041-03-15      | 3.5000%  | N/A     | $2599910.00        | $1697218.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-02-25      | 5.5000%  | N/A     | $21565760.00       | $21561372.57       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 6.0000%  | N/A     | $4561279.00        | $4570996.04        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-01-25      | 5.0000%  | N/A     | $130996000.00      | $129675888.75      | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-08-25      | 2.0000%  | N/A     | $750000.00         | $422927.33         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2036-08-25      | 5.0000%  | N/A     | $4544400.00        | $4498140.29        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-08-25      | 5.5000%  | N/A     | $54466112.00       | $49315106.94       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2049-10-25      | 5.0000%  | N/A     | $126114000.00      | $121370079.63      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-11-25      | 3.0000%  | N/A     | $250000.00         | $237847.93         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-25      | 5.0000%  | N/A     | $1295930.00        | $1281202.76        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 4.8530%  | N/A     | $30000000.00       | $22724107.53       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-01-20      | 4.4492%  | N/A     | $2499732.00        | $5540.61           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 4.8530%  | N/A     | $49999900.00       | $45966794.61       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-03-16      | 4.5000%  | N/A     | $12552000.00       | $11341096.01       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 4.9530%  | N/A     | $40000000.00       | $34422816.63       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.8030%  | N/A     | $50000000.00       | $49703670.95       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $5000.00           | $4479.85           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-11-20      | 4.4567%  | N/A     | $14616600.00       | $14644034.88       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.0000%  | N/A     | $13614688.00       | $1556677.92        | Agency Collateralized Mortgage Obligation |

### Security 16: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB006CH4
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $6453000.00        | $3290823.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 4.5000%  | N/A     | $255150800.00      | $252031193.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 0.0000%  | N/A     | $1004300.00        | $864570.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 0.3750%  | N/A     | $119060600.00      | $113798217.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-12-31      | 4.5000%  | N/A     | $275176000.00      | $284694140.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-29      | 4.1250%  | N/A     | $98215000.00       | $100928723.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $37962615.14       | $9392330.61        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB006DX8
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2029-01-25      | 3.6900%  | N/A     | $9525000.00        | $9492514.99        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-12-25      | 5.0000%  | N/A     | $1660000.00        | $1172353.36        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2040-10-15      | 4.5000%  | N/A     | $4900000.00        | $6262775.85        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-11-27      | 10.5473% | N/A     | $8820000.00        | $9348467.23        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 5.5000%  | N/A     | $12586592.00       | $11368254.82       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2037-08-15      | 5.5000%  | N/A     | $900000.00         | $8670.33           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-03-15      | 4.5000%  | N/A     | $5000000.00        | $8601826.57        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-08-25      | 2.0000%  | N/A     | $750000.00         | $422379.08         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2041-03-15      | 4.0000%  | N/A     | $13000000.00       | $1570090.29        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-01-25      | 2.0000%  | N/A     | $16000.00          | $7384.99           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2038-08-15      | 1.0000%  | N/A     | $116203136.00      | $17533502.82       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-11-25      | 13.1973% | N/A     | $5100180.00        | $5811106.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-06-25      | 4.4000%  | N/A     | $8000000.00        | $8097707.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-10-25      | 5.0000%  | N/A     | $129743000.00      | $129931617.49      | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2032-10-25      | 3.8000%  | N/A     | $6738000.00        | $6571693.43        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-02-25      | 4.7500%  | N/A     | $35000.00          | $28201.12          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-11-25      | 5.2273%  | N/A     | $125000000.00      | $64603786.49       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2056-02-25      | 2.0000%  | N/A     | $320589.00         | $194708.80         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2047-03-15      | 3.0000%  | N/A     | $1606644.00        | $1232262.10        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-07-15      | 4.0000%  | N/A     | $1000.00           | $515.38            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-06-25      | 4.5000%  | N/A     | $660000.00         | $587382.23         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2043-05-15      | 3.5000%  | N/A     | $699994.00         | $1019367.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-06-25      | 5.2500%  | N/A     | $21241920.00       | $14002362.00       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2033-07-15      | 5.0000%  | N/A     | $16000000.00       | $946015.40         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-03-15      | 4.5000%  | N/A     | $8000000.00        | $9717841.55        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-04-25      | 4.6473%  | N/A     | $50000000.00       | $43987099.54       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-12-25      | 2.0000%  | N/A     | $13000.00          | $5545.23           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-25      | 6.0000%  | N/A     | $17761856.00       | $13682039.02       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-05-25      | 5.0000%  | N/A     | $15362320.00       | $12285470.92       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-25      | 6.0000%  | N/A     | $6461672.00        | $5926018.62        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-08-25      | 5.5460%  | N/A     | $6359664.00        | $759953.91         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-12-25      | 5.5000%  | N/A     | $114723328.00      | $41243715.57       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-10-25      | 5.0000%  | N/A     | $106115000.00      | $106269267.63      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-12-25      | 4.0000%  | N/A     | $3044250.00        | $861189.30         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-25      | 6.0000%  | N/A     | $37060032.00       | $28640931.21       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-09-25      | 2.0000%  | N/A     | $1168358.00        | $907331.21         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-08-25      | 3.5000%  | N/A     | $2226344.00        | $985741.49         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-25      | 6.0000%  | N/A     | $16557888.00       | $16594685.15       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-25      | 5.1973%  | N/A     | $32710200.00       | $26506900.19       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-04-25      | 3.5000%  | N/A     | $1010280.00        | $917845.89         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-11-25      | 2.2500%  | N/A     | $2000000.00        | $1006345.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-09-25      | 5.0000%  | N/A     | $2865000.00        | $2597937.13        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-02-25      | 5.5000%  | N/A     | $98448896.00       | $95215284.06       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-03-25      | 5.0000%  | N/A     | $25721888.00       | $18482610.97       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-07-20      | 4.5492%  | N/A     | $3200000.00        | $353598.55         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $5150000.00        | $411728.28         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-03-20      | 5.0000%  | N/A     | $4201144.00        | $3891105.47        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $4663112.00        | $4626043.09        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-03-16      | 4.5000%  | N/A     | $163137.00         | $126989.92         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 4.7830%  | N/A     | $13680000.00       | $13681410.31       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2062-12-20      | 4.2992%  | N/A     | $300000.00         | $10275.47          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-09-20      | 5.0030%  | N/A     | $100000000.00      | $42477377.96       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $54000.00          | $41574.98          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2069-05-20      | 4.5792%  | N/A     | $3700000.00        | $1353509.28        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-12-20      | 4.0000%  | N/A     | $25120040.00       | $25162837.11       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-05-20      | 3.4226%  | N/A     | $5000000.00        | $92892.09          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.0000%  | N/A     | $16320000.00       | $15406589.84       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.0000%  | N/A     | $1000.00           | $622.88            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $378000.00         | $318466.73         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-05-20      | 4.4992%  | N/A     | $1800000.00        | $163420.27         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.3830%  | N/A     | $100000000.00      | $65107532.46       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 3.5000%  | N/A     | $2777776.00        | $1961863.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $51000.00          | $47008.10          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-07-20      | 3.8097%  | N/A     | $4400000.00        | $239277.09         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 3.5000%  | N/A     | $1946000.00        | $1342131.25        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-10-20      | 4.6992%  | N/A     | $500000.00         | $68857.36          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-09-20      | 5.7500%  | N/A     | $9999999.00        | $202229.17         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | 4.6030%  | N/A     | $174576000.00      | $78013962.87       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.0000%  | N/A     | $4311912.00        | $449847.34         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $10000.00          | $8821.62           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-10-20      | 5.5000%  | N/A     | $9073000.00        | $2190893.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 4.7530%  | N/A     | $31241000.00       | $27470651.55       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $13414288.00       | $13386380.32       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2070-12-20      | 4.8530%  | N/A     | $10000000.00       | $6708717.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $3959852.00        | $3751829.53        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 4.8030%  | N/A     | $88728000.00       | $61903232.51       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-08-20      | 4.6492%  | N/A     | $1000000.00        | $14001.13          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-06-20      | 4.5192%  | N/A     | $2700000.00        | $249363.05         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-03-16      | 4.5000%  | N/A     | $29642336.00       | $29015904.51       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.7230%  | N/A     | $45753000.00       | $36495340.14       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-11-20      | 4.0030%  | N/A     | $1852000.00        | $842843.99         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-05-20      | 4.1640%  | N/A     | $300000.00         | $28366.14          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | 7.5000%  | N/A     | $23069952.00       | $22128492.74       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2070-09-20      | 4.3192%  | N/A     | $7690000.00        | $4615218.78        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $49999999.00       | $50722076.74       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.0000%  | N/A     | $999070.00         | $1112320.23        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-09-20      | 5.0030%  | N/A     | $100000000.00      | $42483261.18       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2073-03-20      | 4.5830%  | N/A     | $300000.00         | $283989.84         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-09-16      | 6.6598%  | N/A     | $79935.00          | $466.37            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.8330%  | N/A     | $50000000.00       | $32391080.00       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 4.9730%  | N/A     | $40000000.00       | $34825073.13       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-03-16      | 4.5000%  | N/A     | $905034.00         | $737317.62         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.6530%  | N/A     | $80000000.00       | $80296760.91       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | 4.8530%  | N/A     | $100000000.00      | $42550774.03       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $3665000.00        | $3628274.72        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $8709660.00        | $8668295.89        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 5.0000%  | N/A     | $58333400.00       | $57484748.66       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | 4.5000%  | N/A     | $1000.00           | $681.82            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.5000%  | N/A     | $50000.00          | $44970.02          | Agency Collateralized Mortgage Obligation |

### Security 18: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB006E66
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2051-03-25      | 1.5000%  | N/A     | $25000000.00       | $12296250.12       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-01-25      | 4.9973%  | N/A     | $3500000.00        | $2555289.56        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2027-07-15      | 7.0000%  | N/A     | $699993.00         | $1678.39           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-04-25      | 3.0300%  | N/A     | $5000000.00        | $2847415.98        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 4.7500%  | N/A     | $61000.00          | $44394.45          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2038-10-25      | 4.5748%  | N/A     | $6600000.00        | $3292412.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-12-25      | 4.8973%  | N/A     | $65696896.00       | $42132945.26       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-01-25      | 5.1473%  | N/A     | $51776640.00       | $35398835.08       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-11-25      | 5.1973%  | N/A     | $100000000.00      | $45884170.38       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-10-25      | 5.0000%  | N/A     | $63474000.00       | $61086353.89       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-10-25      | 6.5000%  | N/A     | $424932.00         | $8420.96           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-06-20      | 4.4940%  | N/A     | $12689488.00       | $895251.46         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-05-20      | 4.5292%  | N/A     | $1122050.00        | $2752.72           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-01-20      | 4.3530%  | N/A     | $34650000.00       | $24981075.92       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $50000000.00       | $30979558.61       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-12-20      | 4.3292%  | N/A     | $400000.00         | $33458.52          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 4.8030%  | N/A     | $39994200.00       | $36229031.66       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-08-20      | 4.8030%  | N/A     | $100000000.00      | $63531710.60       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2070-09-20      | 4.4992%  | N/A     | $13300000.00       | $7132651.03        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-10-20      | 4.4530%  | N/A     | $34999999.00       | $35310633.43       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $100000000.00      | $100003683.28      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $12509760.00       | $10352026.49       | Agency Collateralized Mortgage Obligation |

### Security 19: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 0SB006L76
- **C.18 - Value (incl. sponsor support):** $1179066000.00
- **C.18.a - Value (excl. sponsor support):** $1179066000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **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 Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2047-09-01      | 3.5000%  | N/A     | $417831.12         | $263696.31         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $494718.80         | $513851.51         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 3.5000%  | N/A     | $753762.75         | $575770.47         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $9825.55           | $6241.80           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $1136800.41        | $771452.03         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.0000%  | N/A     | $30456400.40       | $30198197.79       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $559014.84         | $465964.12         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 3.5000%  | N/A     | $3877882.05        | $3555242.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $6716802.58        | $4651889.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 4.5000%  | N/A     | $5179.64           | $5060.24           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 3.5000%  | N/A     | $3974502.57        | $3526156.29        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.5000%  | N/A     | $3930220.00        | $1311610.28        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 3.0000%  | N/A     | $1833541.96        | $336890.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 3.5000%  | N/A     | $15720.88          | $9502.76           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.3490%  | N/A     | $864648.40         | $37318.14          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $6095601.43        | $6134020.66        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $607385.63         | $627810.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 3.5000%  | N/A     | $917792.83         | $854451.77         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $39302.20          | $16818.84          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 3.5000%  | N/A     | $492735.61         | $466490.27         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $14083644.67       | $10880993.95       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-04-01      | 4.5000%  | N/A     | $12956.76          | $10497.93          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $537439.51         | $552688.97         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.5000%  | N/A     | $245638.75         | $46427.07          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.0000%  | N/A     | $442233.86         | $373216.27         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 4.5000%  | N/A     | $68778.85          | $65169.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 4.0000%  | N/A     | $74231.24          | $41622.01          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 4.5000%  | N/A     | $8913273.62        | $8787926.26        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $11143789.81       | $6779953.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $1207526.69        | $1232402.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $3595742.56        | $2695532.61        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 3.5000%  | N/A     | $1738528.89        | $1135525.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $2069612.98        | $1539864.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $151313.47         | $111580.44         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.0000%  | N/A     | $1047403.63        | $104238.79         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $4083498.58        | $3291819.45        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $39302.20          | $29872.44          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 3.0000%  | N/A     | $1067656.84        | $651454.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.0000%  | N/A     | $46769.62          | $24800.29          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $1635471.44        | $1646175.24        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 1.5000%  | N/A     | $5552268.96        | $3350065.73        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 4.3060%  | N/A     | $24593351.65       | $24608395.94       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $61585302.31       | $51215342.89       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 6.0000%  | N/A     | $23581.32          | $120.12            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $259394.52         | $172510.78         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 3.5000%  | N/A     | $402.45            | $374.07            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.0000%  | N/A     | $1497413.82        | $306608.96         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.0000%  | N/A     | $913035.70         | $668721.11         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $482101.22         | $412272.38         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.5000%  | N/A     | $321098.97         | $199164.30         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 4.5000%  | N/A     | $158840.23         | $156417.89         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $9316356.99        | $5979424.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $43301290.03       | $32817797.66       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 2.5000%  | N/A     | $2328840.86        | $1094712.71        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 4.0000%  | N/A     | $3157916.05        | $2882889.81        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1469902.28        | $1282403.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $11004616.00       | $7387865.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.0000%  | N/A     | $789681.81         | $824961.90         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-03-01      | 4.5000%  | N/A     | $196511.00         | $28519.14          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $247410.49         | $172544.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $509261.40         | $523777.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $117906.60         | $48023.60          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $151313.47         | $103777.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.5000%  | N/A     | $786044.00         | $507555.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.0000%  | N/A     | $1454181.40        | $1284818.81        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $10592628.33       | $10949764.68       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $4716264.00        | $3691257.42        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $16571772.63       | $13966808.57       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.0000%  | N/A     | $1294221.45        | $190773.97         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.5000%  | N/A     | $14596444.06       | $8555727.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 5.0000%  | N/A     | $4210950.90        | $4243350.58        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $1131903.36        | $880706.48         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 4.5000%  | N/A     | $436129.44         | $429949.92         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 2.5000%  | N/A     | $278234.82         | $61101.83          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $237385.29         | $185309.68         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $19084.76          | $18505.42          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $25546.43          | $16432.35          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $2635133.91        | $2451425.61        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $3620965.14        | $3677699.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.0000%  | N/A     | $101716.06         | $85734.65          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 2.5000%  | N/A     | $1768599.00        | $776311.14         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 4.5000%  | N/A     | $314182.18         | $24688.11          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 4.0000%  | N/A     | $4937280.71        | $4608652.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.0000%  | N/A     | $39302200.00       | $39910274.91       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 4.0000%  | N/A     | $553316.02         | $534749.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 5.0000%  | N/A     | $1123436.09        | $1085899.82        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $117906.60         | $75427.51          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $1179554.92        | $1237571.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $3294335.56        | $977837.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.5000%  | N/A     | $182755.23         | $129502.37         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 3.5000%  | N/A     | $1149208.90        | $894155.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $57381.21          | $44962.79          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $6217608.04        | $4193970.81        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $94026.19          | $75089.91          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $125386.20         | $106238.35         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $39302.20          | $25672.67          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 6.3900%  | N/A     | $4212449.10        | $4407142.18        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.5000%  | N/A     | $183443.41         | $115257.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 2.5000%  | N/A     | $175661.58         | $140716.03         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.0000%  | N/A     | $35005142.70       | $35187721.75       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.5000%  | N/A     | $42773.76          | $4458.09           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.5000%  | N/A     | $4561413.33        | $3248231.58        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-04-01      | 5.5000%  | N/A     | $939786.35         | $56834.24          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-05-01      | 2.5000%  | N/A     | $290836.28         | $11141.68          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 4.0000%  | N/A     | $258564.06         | $252743.74         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $479093.82         | $454157.74         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 4.5000%  | N/A     | $394448.67         | $388859.73         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $135592.59         | $98040.72          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-08-01      | 1.5000%  | N/A     | $589269.68         | $311659.79         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.5000%  | N/A     | $4466421.49        | $4140735.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 2.5000%  | N/A     | $271327.45         | $125806.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $14324.08          | $13076.54          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 3.5000%  | N/A     | $880928.94         | $422517.95         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 3.0000%  | N/A     | $431938.25         | $337222.14         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-05-01      | 6.0000%  | N/A     | $393022.00         | $2643.29           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $8524376.78        | $8568838.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.5000%  | N/A     | $11847648.19       | $3106178.50        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $422.11            | $424.53            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 4.0000%  | N/A     | $186685.45         | $36650.25          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 3.5000%  | N/A     | $481584.01         | $417050.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $2970054.68        | $2987428.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $250502.79         | $259244.46         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 4.0000%  | N/A     | $68778.85          | $54134.09          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $323664.23         | $236713.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.0000%  | N/A     | $374942.99         | $339645.91         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $304140.07         | $252042.55         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $4326078.05        | $4403431.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 2.0000%  | N/A     | $1179066.00        | $376040.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.5000%  | N/A     | $188650.56         | $149104.83         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $1139763.80        | $732176.99         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 2.0000%  | N/A     | $3930220.00        | $2307136.13        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $11994088.19       | $12097653.80       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 1.5000%  | N/A     | $686407.42         | $399927.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.5000%  | N/A     | $892152.08         | $918423.78         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-11-01      | 4.0000%  | N/A     | $145809.98         | $134410.95         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $13987055.59       | $9813626.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $961847.46         | $999562.03         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 1.5000%  | N/A     | $35876.23          | $18875.64          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 4.0000%  | N/A     | $7960267.59        | $1172232.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $1454410.92        | $1433803.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $302545.19         | $241257.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 7.0000%  | N/A     | $4589710.92        | $3434086.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.0000%  | N/A     | $4965226.14        | $4906935.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $795669.89         | $800083.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $10901524.76       | $7683851.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $21616.21          | $14488.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $1072164.02        | $875819.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.5000%  | N/A     | $12968.94          | $1259.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-11-01      | 4.5000%  | N/A     | $39115.91          | $1757.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $2180803.62        | $1667916.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $19651.10          | $17934.31          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $224211.19         | $184127.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.0000%  | N/A     | $1434530.30        | $601170.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $4044196.38        | $2842511.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $903950.60         | $776182.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $4656600.12        | $1180208.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.0000%  | N/A     | $78604.40          | $5806.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $634431.05         | $456127.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | 3.5000%  | N/A     | $22855895.71       | $3259638.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-12-01      | 4.3300%  | N/A     | $10218572.00       | $10360488.10       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $565951.68         | $181185.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | 3.5000%  | N/A     | $575303.25         | $63865.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 4.5000%  | N/A     | $174894.79         | $163958.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $2063365.50        | $1271979.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $393.02            | $342.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $6379533.10        | $1020788.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0400%  | N/A     | $3438942.50        | $2966085.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $1249416.94        | $845795.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $71598.78          | $52256.55          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.5000%  | N/A     | $400596.32         | $161534.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | 4.7768%  | N/A     | $4322638.32        | $4444485.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 2.5000%  | N/A     | $187160.22         | $143895.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $27511540.00       | $3555708.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $1283216.83        | $927898.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $95702.82          | $79116.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | 1.5000%  | N/A     | $502367.79         | $258665.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $2737406.09        | $2163945.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $333593.54         | $278400.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $131662.37         | $81324.48          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | 4.0000%  | N/A     | $793926.45         | $126154.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0030%  | N/A     | $15127259.57       | $14061010.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-01-01      | 3.9400%  | N/A     | $12140842.60       | $12086668.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $1139763.80        | $822380.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | 5.0000%  | N/A     | $626477.07         | $87963.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $359124.25         | $353190.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.5000%  | N/A     | $19769006.60       | $3435423.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $2461232.68        | $2478903.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.5000%  | N/A     | $178038.97         | $129409.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.5000%  | N/A     | $81846.83          | $32307.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 3.5000%  | N/A     | $375233.43         | $296705.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.5000%  | N/A     | $736916.25         | $32994.98          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $522976.30         | $540330.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $49126.96          | $36089.02          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.5000%  | N/A     | $2750973.21        | $566536.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 4.5000%  | N/A     | $2255160.24        | $1960932.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $157994.84         | $88470.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-04-01      | 3.0000%  | N/A     | $799485.35         | $61834.55          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $1723401.47        | $127521.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $569881.90         | $91898.82          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $705771.61         | $712217.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | 2.0000%  | N/A     | $982555.00         | $362531.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-08-01      | 4.7200%  | N/A     | $275115.40         | $273884.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $4084284.62        | $2934201.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.5000%  | N/A     | $139895.79         | $80201.42          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-05-01      | 3.5000%  | N/A     | $786044.00         | $723766.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $1946795.17        | $1956949.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.0000%  | N/A     | $484766.70         | $193604.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | 3.8100%  | N/A     | $635973.27         | $519973.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $37337.09          | $34475.21          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.0000%  | N/A     | $140424.40         | $28364.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $1821223.07        | $1174984.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.0000%  | N/A     | $58181.80          | $526.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $3927289.63        | $1798475.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $2751154.00        | $102669.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.5000%  | N/A     | $39302.20          | $36559.30          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-04-01      | 3.6750%  | N/A     | $6038783.03        | $5754298.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $176794.27         | $140978.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-01-01      | 4.4100%  | N/A     | $189436.60         | $190660.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $196663.49         | $157962.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $25231.23          | $26015.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $393022.00         | $332785.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 1.5000%  | N/A     | $10514517.57       | $6940710.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 3.4770%  | N/A     | $948508.29         | $905522.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-07-01      | 4.5000%  | N/A     | $735433.77         | $3301.46           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $510218.80         | $530224.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $17468865.78       | $5748681.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $668137.40         | $61620.83          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $1098946.11        | $483008.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $13233302.27       | $10037202.44       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.5000%  | N/A     | $263324.74         | $43336.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $881941.37         | $717355.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 3.5000%  | N/A     | $951971.60         | $874784.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $3896973.48        | $3917299.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 4.0000%  | N/A     | $39299.84          | $5541.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $83973.87          | $75722.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $71393622.22       | $65253557.42       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.0000%  | N/A     | $394041.50         | $387489.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $193827.45         | $110251.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $55416.10          | $43497.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.0000%  | N/A     | $13755.77          | $2355.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 5.0000%  | N/A     | $3954423.87        | $287591.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-12-01      | 4.3000%  | N/A     | $36079419.60       | $36150961.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-03-01      | 4.5500%  | N/A     | $78604.40          | $79286.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.5000%  | N/A     | $2105041.55        | $1445849.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.0000%  | N/A     | $3878879.54        | $3786502.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $117906.60         | $116089.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | 2.0000%  | N/A     | $982555.00         | $376367.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.5000%  | N/A     | $1092612.95        | $726697.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 4.5000%  | N/A     | $3767174.82        | $3515451.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $1127179.24        | $868363.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 3.5000%  | N/A     | $2358.13           | $1367.68           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 3.5000%  | N/A     | $5206554.23        | $4294996.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $2064544.57        | $1252063.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 7.0000%  | N/A     | $1129128.62        | $1125745.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 3.5000%  | N/A     | $17073.66          | $15737.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $1969040.22        | $743360.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | 2.5000%  | N/A     | $16689679.23       | $13231822.22       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $5018890.94        | $3492077.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $10387892.17       | $6141294.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.5000%  | N/A     | $9746945.60        | $3018452.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-12-01      | 3.8000%  | N/A     | $11541427.46       | $11100521.29       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $98255.50          | $53930.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-02-01      | 3.5000%  | N/A     | $598269.88         | $8515.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | 4.5000%  | N/A     | $16192.51          | $435.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $588039.52         | $284460.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.5000%  | N/A     | $16822.52          | $3777.77           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $4271205.89        | $3974749.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $74353.47          | $68537.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.5000%  | N/A     | $12584.56          | $7749.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.0000%  | N/A     | $5676.81           | $191.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $3179972.44        | $2184972.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-08-01      | 3.0000%  | N/A     | $7722882.30        | $368896.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.0000%  | N/A     | $29779522.19       | $11776127.66       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $393454.32         | $395506.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.1840%  | N/A     | $400882.44         | $410234.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 7.0000%  | N/A     | $256280.61         | $260695.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $580493.49         | $448012.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $2535777.94        | $2142970.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 3.5000%  | N/A     | $6289609.67        | $5982688.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 3.5000%  | N/A     | $2183111.44        | $1864153.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-06-01      | 5.0000%  | N/A     | $314417.60         | $18473.52          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $398976.28         | $400920.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.7500%  | N/A     | $2536170.97        | $1862171.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $44805639.90       | $37367200.94       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | 3.5000%  | N/A     | $711369.82         | $446913.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 3.5000%  | N/A     | $2816647.19        | $2598832.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $778479.90         | $507611.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-10-01      | 3.6900%  | N/A     | $2987753.24        | $2859766.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-08-01      | 2.5000%  | N/A     | $235813.20         | $147925.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.7300%  | N/A     | $2750800.28        | $2630699.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-11-01      | 5.0000%  | N/A     | $290490.81         | $288304.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $1134406.12        | $1008737.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $126459.15         | $126934.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.5000%  | N/A     | $8646484.00        | $1446437.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | 1.5000%  | N/A     | $325123.52         | $194184.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $1161829.63        | $733700.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $491277.50         | $66171.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $116472.86         | $5438.66           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $78604.40          | $54563.41          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $593787.86         | $439772.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.0000%  | N/A     | $1925807.80        | $293643.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.8800%  | N/A     | $9425912.65        | $7138590.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.0000%  | N/A     | $183541.27         | $170754.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 3.0000%  | N/A     | $1572088.00        | $1236936.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $2947665.00        | $1812849.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.0000%  | N/A     | $1104781.70        | $844085.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.0000%  | N/A     | $100173.84         | $83340.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 6.3850%  | N/A     | $4671006.73        | $4235323.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.5000%  | N/A     | $432069.52         | $366970.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-25      | 3.5000%  | N/A     | $110674.60         | $89040.59          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $967011.77         | $668216.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $6836419.61        | $5777232.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $788543.62         | $757481.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $5069983.80        | $3514763.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.0000%  | N/A     | $12969.73          | $72.28             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1318241.38        | $858170.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 2.5000%  | N/A     | $806.87            | $619.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.0000%  | N/A     | $393022.00         | $304925.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-05-01      | 3.3400%  | N/A     | $5035536.21        | $4576134.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 1.5000%  | N/A     | $4936765.06        | $2420301.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $2330082.81        | $2140813.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $43262.29          | $2495.59           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $202760.05         | $205203.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-10-01      | 2.5000%  | N/A     | $625617.14         | $300878.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 6.0000%  | N/A     | $7333.40           | $7635.70           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $1055264.07        | $267387.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | 1.5000%  | N/A     | $330797.18         | $229698.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $491062.12         | $479340.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $967797.81         | $699125.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $3279536.71        | $2453031.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $10415.08          | $7656.91           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $88822.97          | $89762.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.0000%  | N/A     | $9422630.13        | $1909758.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $26877020.13       | $10543715.25       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.1630%  | N/A     | $337701.80         | $335106.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 1.5000%  | N/A     | $4642275.25        | $2564203.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $742025.54         | $745895.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | 1.5000%  | N/A     | $5698819.00        | $3731945.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 3.5000%  | N/A     | $25487998.63       | $20760177.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 5.0000%  | N/A     | $1826769.40        | $1840351.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $19651.10          | $11561.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $7829752.84        | $3181498.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $5610021.18        | $5894948.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $1809567.61        | $1414467.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | 1.5000%  | N/A     | $1039854.46        | $709912.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $59803.80          | $47451.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 3.5000%  | N/A     | $3939451.30        | $925574.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $5502308.00        | $4124075.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 3.5000%  | N/A     | $1404036.51        | $1295520.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $18140323.43       | $16625032.69       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $18031.06          | $16532.87          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.0800%  | N/A     | $1087921.05        | $938117.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | 1.5000%  | N/A     | $597810.04         | $467558.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $411329.75         | $406821.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.0000%  | N/A     | $393.02            | $66.69             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-09-20      | 4.5000%  | N/A     | $491.28            | $445.59            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-11-20      | 3.0000%  | N/A     | $80176.49          | $9238.50           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-11-20      | 5.0000%  | N/A     | $2002.05           | $364.24            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $442813.17         | $464452.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.5000%  | N/A     | $20874.18          | $15894.79          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.5000%  | N/A     | $196511.00         | $126576.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $820636.22         | $840278.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $851271.50         | $889202.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $393.02            | $408.69            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-05-20      | 5.0000%  | N/A     | $393.02            | $39.45             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-15      | 3.0000%  | N/A     | $786.04            | $116.29            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.0000%  | N/A     | $442165.47         | $451998.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-04-15      | 4.5000%  | N/A     | $5502.31           | $190.85            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $163858.34         | $122062.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.5000%  | N/A     | $158387.87         | $128509.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2075-04-20      | 5.2470%  | N/A     | $13629767.15       | $15300356.24       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-01-20      | 6.0000%  | N/A     | $16009.36          | $11910.12          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-11-20      | 4.0000%  | N/A     | $406.78            | $154.67            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-12-20      | 3.5000%  | N/A     | $1108402.22        | $1014637.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-12-15      | 5.0000%  | N/A     | $1574053.11        | $72208.29          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-02-20      | 6.5000%  | N/A     | $225784.06         | $234969.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-04-15      | 4.0000%  | N/A     | $512617.81         | $27902.61          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-12-20      | 3.5000%  | N/A     | $786044.00         | $108318.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1072895.04        | $1119530.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $2589329.55        | $2674564.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-02-20      | 3.0000%  | N/A     | $402.45            | $194.84            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-04-20      | 3.5000%  | N/A     | $294766.50         | $22039.14          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-11-20      | 6.5000%  | N/A     | $98255.50          | $36630.57          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5000%  | N/A     | $601053.26         | $586013.11         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $481334.04         | $484128.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2063-09-20      | 5.5000%  | N/A     | $393.02            | $233.19            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-10-20      | 4.0000%  | N/A     | $13539098.54       | $4361278.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-05-15      | 4.8700%  | N/A     | $1179.07           | $1152.89           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-01-15      | 5.3800%  | N/A     | $1572.09           | $1569.69           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-05-20      | 5.5000%  | N/A     | $3537.20           | $908.02            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-12-15      | 5.5000%  | N/A     | $2280662.65        | $34193.70          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-10-20      | 3.0000%  | N/A     | $1720.26           | $498.41            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $487328.41         | $510780.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $957300.98         | $962662.75         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $715020.99         | $733245.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 6.5000%  | N/A     | $5449995.20        | $5643137.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $204770.36         | $212966.58         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-04-15      | 4.3500%  | N/A     | $2358.13           | $2231.64           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-11-20      | 4.5000%  | N/A     | $48734.73          | $6261.75           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.0000%  | N/A     | $2550319.76        | $1680825.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $22406177.93       | $22841713.11       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $935382.93         | $981351.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.0000%  | N/A     | $157208.80         | $120706.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.5000%  | N/A     | $786.04            | $543.37            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-04-20      | 6.5000%  | N/A     | $27118.12          | $11299.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $911572.08         | $953011.16         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5000%  | N/A     | $888327.19         | $877296.83         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-11-20      | 3.0000%  | N/A     | $172929.68         | $12081.87          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-06-15      | 5.5100%  | N/A     | $1965.11           | $2026.33           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-09-20      | 2.5000%  | N/A     | $1001813.08        | $680711.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-01-20      | 3.0000%  | N/A     | $393.42            | $43.97             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $471213.73         | $482679.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 6.0000%  | N/A     | $41500.37          | $22487.70          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $786.04            | $709.05            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $393.02            | $404.55            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-09-20      | 7.0000%  | N/A     | $742982.15         | $189150.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2057-12-15      | 6.2500%  | N/A     | $1179.07           | $1158.40           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-12-20      | 4.5000%  | N/A     | $2394.29           | $159.53            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $784804.41         | $810606.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.0000%  | N/A     | $333724.81         | $329153.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-01-20      | 5.0000%  | N/A     | $1915982.25        | $122715.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $1703891.86        | $1713773.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $393.02            | $300.74            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-04-15      | 4.6700%  | N/A     | $394.20            | $381.16            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $9825.55           | $9852.81           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $1970.61           | $1745.02           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $393.02            | $404.55            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-08-15      | 6.2800%  | N/A     | $1573.66           | $1684.05           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.0000%  | N/A     | $393.02            | $219.56            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.5000%  | N/A     | $1179.07           | $1277.21           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.5000%  | N/A     | $393.02            | $57.73             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-12-15      | 5.0000%  | N/A     | $692202.14         | $11142.80          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-07-15      | 4.5000%  | N/A     | $870543.73         | $23136.16          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $883815.30         | $901728.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-01-15      | 4.0000%  | N/A     | $102203.80         | $35993.24          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $504366.70         | $517254.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $393.42            | $367.41            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.5000%  | N/A     | $1463392.26        | $1475560.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-04-15      | 5.9900%  | N/A     | $393.81            | $414.65            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2075-09-20      | 5.2940%  | N/A     | $2704733.39        | $2993160.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 7.5000%  | N/A     | $244971.40         | $259971.11         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1476167.05        | $1545510.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $786.04            | $793.41            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.5000%  | N/A     | $322667.13         | $329042.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.0000%  | N/A     | $1572.48           | $1431.50           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-09-20      | 2.5000%  | N/A     | $42968.31          | $25073.21          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-04-20      | 4.0000%  | N/A     | $22766.98          | $1825.35           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-07-20      | 6.0000%  | N/A     | $786.04            | $475.57            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.5000%  | N/A     | $15032833.68       | $9738000.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-05-15      | 5.1900%  | N/A     | $1572.09           | $1565.45           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $786.04            | $792.34            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $250078.72         | $259270.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $841229.01         | $880856.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1184.18           | $1226.59           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5000%  | N/A     | $1788643.12        | $1315802.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $63697.47          | $66304.63          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $393.02            | $332.10            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1179.07           | $1243.76           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-11-20      | 5.5000%  | N/A     | $13755367.55       | $10633040.89       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.0000%  | N/A     | $7570018.75        | $64841.17          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-05-20      | 5.5000%  | N/A     | $196724.80         | $19279.63          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $393.02            | $394.68            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $642984.78         | $651273.76         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $2946652.58        | $20756.60          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-15      | 4.5000%  | N/A     | $1572.09           | $1236.89           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $745716.80         | $779625.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $406832.79         | $409310.58         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $393.02            | $411.96            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $786.04            | $815.09            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1371711.24        | $1405335.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-06-20      | 5.0000%  | N/A     | $23203.63          | $17086.85          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-12-20      | 5.0000%  | N/A     | $786.04            | $46.99             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $2585946.42        | $2578436.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-03-15      | 4.7400%  | N/A     | $1358477.40        | $1315110.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $1741939.53        | $13360.80          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-10-20      | 3.5000%  | N/A     | $887.05            | $544.48            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $393.02            | $417.89            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $393.02            | $410.54            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-10-15      | 5.0000%  | N/A     | $3144.18           | $189.95            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-08-20      | 3.5000%  | N/A     | $322515.43         | $236023.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-05-20      | 5.5000%  | N/A     | $1535536.95        | $37467.01          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-04-20      | 6.0000%  | N/A     | $766.39            | $800.81            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | 6.0000%  | N/A     | $42827.21          | $27834.55          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-12-15      | 6.0000%  | N/A     | $3537.20           | $625.93            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-01-20      | 3.0000%  | N/A     | $786.04            | $138.22            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $396.17            | $407.12            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.0000%  | N/A     | $25310.22          | $18863.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 4.5000%  | N/A     | $2376500.28        | $2300969.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 3.5000%  | N/A     | $120530.81         | $110435.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-07-20      | 4.0000%  | N/A     | $1707.29           | $775.58            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-07-20      | 3.5000%  | N/A     | $228556.44         | $70179.02          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.5000%  | N/A     | $117906.60         | $66075.92          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.5000%  | N/A     | $2461540.80        | $24095.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $791.55            | $823.16            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-01-20      | 5.5000%  | N/A     | $802.55            | $60.51             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-12-15      | 5.5000%  | N/A     | $5110.47           | $57.93             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-12-20      | 3.5000%  | N/A     | $2596705.79        | $860576.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-06-20      | 5.5000%  | N/A     | $2362.85           | $108.24            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-06-15      | 3.0000%  | N/A     | $58953.30          | $21496.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.0000%  | N/A     | $1770655.29        | $1566217.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2072-05-20      | 6.2300%  | N/A     | $487256.10         | $322272.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1179.07           | $1230.77           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2062-10-20      | 4.5000%  | N/A     | $465292.46         | $409892.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $1182.60           | $1214.04           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2066-01-15      | 5.8800%  | N/A     | $1179.07           | $1241.49           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $439067.67         | $454540.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2062-01-15      | 3.2500%  | N/A     | $786.04            | $561.95            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $330150.66         | $333829.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $786.04            | $539.33            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $431560.17         | $451685.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $127567.87         | $132649.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-12-15      | 4.0000%  | N/A     | $1029717.64        | $90171.43          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-12-20      | 7.0000%  | N/A     | $663581.49         | $11733.29          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-07-20      | 4.0000%  | N/A     | $1572.09           | $1381.35           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $584573.06         | $613304.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-15      | 5.6700%  | N/A     | $786.04            | $758.76            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $394.59            | $49.31             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.0000%  | N/A     | $2083192.67        | $17068.36          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.0000%  | N/A     | $393.02            | $412.97            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $393.02            | $97.63             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1376952.58        | $1402977.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.0000%  | N/A     | $67992.81          | $47171.14          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $3393880.17        | $3192509.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1266216.27        | $1309618.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $1947282.52        | $1962671.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $509996.35         | $523552.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-04-20      | 5.5000%  | N/A     | $393.02            | $244.22            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-10-20      | 4.5000%  | N/A     | $38516.16          | $2474.79           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-08-20      | 6.0000%  | N/A     | $107688.03         | $61983.16          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-04-20      | 3.0000%  | N/A     | $4174428.15        | $639199.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $786.04            | $803.60            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.5000%  | N/A     | $88429.95          | $80495.22          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2066-07-15      | 5.3500%  | N/A     | $9862.49           | $10094.59          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-01-15      | 6.0000%  | N/A     | $4326.39           | $1045.62           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $203915.14         | $1737.89           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-07-20      | 4.5000%  | N/A     | $1684680.94        | $1419780.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 3.0000%  | N/A     | $353101.58         | $342459.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.0000%  | N/A     | $33302.33          | $19728.04          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $564553.31         | $597322.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1572.09           | $1628.09           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-09-20      | 4.5000%  | N/A     | $1179.07           | $224.73            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.0000%  | N/A     | $432.32            | $70.35             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2027-02-20      | 3.5000%  | N/A     | $53849.12          | $313.62            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $2244988.83        | $2258899.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $857127.53         | $862210.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1484569.86        | $1553378.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.5000%  | N/A     | $393.02            | $305.71            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 7.0000%  | N/A     | $393.02            | $419.70            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $8236747.56        | $8249282.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-05-15      | 5.0000%  | N/A     | $2659186.85        | $69149.89          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $642618.48         | $672858.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.0000%  | N/A     | $151105.56         | $134722.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-04-20      | 2.0000%  | N/A     | $786.04            | $437.44            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2075-11-20      | 6.3630%  | N/A     | $1503447.49        | $1592421.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $782113.78         | $788317.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 4.5000%  | N/A     | $824.95            | $763.39            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $1180.64           | $1174.65           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-10-20      | 5.0000%  | N/A     | $5030681.60        | $60200.31          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.5000%  | N/A     | $393.02            | $70.82             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-05-20      | 5.5000%  | N/A     | $6288.35           | $537.50            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-07-20      | 3.5000%  | N/A     | $854822.85         | $73810.95          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2075-09-20      | 5.3710%  | N/A     | $1283297.01        | $1428858.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $427261.29         | $445046.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-02-15      | 4.3500%  | N/A     | $393.02            | $371.81            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2035-01-15      | 5.5000%  | N/A     | $2437597.90        | $21002.36          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $508228.54         | $536551.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $572875.16         | $577176.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-07-15      | 5.0000%  | N/A     | $1683649.65        | $81362.57          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2066-11-15      | 5.5700%  | N/A     | $7380789.66        | $7749253.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.0000%  | N/A     | $393.02            | $271.68            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-04-15      | 5.0800%  | N/A     | $1234.09           | $1222.62           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $411.89            | $424.43            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-08-15      | 6.5000%  | N/A     | $1199408.82        | $23386.48          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $3804559.86        | $3896711.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-05-15      | 5.5000%  | N/A     | $831782.33         | $8153.05           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.0000%  | N/A     | $19651.10          | $91.31             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-08-20      | 7.0000%  | N/A     | $1098152.20        | $1144263.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $393.42            | $396.62            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.0000%  | N/A     | $982555.00         | $758321.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1181.03           | $1228.12           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-08-20      | 3.0000%  | N/A     | $84499.73          | $37535.86          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-06-20      | 7.0000%  | N/A     | $1179.07           | $907.21            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1572.09           | $1641.86           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-01-20      | 3.0000%  | N/A     | $1654.62           | $231.69            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-01-20      | 3.0000%  | N/A     | $8174870.18        | $5795768.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-05-15      | 4.7600%  | N/A     | $118181.72         | $114710.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-11-20      | 3.5000%  | N/A     | $393.02            | $111.50            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1969.04           | $2048.68           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1751142.53        | $1793170.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-10-15      | 4.5000%  | N/A     | $7806.60           | $731.60            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.0000%  | N/A     | $322278.04         | $157066.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2035-12-20      | 5.5000%  | N/A     | $393.02            | $121.32            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $5155.27           | $5334.85           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-01-20      | 3.5000%  | N/A     | $805695.10         | $78028.55          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-05-20      | 4.5000%  | N/A     | $1965.50           | $218.90            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-04-15      | 5.1700%  | N/A     | $196117.98         | $197855.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2028-01-15      | 2.5000%  | N/A     | $983341.04         | $17278.53          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.0000%  | N/A     | $393.02            | $305.54            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2037-07-15      | 5.0000%  | N/A     | $1009673.52        | $42609.84          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $393.02            | $403.47            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $5231.91           | $5385.31           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-08-15      | 5.5100%  | N/A     | $555166.37         | $575500.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-03-15      | 4.0000%  | N/A     | $66317.75          | $40628.85          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1965.90           | $2060.78           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.0000%  | N/A     | $393.02            | $270.09            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $1283142.16        | $1290631.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-07-15      | 6.5000%  | N/A     | $1179.07           | $63.80             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-01-15      | 5.6000%  | N/A     | $188088.93         | $194294.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $750712.11         | $768213.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $412142.52         | $431301.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2062-06-20      | 3.5000%  | N/A     | $242656.50         | $221140.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-06-20      | 3.0000%  | N/A     | $392628.98         | $259202.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2068-03-15      | 5.6500%  | N/A     | $6887845.75        | $6821628.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1186.14           | $1231.10           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-03-15      | 3.0000%  | N/A     | $772708.76         | $27079.67          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $786.04            | $813.42            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-12-15      | 5.0000%  | N/A     | $11164579.10       | $154618.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-04-15      | 4.0000%  | N/A     | $393.02            | $61.44             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-01-20      | 6.5000%  | N/A     | $123068.16         | $128112.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-03-20      | 5.5000%  | N/A     | $14061509.67       | $11850999.89       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-08-20      | 3.5000%  | N/A     | $212624.90         | $147040.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-01-20      | 3.0000%  | N/A     | $1179.07           | $429.71            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-11-15      | 3.0000%  | N/A     | $284141.54         | $49355.11          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $393.02            | $410.29            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.0000%  | N/A     | $1707278.14        | $1697829.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 6.5000%  | N/A     | $393.02            | $69.50             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-10-15      | 5.1500%  | N/A     | $749021.33         | $756902.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $1275563.91        | $1283024.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-11-20      | 4.5000%  | N/A     | $676632.96         | $603258.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $571842.29         | $575175.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $1352931.07        | $1365862.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-07-20      | 3.0000%  | N/A     | $2358132.00        | $305827.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $786.04            | $815.84            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $881902.07         | $918224.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $1106688.64        | $1131327.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $404.03            | $414.35            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-12-20      | 6.5000%  | N/A     | $965930.17         | $880238.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-05-20      | 4.5000%  | N/A     | $393.81            | $75.24             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-06-20      | 3.5000%  | N/A     | $1633792.45        | $174686.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.5000%  | N/A     | $1179.07           | $974.83            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.5000%  | N/A     | $2358.53           | $1585.77           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $786.04            | $824.72            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-11-15      | 5.0000%  | N/A     | $183148.25         | $14473.12          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-04-20      | 4.0000%  | N/A     | $3537.59           | $1163.39           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-20      | 4.0000%  | N/A     | $393.02            | $106.49            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-03-20      | 3.5000%  | N/A     | $112797.31         | $11288.45          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $396.17            | $412.38            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2063-12-20      | 7.5000%  | N/A     | $363001.01         | $176292.77         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $2328659.28        | $2321896.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-10-20      | 2.5000%  | N/A     | $97862.48          | $14937.74          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-03-20      | 2.0000%  | N/A     | $393.02            | $208.21            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1572.09           | $1640.73           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-04-20      | 3.0000%  | N/A     | $92170.34          | $64075.50          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-06-15      | 5.3900%  | N/A     | $196511.00         | $201586.61         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-12-20      | 4.0000%  | N/A     | $420.53            | $273.45            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $1028742.95        | $1035862.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 3.0000%  | N/A     | $18516.05          | $16322.20          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.0000%  | N/A     | $557238.38         | $414095.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-12-20      | 3.5000%  | N/A     | $1905370.66        | $134345.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-08-15      | 5.7000%  | N/A     | $588353.93         | $605359.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.5000%  | N/A     | $107955.28         | $105372.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | 4.5000%  | N/A     | $19170.04          | $17990.50          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 3.5000%  | N/A     | $51311.38          | $46632.30          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-09-20      | 6.0000%  | N/A     | $307791.64         | $316904.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $394.20            | $323.06            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $393.81            | $408.35            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-20      | 2.5000%  | N/A     | $194545.89         | $16567.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $2658047.09        | $2728707.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-10-20      | 4.0000%  | N/A     | $1965.11           | $177.56            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $269204.74         | $281077.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2026-12-20      | 3.5000%  | N/A     | $3367720.63        | $13983.12          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.5000%  | N/A     | $275115.40         | $198240.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 7.0000%  | N/A     | $1241848.91        | $1293864.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-03-20      | 4.0000%  | N/A     | $1179.07           | $99.29             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.0000%  | N/A     | $290130.41         | $132942.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $393.02            | $404.55            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-09-20      | 4.5000%  | N/A     | $786.04            | $421.23            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $2358.13           | $2410.14           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.0000%  | N/A     | $835.17            | $640.31            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $48277841.50       | $49432348.23       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-11-20      | 2.5000%  | N/A     | $1160631.70        | $717496.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-01-20      | 2.0000%  | N/A     | $373370.90         | $228608.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-07-20      | 5.5000%  | N/A     | $53057.97          | $41284.94          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $393.02            | $409.55            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-07-20      | 4.0000%  | N/A     | $13832.02          | $654.73            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $700354.20         | $737550.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $786.04            | $811.66            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-07-15      | 4.5000%  | N/A     | $165648.95         | $9859.39           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-07-15      | 4.5000%  | N/A     | $430763.90         | $16574.05          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.5000%  | N/A     | $21616.21          | $11077.45          | Agency Mortgage-Backed Securities |

### Security 20: CANADIAN IMPERIAL BANK OF COMMERCE NY (REPO)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: 0SI003G56
- **C.18 - Value (incl. sponsor support):** $1350000000.00
- **C.18.a - Value (excl. sponsor support):** $1350000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **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 Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-04-30      | 4.8750%  | N/A     | $6843400.00        | $6945735.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 3.5000%  | N/A     | $22951500.00       | $23057468.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 1.8750%  | N/A     | $72100.00          | $69025.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 4.2500%  | N/A     | $92300.00          | $90900.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $12070000.00       | $12340019.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 2.5000%  | N/A     | $143500.00         | $103003.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 3.0000%  | N/A     | $100.00            | $75.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 0.7500%  | N/A     | $79868800.00       | $75901766.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $81286500.00       | $85762884.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $12427400.00       | $13430289.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 2.2500%  | N/A     | $309200.00         | $190413.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 1.5000%  | N/A     | $21000500.00       | $18022727.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.5000%  | N/A     | $1094700.00        | $1112899.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-15      | 3.8750%  | N/A     | $168340000.00      | $171927503.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-07-15      | 1.8750%  | N/A     | $19604600.00       | $19887662.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 1.3750%  | N/A     | $26089800.00       | $25908253.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 4.7500%  | N/A     | $36684100.00       | $37167955.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 0.5000%  | N/A     | $7543000.00        | $7254939.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 3.8750%  | N/A     | $250000.00         | $540914.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.8750%  | N/A     | $120800.00         | $122576.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 3.5000%  | N/A     | $10924400.00       | $10907022.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 4.0000%  | N/A     | $4330400.00        | $4457689.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $70400000.00       | $66929194.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $5373900.00        | $5423250.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 0.5000%  | N/A     | $1495500.00        | $1429602.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 2.6250%  | N/A     | $5440800.00        | $5350959.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 2.1250%  | N/A     | $1000000.00        | $1086942.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 4.2500%  | N/A     | $34228200.00       | $35614938.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 4.2500%  | N/A     | $64866700.00       | $66228782.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $5767300.00        | $5812125.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 3.1250%  | N/A     | $981000.00         | $818408.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-01-15      | 2.1250%  | N/A     | $69200.00          | $72936.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $171500.00         | $176192.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-07-15      | 1.3750%  | N/A     | $12361200.00       | $12990006.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 1.3750%  | N/A     | $1078600.00        | $940595.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $148911000.00      | $145006255.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 2.7500%  | N/A     | $12819100.00       | $12778467.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.1250%  | N/A     | $100.00            | $67.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 1.1250%  | N/A     | $43670600.00       | $41252329.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-15      | 3.3750%  | N/A     | $7631500.00        | $7709049.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 4.3750%  | N/A     | $28200800.00       | $28920120.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 2.8750%  | N/A     | $100.00            | $74.28             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 3.7500%  | N/A     | $14977100.00       | $15156986.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 2.5000%  | N/A     | $100.00            | $70.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-12-31      | 3.8750%  | N/A     | $7802000.00        | $7759107.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 3.0000%  | N/A     | $100.00            | $77.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 3.6250%  | N/A     | $54617100.00       | $55518336.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-15      | 1.6250%  | N/A     | $7228000.00        | $7503989.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 0.7500%  | N/A     | $18790000.00       | $18692693.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 3.6250%  | N/A     | $127982100.00      | $129718909.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 1.2500%  | N/A     | $2939400.00        | $2573049.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 3.0000%  | N/A     | $45849200.00       | $34319027.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-15      | 1.1250%  | N/A     | $76210700.00       | $76244080.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.8750%  | N/A     | $100.00            | $87.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 4.6250%  | N/A     | $11398300.00       | $11486886.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 2.7500%  | N/A     | $9967700.00        | $9385031.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 0.3750%  | N/A     | $895300.00         | $1182992.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $51146500.00       | $54136654.46       | U.S. Treasuries (including strips) |

### Security 21: CITIBANK N.A. (REPO)

- **C.1 - Title:** CITIBANK N.A. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: 0CAN08N01
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **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 Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2029-01-15      | 2.5000%  | N/A     | $2665540.00        | $4193847.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 2.5000%  | N/A     | $20.00             | $14.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-14      | 0.0000%  | N/A     | $20.00             | $19.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.7500%  | N/A     | $53660.00          | $60661.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 0.3750%  | N/A     | $420.00            | $420.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-05      | 0.0000%  | N/A     | $20.00             | $19.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | 0.1250%  | N/A     | $680.00            | $839.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 4.0000%  | N/A     | $260.00            | $227.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 4.2500%  | N/A     | $194500.00         | $179780.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.8750%  | N/A     | $20.00             | $17.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 2.0000%  | N/A     | $20.00             | $19.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-07-15      | 1.3750%  | N/A     | $600.00            | $631.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.1250%  | N/A     | $803820.00         | $498750.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 4.2500%  | N/A     | $20.00             | $20.71             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.2500%  | N/A     | $20.00             | $19.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 5.2500%  | N/A     | $20.00             | $21.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 1.0000%  | N/A     | $6820800.00        | $6635111.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 4.3750%  | N/A     | $20.00             | $19.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $240.00            | $296.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 4.1250%  | N/A     | $20.00             | $20.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 0.3750%  | N/A     | $1020.00           | $1362.39           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 3.6250%  | N/A     | $600.00            | $601.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 5.2500%  | N/A     | $20.00             | $21.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 0.1250%  | N/A     | $40.00             | $47.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-15      | 4.0000%  | N/A     | $102880.00         | $104220.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 1.8750%  | N/A     | $960.00            | $918.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 3.5000%  | N/A     | $40.00             | $39.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 5.3750%  | N/A     | $540.00            | $591.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 0.5000%  | N/A     | $60.00             | $57.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 2.2500%  | N/A     | $180.00            | $133.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 2.1250%  | N/A     | $166920.00         | $161163.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-10-31      | 4.1250%  | N/A     | $40.00             | $40.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 4.2500%  | N/A     | $40.00             | $40.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 3.5000%  | N/A     | $80.00             | $73.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 4.3750%  | N/A     | $20.00             | $20.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 3.0000%  | N/A     | $20.00             | $15.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-02      | 0.0000%  | N/A     | $200.00            | $196.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 2.6250%  | N/A     | $20.00             | $19.84             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 3.8750%  | N/A     | $600.00            | $543.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 2.6250%  | N/A     | $980.00            | $992.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $1000.00           | $946.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 4.1250%  | N/A     | $20.00             | $20.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 2.8750%  | N/A     | $20.00             | $19.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 3.6250%  | N/A     | $260.00            | $262.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 1.3750%  | N/A     | $7571540.00        | $8944055.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 1.7500%  | N/A     | $20.00             | $31.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 2.3750%  | N/A     | $20.00             | $19.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.2500%  | N/A     | $10761700.00       | $7889792.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 3.8750%  | N/A     | $11180.00          | $24185.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 1.7500%  | N/A     | $546660.00         | $373133.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.7500%  | N/A     | $20.00             | $20.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 2.2500%  | N/A     | $1000.00           | $996.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 3.8750%  | N/A     | $65620.00          | $67179.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 3.7500%  | N/A     | $320.00            | $282.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 0.3750%  | N/A     | $200.00            | $191.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 0.3750%  | N/A     | $20.00             | $19.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-07-15      | 1.8750%  | N/A     | $137820.00         | $140057.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | 4.6250%  | N/A     | $40.00             | $42.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 2.8750%  | N/A     | $20.00             | $19.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 4.6250%  | N/A     | $20.00             | $20.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 4.6250%  | N/A     | $40.00             | $41.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 0.8750%  | N/A     | $60.00             | $76.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 3.1250%  | N/A     | $20.00             | $16.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 4.2500%  | N/A     | $20.00             | $20.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $180.00            | $190.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 4.5000%  | N/A     | $20.00             | $20.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 6.1250%  | N/A     | $1800.00           | $1902.75           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 3.5000%  | N/A     | $40.00             | $40.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 3.0000%  | N/A     | $20600.00          | $15815.93          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.6250%  | N/A     | $80.00             | $79.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 6.6250%  | N/A     | $140.00            | $148.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 3.6250%  | N/A     | $1435680.00        | $3070080.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | 0.6250%  | N/A     | $60.00             | $63.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $20.00             | $19.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 2.5000%  | N/A     | $200.00            | $201.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 2.3750%  | N/A     | $20.00             | $19.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 2.0000%  | N/A     | $20.00             | $11.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 3.1250%  | N/A     | $800.00            | $645.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 2.7500%  | N/A     | $2580.00           | $2024.53           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $74960.00          | $75636.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 3.5000%  | N/A     | $40.00             | $40.28             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $100.00            | $92.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 3.6250%  | N/A     | $2110800.00        | $1848725.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 2.2500%  | N/A     | $200.00            | $198.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 1.1250%  | N/A     | $540.00            | $516.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-11-15      | 4.6250%  | N/A     | $60.00             | $58.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $20.00             | $12.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 1.3750%  | N/A     | $60.00             | $56.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 0.6250%  | N/A     | $20.00             | $19.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 1.7500%  | N/A     | $200.00            | $191.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 1.6250%  | N/A     | $40.00             | $39.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $720.00            | $778.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-06-30      | 4.0000%  | N/A     | $200.00            | $201.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 0.5000%  | N/A     | $20.00             | $19.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 2.1250%  | N/A     | $5650080.00        | $8325368.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $80.00             | $80.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 2.2500%  | N/A     | $800.00            | $785.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 1.3750%  | N/A     | $20.00             | $13.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 2.3750%  | N/A     | $20460.00          | $20321.02          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 4.5000%  | N/A     | $20.00             | $20.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 4.0000%  | N/A     | $20.00             | $20.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $20.00             | $17.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 2.8750%  | N/A     | $20.00             | $14.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 3.3750%  | N/A     | $400.00            | $319.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.0000%  | N/A     | $80.00             | $81.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 3.0000%  | N/A     | $2384320.00        | $1800365.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 4.2500%  | N/A     | $100.00            | $101.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 3.3750%  | N/A     | $80.00             | $66.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 3.8750%  | N/A     | $40.00             | $40.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 3.7500%  | N/A     | $200.00            | $203.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 4.6250%  | N/A     | $45360.00          | $44955.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-01-15      | 2.1250%  | N/A     | $580.00            | $612.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-10      | 0.0000%  | N/A     | $400.00            | $399.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-15      | 1.1250%  | N/A     | $20.00             | $20.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 2.7500%  | N/A     | $40.00             | $29.12             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-07      | 0.0000%  | N/A     | $40.00             | $39.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 6.3750%  | N/A     | $320.00            | $342.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.8750%  | N/A     | $40.00             | $40.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.1250%  | N/A     | $20.00             | $13.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $560.00            | $619.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 4.5000%  | N/A     | $20.00             | $19.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $133500.00         | $136514.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 3.1250%  | N/A     | $20.00             | $20.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 6.2500%  | N/A     | $660.00            | $733.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 4.7500%  | N/A     | $400.00            | $402.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 2.7500%  | N/A     | $400.00            | $309.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 3.7500%  | N/A     | $48600.00          | $49175.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 0.6250%  | N/A     | $200.00            | $189.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 0.1250%  | N/A     | $3040.00           | $3454.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 4.5000%  | N/A     | $20.00             | $20.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | 4.1250%  | N/A     | $35560.00          | $36137.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $800.00            | $804.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 5.5000%  | N/A     | $100.00            | $107.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-12      | 0.0000%  | N/A     | $980.00            | $970.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 1.6250%  | N/A     | $20.00             | $22.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 3.8577%  | N/A     | $1240.00           | $1252.18           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $400.00            | $515.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-03      | 0.0000%  | N/A     | $400.00            | $399.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 0.6250%  | N/A     | $200.00            | $189.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-15      | 3.3750%  | N/A     | $2118000.00        | $4346198.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.6250%  | N/A     | $1461920.00        | $1553592.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 1.5000%  | N/A     | $20.00             | $18.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $2000.00           | $2349.12           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 1.2500%  | N/A     | $620.00            | $585.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 3.0000%  | N/A     | $1560.00           | $1265.51           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 4.8750%  | N/A     | $800.00            | $809.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 2.2500%  | N/A     | $220.00            | $147.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-12-31      | 3.8750%  | N/A     | $160.00            | $159.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 4.6250%  | N/A     | $40.00             | $42.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 1.0000%  | N/A     | $20.00             | $20.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $8700.00           | $8758.01           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 0.7500%  | N/A     | $1200.00           | $1189.69           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 2.7500%  | N/A     | $20.00             | $18.84             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-09-30      | 3.6250%  | N/A     | $20.00             | $19.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 5.0000%  | N/A     | $20.00             | $21.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 3.6250%  | N/A     | $560.00            | $569.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 0.5000%  | N/A     | $181520.00         | $236493.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $20.00             | $22.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 0.5000%  | N/A     | $200.00            | $192.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 4.1250%  | N/A     | $2420.00           | $2190.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 2.1250%  | N/A     | $200.00            | $301.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 2.3750%  | N/A     | $860.00            | $557.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 4.0000%  | N/A     | $20.00             | $20.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 1.8750%  | N/A     | $208800.00         | $116567.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-31      | 3.8750%  | N/A     | $20.00             | $20.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | 3.5000%  | N/A     | $160.00            | $158.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-30      | 3.7500%  | N/A     | $400.00            | $396.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 4.5000%  | N/A     | $20.00             | $20.41             | U.S. Treasuries (including strips) |

### Security 22: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16DT7
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.0000%  | N/A     | $6999686.00        | $6713153.50        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1070989.00        | $1068116.97        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $29396224.00       | $25211565.05       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $19252108.00       | $16782714.90       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $24608172.00       | $21377711.54       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $552369.00         | $370507.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $107610000.00      | $80388436.05       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1649184.00        | $1578663.90        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 4.5000%  | N/A     | $16938475.00       | $14625639.89       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $2458403.00        | $2355359.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $11293990.00       | $11542476.28       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $584028.00         | $418027.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $64655.00          | $65547.77          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1500000.00        | $1329054.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $2829875.00        | $2510840.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $5258299.00        | $4894673.46        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1143517.00        | $711124.49         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $26416654.00       | $21296067.49       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $672704.00         | $417951.87         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1093152.00        | $630040.79         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1228115.00        | $1293877.61        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $12663301.00       | $9534843.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $220000.00         | $202190.77         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $17221878.00       | $12031452.41       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1127190.00        | $565365.37         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $1157594.00        | $1130448.58        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $596401.00         | $593407.89         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $24562168.00       | $21376955.93       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.0000%  | N/A     | $2849401.00        | $2562700.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $51330175.00       | $50591340.89       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1298000.00        | $1025250.96        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1076739.00        | $1055888.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $2152645.00        | $1989803.82        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1571413.00        | $964536.71         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $2019037.00        | $1966908.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $4565243.00        | $4069430.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $13085792.00       | $12018566.39       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $3171925.00        | $2557273.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1204389.00        | $1098626.79        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $283607.00         | $282713.62         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $4578183.00        | $3932396.49        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $8288943.00        | $5811804.82        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 7.0000%  | N/A     | $1000.00           | $449.70            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $6027119.00        | $5597529.63        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 4.5000%  | N/A     | $1281199.00        | $1082732.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1650615.00        | $1641622.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $24519944.00       | $21244842.09       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $757046.00         | $746386.58         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $11888851.00       | $9134641.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $4591326.00        | $3011062.66        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $381538.00         | $271190.28         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 7.0000%  | N/A     | $5802118.00        | $6208380.62        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $3363085.00        | $3402400.13        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $1528275.00        | $1413289.49        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.5000%  | N/A     | $34492053.00       | $31295631.34       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $10950000.00       | $10035649.79       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $9733418.00        | $8424350.71        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1033661.00        | $1090703.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $3015486.00        | $2303698.02        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $2100000.00        | $1820440.34        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $4784666.00        | $4711840.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.5000%  | N/A     | $1000923.00        | $1041227.24        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 3.6400%  | N/A     | $4265379.00        | $3995819.48        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $5159347.00        | $3588487.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $20918236.00       | $17585355.06       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1165814.00        | $864077.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $10202774.00       | $9778983.57        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1343128.00        | $897941.47         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $20705504.00       | $19084922.70       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $3204641.00        | $2449852.51        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $1857297.00        | $1565766.70        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $310000.00         | $298741.96         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $34314508.00       | $25512070.59       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $2930113.00        | $2290745.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1935746.00        | $1614971.14        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 7.5000%  | N/A     | $1051132.00        | $1112227.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1859806.00        | $805145.55         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 7.0000%  | N/A     | $1168648.00        | $1222272.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $1156961.00        | $1182329.71        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $31485144.00       | $28408965.68       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $6714509.00        | $4852008.01        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1310577.00        | $1291095.82        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $19872263.00       | $14560002.24       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1637311.00        | $1686214.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $4539365.00        | $4398681.58        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $2002100.00        | $1841805.35        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $1193500.00        | $922894.51         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $11874870.00       | $10534146.75       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $1595487.00        | $336684.01         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $17094666.00       | $15777493.89       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $1927951.00        | $1579355.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $5146424.00        | $5094522.33        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $1512117.00        | $1535687.07        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $376879.00         | $282864.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $3733568.00        | $3381685.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $1384993.00        | $1052487.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $1871419.00        | $1899142.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $4647772.00        | $4239556.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $1007845.00        | $156532.11         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $204402.00         | $158084.73         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $763728.00         | $784124.87         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 7.0000%  | N/A     | $1300421.00        | $1359921.86        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1444541.00        | $1466019.28        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1621061.00        | $1410151.44        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $10000000.00       | $8740798.49        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $2716840.00        | $2759038.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1031729.00        | $604759.87         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1546523.00        | $1298219.01        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $4228241.00        | $4301468.49        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 7.0000%  | N/A     | $7436632.00        | $6625988.97        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $8411214.00        | $5120427.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $30945001.00       | $29033970.78       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1310589.00        | $1049641.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $1300000.00        | $1136994.29        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 7.5000%  | N/A     | $7885708.00        | $6461641.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $4231256.00        | $3630356.84        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $13632301.00       | $10518032.16       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $2123772.00        | $2116358.48        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $252868000.00      | $205221162.02      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $2744238.00        | $2525602.66        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $2435746.00        | $2425036.45        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $12876608.00       | $9359239.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $14538521.00       | $12107304.34       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $7117752.00        | $5995083.58        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $32740660.00       | $22840567.80       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $3065000.00        | $2948219.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $4327391.00        | $4255156.81        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1459641.00        | $1323918.86        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $1184089.00        | $1038662.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $800000.00         | $755463.18         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $2842564.00        | $2326104.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $21250547.00       | $15172877.20       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $2101693.00        | $1792656.70        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $1521714.00        | $1403614.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $665066.00         | $446519.59         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $10258108.00       | $7140682.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $17709625.00       | $16608739.07       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $17186022.00       | $14450887.08       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $926130.00         | $678345.34         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $321200.00         | $250882.99         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1005451.00        | $991514.97         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $9346341.00        | $8568877.59        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $999183.00         | $681760.66         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $5319840.00        | $4974905.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $11668995.00       | $8997875.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $5710583.00        | $4998280.68        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $3744208.00        | $3739844.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1125388.00        | $924594.13         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $144459.00         | $106887.24         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $14706826.00       | $13928128.92       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $218768.00         | $218674.24         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 7.5000%  | N/A     | $1590983.00        | $1665188.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $52559698.00       | $48433267.79       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $608000.00         | $549907.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $3873361.00        | $3302390.51        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $36481451.00       | $34612164.59       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $3021493.00        | $2449962.85        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $1518532.00        | $1345320.64        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $67449581.00       | $48069364.63       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $3300000.00        | $3133100.29        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 4.5000%  | N/A     | $3732407.00        | $3342911.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1110299.00        | $1170431.22        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $1789740.00        | $1406786.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 7.0000%  | N/A     | $1770586.00        | $1658510.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $3065024.00        | $3107009.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1570617.00        | $1505587.96        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $36600899.00       | $30200224.10       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $2218309.00        | $2194812.29        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $14698653.00       | $11004736.47       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $100000.00         | $78255.37          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $848693.00         | $759319.21         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1497342.00        | $1102864.37        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $626000.00         | $584643.20         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $38627180.00       | $36381222.03       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $18461116.00       | $13782013.84       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $200000.00         | $180578.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $28183117.00       | $27581083.98       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $10916312.00       | $10459000.90       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 4.5000%  | N/A     | $1092627.00        | $937122.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $5388897.00        | $4905557.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.5000%  | N/A     | $7079214.00        | $2144779.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $16436762.00       | $14983234.44       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $28697105.00       | $22231155.75       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1049750.00        | $1067955.68        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $7088148.00        | $6581270.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 7.0000%  | N/A     | $1282500.00        | $1352476.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.5000%  | N/A     | $3002406.00        | $2866400.06        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $53826296.00       | $49621058.85       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $669662.00         | $696440.06         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $380590.00         | $368115.72         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.5000%  | N/A     | $1050336.00        | $1087654.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.0000%  | N/A     | $1437000.00        | $1301721.03        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 7.5000%  | N/A     | $1035339.00        | $943687.62         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $435836.00         | $362479.25         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 8.0000%  | N/A     | $1064250.00        | $217906.69         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 4.5000%  | N/A     | $1015108.00        | $718743.63         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $278438.00         | $256478.96         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $932602.00         | $723279.56         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $22528340.00       | $20959483.40       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.0000%  | N/A     | $778000.00         | $706586.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $9009739.00        | $8081473.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $96561.00          | $88345.43          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $650000.00         | $460714.25         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $246060.00         | $225816.61         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $15811275.00       | $11730067.13       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $500000.00         | $463527.30         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $15552573.00       | $12533207.66       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $2055025.00        | $1961086.79        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1603873.00        | $1663622.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $88993.00          | $70417.69          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $709000.00         | $683243.12         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $19480620.00       | $16328476.88       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $3328509.00        | $3529619.29        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $5034000.00        | $4035824.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $23750893.00       | $19662614.15       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $1073599.00        | $987079.47         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $26000000.00       | $23445577.57       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1420242.00        | $623711.90         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $1668100.00        | $1693739.68        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $210000.00         | $188206.73         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $20623171.00       | $18340334.71       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1719150.00        | $1644493.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $15485376.00       | $9132303.48        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $3216918.00        | $2806110.34        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $1055800.00        | $1101274.44        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $710031.00         | $585892.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1040061.00        | $927759.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 7.0000%  | N/A     | $1478298.00        | $1599409.79        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 3.7280%  | N/A     | $3237342.00        | $3035818.89        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $2034445.00        | $1644893.73        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $2554007.00        | $2293539.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 7.0000%  | N/A     | $1453345.00        | $1420052.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1082800.00        | $1099359.29        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $3914608.00        | $3607595.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $700000.00         | $667788.68         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $38945176.00       | $34262147.19       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $1152709.00        | $928626.58         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.0000%  | N/A     | $193751.00         | $184857.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 4.1460%  | N/A     | $1628417.00        | $1566542.29        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1118138.00        | $919819.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1042000.00        | $1040180.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1039085.00        | $999503.48         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $370979.00         | $308867.95         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $2469351.00        | $1978530.32        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $110794.00         | $101137.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $5475529.00        | $3358564.90        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $635473.00         | $510645.84         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1104230.00        | $1123672.58        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $772735.00         | $790263.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $1439225.00        | $1187220.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $2483000.00        | $2304918.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $34225930.00       | $34095884.61       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $2054767.00        | $1739937.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $4188552.00        | $3299483.07        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $5103386.00        | $4950873.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.0000%  | N/A     | $31038988.00       | $29798576.08       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $38618162.00       | $36217180.86       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $105000.00         | $96158.11          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.0000%  | N/A     | $1326225.00        | $1242101.49        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1590336.00        | $1667082.50        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 7.0000%  | N/A     | $2355729.00        | $1919383.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1099899.00        | $1101427.19        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.0000%  | N/A     | $104728.00         | $102852.06         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.0000%  | N/A     | $7492569.00        | $6908741.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $4079272.00        | $2417226.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $10909114.00       | $10419407.32       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1657241.00        | $1322203.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $385818.00         | $331605.13         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1347000.00        | $901566.78         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $495375.00         | $508051.61         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $1035242.00        | $1077851.28        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 7.0000%  | N/A     | $1314.00           | $1285.14           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $5057013.00        | $4749822.29        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1436974.00        | $292447.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.0000%  | N/A     | $32574137.00       | $29613182.53       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $1046581.00        | $1082831.73        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1155080.00        | $1162082.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $1121982.00        | $1116283.45        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $2028718.00        | $1842949.50        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 7.0000%  | N/A     | $2006843.00        | $2153011.57        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.5000%  | N/A     | $2614918.00        | $2483615.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $2232974.00        | $1909599.06        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $1524374.00        | $1466844.18        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $1540272.00        | $1319943.31        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $1181970.00        | $997973.95         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $66599728.00       | $63795716.07       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $2159739.00        | $2237524.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $2179425.00        | $1894192.28        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $169000.00         | $142516.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $1638136.00        | $1147011.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1125750.00        | $1143083.85        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $10953571.00       | $8600576.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $21159630.00       | $19021431.80       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $18497205.00       | $17059697.25       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $33526442.00       | $29356512.97       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1296500.00        | $1180215.37        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $262826.00         | $262373.31         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $1233555.00        | $894755.72         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $14676466.00       | $14082205.06       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $4033301.00        | $3585298.35        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $692000.00         | $646481.37         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $2986973.00        | $3066403.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $325000.00         | $278789.91         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1513920.00        | $996700.54         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $5417179.00        | $5272509.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $1052210.00        | $803394.80         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1411507.00        | $1300769.64        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1177809.00        | $1081774.90        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 7.5000%  | N/A     | $1327410.00        | $1321106.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1066377.00        | $977439.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1170453.00        | $953511.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $3511608.00        | $3105678.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $734975.00         | $724698.97         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $13933681.00       | $13823424.48       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $8515249.00        | $6081353.73        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 7.0000%  | N/A     | $1044754.00        | $1098302.89        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $5803153.00        | $4941260.85        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $19409768.00       | $12108451.29       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $7650748.00        | $6554610.79        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1478357.00        | $1245961.45        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $10125130.00       | $7201588.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $31927761.00       | $29163566.42       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $6421000.00        | $5727930.47        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $2641554.00        | $2430348.31        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $4001000.00        | $3728942.31        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $4452673.00        | $4208953.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $4858620.00        | $3789655.70        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $90845.00          | $82657.85          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $1006628.00        | $1012752.85        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1240191.00        | $1114579.86        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $1407642.00        | $791513.63         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $4398166.00        | $4345115.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $180000.00         | $149250.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 7.0000%  | N/A     | $1364611.00        | $1428736.44        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.5000%  | N/A     | $1168530.00        | $735334.99         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $3416604.00        | $3206868.63        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $10955243.00       | $5886785.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $1306166.00        | $1337835.34        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $149576.00         | $139385.33         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $7418403.00        | $7398330.61        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.5000%  | N/A     | $309369.00         | $327364.58         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1054356.00        | $916083.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $2597331.00        | $2315259.47        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $14393867.00       | $12601322.19       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $1953149.00        | $1911164.59        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $4380000.00        | $3436500.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1304902.00        | $1004053.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $12767343.00       | $11732292.16       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1093621.00        | $740932.99         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $3552444.00        | $3023952.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $2885383.00        | $2884229.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $751548.00         | $678073.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1842602.00        | $1405151.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $18434561.00       | $15680858.12       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 7.0000%  | N/A     | $1377899.00        | $1284351.83        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 4.5000%  | N/A     | $58186.00          | $54588.46          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $792885.00         | $449536.42         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1064020.00        | $703552.55         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $2556603.00        | $1114108.59        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $1309750.00        | $1187670.13        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $340000.00         | $307402.84         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 7.0000%  | N/A     | $1762840.00        | $1439805.05        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1022112.00        | $1049711.77        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1014708.00        | $1028330.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $5880768.00        | $4719095.71        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $1520182.00        | $1174924.08        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.4810%  | N/A     | $5160123.00        | $4553989.58        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $30753194.00       | $28867730.22       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $3263525.00        | $2660915.96        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1035923.00        | $979001.17         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $10441697.00       | $9687737.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $12072576.00       | $10339525.69       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $3000000.00        | $2778369.48        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 3.7500%  | N/A     | $1573525.00        | $1482504.37        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $15095652.00       | $13925181.34       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1034308.00        | $976324.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $80000.00          | $67851.19          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $602517.00         | $478153.04         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.0000%  | N/A     | $5863378.00        | $5141402.64        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $3834000.00        | $2996198.02        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.5000%  | N/A     | $2899147.00        | $2683789.37        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 7.5000%  | N/A     | $1309514.00        | $1195031.83        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $1433850.00        | $1273432.71        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1279216.00        | $1294232.50        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $1076045.00        | $776725.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $1136989.00        | $972766.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.5000%  | N/A     | $1136023.00        | $1105611.85        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $7213308.00        | $7323644.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $3235998.00        | $2950982.07        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $1069737.00        | $1015535.22        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 7.5000%  | N/A     | $1135059.00        | $723381.54         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1267637.00        | $1262616.45        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $1634686.00        | $1521333.77        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1827341.00        | $1661147.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $2573626.00        | $1952419.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $627171.00         | $645980.18         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1315137.00        | $1313630.44        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $667082.00         | $391349.03         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $265195.00         | $225903.78         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $56636.00          | $57081.76          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $1033597.00        | $915510.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 7.0000%  | N/A     | $2468982.00        | $2648253.72        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $2524000.00        | $2496963.72        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $4754263.00        | $4072558.08        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $47302122.00       | $44880370.29       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1267032.00        | $1243338.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $120000.00         | $98814.76          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1626822.00        | $1102714.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $3125933.00        | $2914634.58        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $130000.00         | $106294.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $32613907.00       | $32338415.67       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $63000.00          | $56020.22          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $652225.00         | $465790.49         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $1100041.00        | $1004725.83        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $7938354.00        | $6800942.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.0000%  | N/A     | $19524970.00       | $18828889.63       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $1408972.00        | $1171724.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $1120175.00        | $1038980.71        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $18577601.00       | $14604364.34       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $12750678.00       | $9737789.69        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $2114162.00        | $2198581.32        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1859641.00        | $1847117.02        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $1205455.00        | $1263031.29        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $1530243.00        | $1525581.01        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1079951.00        | $994998.78         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1260392.00        | $1084571.22        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $2097425.00        | $1701203.05        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $5730660.00        | $4900712.97        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $1595448.00        | $1678680.24        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $2840949.00        | $2897846.18        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $33565533.00       | $32015384.05       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $2167401.00        | $1563857.42        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.5000%  | N/A     | $2340865.00        | $2458447.51        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $2425758.00        | $1662083.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $1554775.00        | $1480036.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $100000.00         | $104502.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 7.0000%  | N/A     | $1147697.00        | $872973.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $1170892.00        | $1202384.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $3822896.00        | $3249351.50        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $1294579.00        | $1358409.16        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $10863723.00       | $9644064.61        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $13424463.00       | $9813096.45        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $8100748.00        | $6691203.06        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $17236620.00       | $13353346.54       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $24918235.00       | $22319025.87       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $1853295.00        | $1170371.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $20000000.00       | $18867555.25       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $1513144.00        | $1138889.34        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 7.0000%  | N/A     | $432180.00         | $161117.18         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $80000.00          | $77207.76          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 7.5000%  | N/A     | $1251310.00        | $896248.38         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $2413773.00        | $2490700.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $916692.00         | $869546.91         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $13598524.00       | $13650997.12       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $620687.00         | $575040.95         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $2041892.00        | $2144603.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $32094412.00       | $27371299.44       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $842626.00         | $575146.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.0000%  | N/A     | $1424693.00        | $1093807.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $40865000.00       | $34248986.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1101440.00        | $1093146.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1206101.00        | $1111055.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.2900%  | N/A     | $698019.00         | $453385.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 4.7420%  | N/A     | $1179116.00        | $1165373.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $27933488.00       | $20905491.27       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $2063529.00        | $1826215.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $1322475.00        | $1110821.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.0000%  | N/A     | $1167466.00        | $945120.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $13161765.00       | $11721901.71       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $318797.00         | $280036.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1090762.00        | $878292.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $4641277.00        | $3682093.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $599720.00         | $506819.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $58921815.00       | $50269496.58       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.5000%  | N/A     | $1360827.00        | $1432962.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $59799000.00       | $43770502.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1219807.00        | $1237669.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $3436000.00        | $2280992.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $967561.00         | $1022115.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1067816.00        | $1069742.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.0000%  | N/A     | $5889524.00        | $5387017.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $55839127.00       | $50032786.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 7.0000%  | N/A     | $999773.00         | $1065054.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 7.0000%  | N/A     | $1079233.00        | $1151930.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 3.5520%  | N/A     | $3378057.00        | $3042855.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 3.5560%  | N/A     | $2747640.00        | $2577486.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $1413662.00        | $1037163.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $8120083.00        | $6181054.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $24306130.00       | $21017529.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $2045355.00        | $1658051.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $1826051.00        | $1437708.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $5584139.00        | $4862850.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1074099.00        | $532462.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 3.0200%  | N/A     | $1137083.00        | $1002770.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $61087335.00       | $53074625.79       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $20690523.00       | $14685581.11       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1651586.00        | $1645282.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0670%  | N/A     | $8599240.00        | $6837430.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $6952784.00        | $6591665.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1415417.00        | $1207941.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1002815.00        | $919048.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1569088.00        | $1395534.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $36825806.00       | $33152106.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $3360930.00        | $2934062.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $54499013.00       | $50810020.01       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $287087.00         | $291218.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $17133882.00       | $14612490.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 3.5000%  | N/A     | $1421000.00        | $1218993.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $31821632.00       | $24723444.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 3.5000%  | N/A     | $763000.00         | $664086.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $64537220.00       | $59487356.26       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $113500000.00      | $92795499.20       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 7.0000%  | N/A     | $2429450.00        | $2591486.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $3707712.00        | $3298722.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1153214.00        | $970447.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $8789888.00        | $8023225.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $2126111.00        | $1968417.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $376026.00         | $274162.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.0000%  | N/A     | $2102808.00        | $1919152.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $55148683.00       | $50964418.47       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $29506272.00       | $23963686.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $502681.00         | $528295.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $3380385.00        | $2809689.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1190000.00        | $992078.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $8979000.00        | $7160755.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.2230%  | N/A     | $2760609.00        | $2538111.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $1122461.00        | $1070128.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $3474276.00        | $2816709.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1470000.00        | $1294564.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1100000.00        | $751160.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $116452.00         | $77492.02          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $2629913.00        | $2124836.12        | Agency Mortgage-Backed Securities |

### Security 23: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16E09
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2051-01-20      | 5.0000%  | N/A     | $200000.00         | $125285.03         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-04-16      | 3.5000%  | N/A     | $16583130.00       | $22882309.00       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-09-20      | 5.5000%  | N/A     | $1000000.00        | $225057.95         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.5000%  | N/A     | $1000000.00        | $256463.07         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-12-16      | 2.5000%  | N/A     | $48000000.00       | $1330238.24        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-12-20      | 3.5000%  | N/A     | $582011.00         | $605739.13         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-07-20      | 4.6530%  | N/A     | $55898042.00       | $31627469.69       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.8030%  | N/A     | $49985631.00       | $36483196.69       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-02-20      | 5.5000%  | N/A     | $7541565.00        | $2876573.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | 4.7030%  | N/A     | $62725000.00       | $24874578.34       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.0000%  | N/A     | $751369.00         | $751035.98         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $10758000.00       | $6553239.98        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-03-20      | 4.0000%  | N/A     | $1363636.00        | $851298.98         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-11-20      | 1.0000%  | N/A     | $290000.00         | $135300.19         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-08-20      | 5.0000%  | N/A     | $75163000.00       | $68468314.99       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.7500%  | N/A     | $43019978.00       | $40359799.99       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-10-20      | 1.0000%  | N/A     | $335000.00         | $127170.25         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-12-20      | 6.0000%  | N/A     | $26469497.00       | $8829279.20        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-05-20      | 4.0000%  | N/A     | $7000000.00        | $1254002.80        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $199000.00         | $155504.25         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.0000%  | N/A     | $149991610.00      | $30349788.64       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-08-20      | 6.5000%  | N/A     | $111574.00         | $140259.37         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.5000%  | N/A     | $10129108.00       | $2732952.04        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.5000%  | N/A     | $150000000.00      | $116687025.86      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-02-20      | 3.5000%  | N/A     | $1000000.00        | $1148765.95        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-02-20      | 3.5000%  | N/A     | $699000.00         | $497403.64         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.0000%  | N/A     | $3545333.00        | $1233410.69        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $2643392.00        | $1617582.91        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-08-20      | 3.5000%  | N/A     | $34955246.00       | $33634858.33       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | 5.5000%  | N/A     | $1012597.00        | $1045622.40        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 6.5000%  | N/A     | $409184.00         | $488133.44         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | 2.5000%  | N/A     | $169593000.00      | $101502275.78      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-12-20      | 4.7030%  | N/A     | $50000000.00       | $17102625.15       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-05-16      | 6.0000%  | N/A     | $100000.00         | $283771.48         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.5130%  | N/A     | $40000000.00       | $23350811.24       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.7030%  | N/A     | $16391000.00       | $9310736.17        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-04-20      | 3.0000%  | N/A     | $628996.00         | $120176.88         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-16      | 4.7500%  | N/A     | $10020730.00       | $9907883.20        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.8003%  | N/A     | $8881980.00        | $8290712.68        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $9024413.00        | $7410012.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-02-20      | 5.5000%  | N/A     | $27820835.00       | $22558203.14       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.5030%  | N/A     | $29999000.00       | $21849957.97       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-07-20      | 5.0000%  | N/A     | $715391.00         | $728955.37         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-01-20      | 3.5000%  | N/A     | $3270002.00        | $897258.13         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-03-20      | 5.0000%  | N/A     | $7386704.00        | $7115703.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.2500%  | N/A     | $858730.00         | $823405.41         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1268023.00        | $1306867.88        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.0000%  | N/A     | $620392.00         | $625720.21         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.0000%  | N/A     | $500000.00         | $518433.91         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 5.5000%  | N/A     | $2429853.00        | $2503580.95        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.4898%  | N/A     | $11216141.00       | $1633604.91        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-03-20      | 5.0000%  | N/A     | $2726193.00        | $2632367.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $9348274.00        | $10107642.15       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $5163655.00        | $4073197.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $299953213.00      | $175640677.17      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 5.5000%  | N/A     | $4370173.00        | $3266780.20        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-08-20      | 4.0000%  | N/A     | $600000.00         | $192671.02         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-07-20      | 4.5000%  | N/A     | $1174180.00        | $1189092.98        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-08-20      | 4.5000%  | N/A     | $4410048.00        | $4250917.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 3.5000%  | N/A     | $1460240.00        | $986097.64         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-16      | 5.0000%  | N/A     | $130448736.00      | $129593443.07      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | 7.5000%  | N/A     | $590171.00         | $281243.55         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-05-20      | 4.5000%  | N/A     | $6578007.00        | $3912360.02        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-06-20      | 6.5000%  | N/A     | $122294.00         | $144974.71         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.5530%  | N/A     | $5800000.00        | $4145508.99        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.7030%  | N/A     | $39500000.00       | $14876930.77       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.5000%  | N/A     | $150756.00         | $160296.51         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $9667970.00        | $9834781.12        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-10-16      | 3.0000%  | N/A     | $1900000.00        | $463349.86         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-12-20      | 4.5000%  | N/A     | $12435918.00       | $12353416.81       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.7630%  | N/A     | $50000000.00       | $20134328.14       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | 6.0000%  | N/A     | $13081887.00       | $14679619.74       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | 4.5000%  | N/A     | $158261.00         | $157077.24         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-11-20      | 4.0000%  | N/A     | $1725176.00        | $908484.72         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 6.2000%  | N/A     | $835559.00         | $414737.16         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-10-20      | 3.5000%  | N/A     | $364296.00         | $301216.43         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-07-20      | 6.0000%  | N/A     | $2542246.00        | $2218542.57        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-05-20      | 1.5000%  | N/A     | $705496.00         | $374150.87         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-02-20      | 5.0000%  | N/A     | $200000.00         | $122706.84         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.0000%  | N/A     | $1274948.00        | $1491617.38        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.0000%  | N/A     | $200000.00         | $91543.96          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-06-20      | 4.0000%  | N/A     | $65279835.00       | $62497165.97       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-11-20      | 4.7500%  | N/A     | $10397308.00       | $10291240.85       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-04-16      | 4.5000%  | N/A     | $532199.00         | $516713.60         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.5000%  | N/A     | $1274796.00        | $1576494.34        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.8530%  | N/A     | $50000000.00       | $35695238.55       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-03-20      | 4.5000%  | N/A     | $616764.00         | $759139.29         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-16      | 4.0139%  | N/A     | $7719393.00        | $8677600.28        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1101111.00        | $1128192.01        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | 3.5000%  | N/A     | $13369205.00       | $12661275.77       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | 7.0000%  | N/A     | $411078.00         | $526718.66         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.5000%  | N/A     | $14536464.00       | $12186527.69       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.0000%  | N/A     | $460720.00         | $254563.05         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-10-20      | 3.5000%  | N/A     | $49991471.00       | $41885879.87       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2035-01-20      | 5.0000%  | N/A     | $1052971.00        | $913454.05         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 5.0000%  | N/A     | $14932193.00       | $14522859.60       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 7.0000%  | N/A     | $1188838.00        | $1264293.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | 4.7500%  | N/A     | $36050983.00       | $33723550.30       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-11-20      | 4.0000%  | N/A     | $3405284.00        | $624058.87         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-11-20      | 5.5000%  | N/A     | $1719245.00        | $1497570.46        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-08-16      | 1.5000%  | N/A     | $1000000.00        | $108311.49         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2035-01-20      | 6.0000%  | N/A     | $5337660.00        | $3231618.94        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $6000000.00        | $6953114.91        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.5000%  | N/A     | $439423.00         | $320770.81         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | 4.5000%  | N/A     | $831679.00         | $905055.20         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-09-20      | 3.5000%  | N/A     | $357584.00         | $318865.06         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $87000.00          | $68590.39          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.5030%  | N/A     | $30000000.00       | $14834151.63       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-04-20      | 3.5000%  | N/A     | $9055710.00        | $7334203.91        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-16      | 4.2500%  | N/A     | $24845278.00       | $24692322.32       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.7500%  | N/A     | $150753.00         | $158525.93         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-07-20      | 5.0000%  | N/A     | $15222778.00       | $13670893.35       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $29908781.00       | $27805699.85       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-07-20      | 5.0000%  | N/A     | $469392.00         | $387511.87         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 2.0000%  | N/A     | $589318.00         | $346558.53         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.5000%  | N/A     | $62563.00          | $69239.30          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $50000000.00       | $30305193.08       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | 6.0000%  | N/A     | $11094971.00       | $5735866.71        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.5000%  | N/A     | $395829.00         | $349366.64         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-12-20      | 5.0000%  | N/A     | $1429699.00        | $1238746.42        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-09-20      | 2.2500%  | N/A     | $11050000.00       | $126806.12         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2027-07-31      | 3.8750%  | N/A     | $565424400.00      | $578971799.61      | U.S. Treasuries (including strips)        |

### Security 24: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16GA5
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $528205.00         | $384635.13         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $600000.00         | $434939.96         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $48845617.00       | $48299816.08       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.5000%  | N/A     | $3728222.00        | $1443376.55        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 3.0000%  | N/A     | $2000000.00        | $1372402.92        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $1083647.00        | $706818.72         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $1312667.00        | $966077.66         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 4.5000%  | N/A     | $457735.00         | $403782.17         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 3.0070%  | N/A     | $1100000.00        | $203855.14         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $1058952.00        | $803404.36         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-05-01      | 6.7670%  | N/A     | $7335471.00        | $103696.97         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 3.5000%  | N/A     | $747000.00         | $597639.63         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $6345463.00        | $5346684.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $138000.00         | $101651.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 3.5000%  | N/A     | $14853307.00       | $13881325.99       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $16088255.00       | $15968333.15       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $9284000.00        | $1161787.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.0000%  | N/A     | $3210817.00        | $2741740.57        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $32793750.00       | $26945736.37       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-11-01      | 5.0000%  | N/A     | $1142642.00        | $790318.85         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-09-01      | 6.6060%  | N/A     | $21969468.00       | $1509690.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 3.5000%  | N/A     | $20459000.00       | $2377825.63        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 5.9710%  | N/A     | $6027979.00        | $186895.28         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-07-01      | 4.5000%  | N/A     | $1127557.00        | $1104702.48        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $8127901.00        | $6224150.81        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 5.8000%  | N/A     | $746239.00         | $108485.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $1534830.00        | $680039.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 5.0000%  | N/A     | $600000.00         | $597387.51         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 5.0000%  | N/A     | $4943560.00        | $4649791.34        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 4.5000%  | N/A     | $110000.00         | $70269.67          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 6.3200%  | N/A     | $19000000.00       | $329160.59         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $32466951.00       | $19860203.27       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $5000000.00        | $3638160.02        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $1019162.00        | $704178.52         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $21827002.00       | $17376796.49       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $1194500.00        | $475537.28         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $2774287.00        | $2129035.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.5000%  | N/A     | $8105974.00        | $6628299.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 4.0000%  | N/A     | $9900000.00        | $7760811.48        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 6.1350%  | N/A     | $11405950.00       | $139945.50         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $4551167.00        | $3615171.34        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $5994538.00        | $5356259.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $525000.00         | $402114.66         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $350000.00         | $53867.02          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $1000000.00        | $637036.43         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 6.1280%  | N/A     | $30015203.00       | $243776.20         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.5000%  | N/A     | $2500000.00        | $1288938.57        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $167788.00         | $129611.50         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $529741.00         | $532007.75         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $1051489.00        | $844257.06         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.0000%  | N/A     | $2950000.00        | $2171360.48        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $2442787.00        | $1699579.73        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 4.5000%  | N/A     | $5159818.00        | $4254197.60        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.5000%  | N/A     | $14910932.00       | $2096702.13        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.0000%  | N/A     | $103000.00         | $66648.14          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 4.5000%  | N/A     | $5035563.00        | $4121615.22        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 6.4680%  | N/A     | $1018000.00        | $87016.68          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $1933560.00        | $1271710.07        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $1020781.00        | $762292.63         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.5000%  | N/A     | $1044323.00        | $680618.20         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 4.5000%  | N/A     | $448695.00         | $361688.92         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 6.7130%  | N/A     | $4952441.00        | $88485.94          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $1255948.00        | $901089.82         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $2728874.00        | $2626508.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $320000.00         | $239381.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 3.3620%  | N/A     | $10657199.00       | $697188.55         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $1114281.00        | $843808.94         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 6.2570%  | N/A     | $63582100.00       | $186102.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $14429943.00       | $10604522.45       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1309400.00        | $1115436.13        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $2482163.00        | $2118350.85        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-11-01      | 6.5220%  | N/A     | $13356707.00       | $63373.69          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.5000%  | N/A     | $100000.00         | $56843.57          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 6.0000%  | N/A     | $1031110.00        | $1024567.69        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $67780321.00       | $60139600.25       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $1651003.00        | $1396241.61        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $75787.00          | $65501.16          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 3.5000%  | N/A     | $169000.00         | $128725.79         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 5.5000%  | N/A     | $1898974.00        | $1889199.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 6.1560%  | N/A     | $35519952.00       | $337305.26         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 6.8800%  | N/A     | $17151405.00       | $339430.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $150000.00         | $125881.09         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $2659605.00        | $2303863.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-02-01      | 1.5000%  | N/A     | $632584.00         | $315446.42         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $853914.00         | $834918.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 3.0000%  | N/A     | $130886.00         | $99940.09          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.9480%  | N/A     | $174000.00         | $142348.28         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 3.5110%  | N/A     | $1700000.00        | $216305.98         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 4.0000%  | N/A     | $650218.00         | $487806.40         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 3.5000%  | N/A     | $903176.00         | $868411.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $4681795.00        | $3884562.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-07-01      | 6.1730%  | N/A     | $8369898.00        | $134297.52         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-04-01      | 4.7990%  | N/A     | $3280298.00        | $58408.52          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 4.5000%  | N/A     | $3709000.00        | $2945759.14        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 3.0000%  | N/A     | $94837.00          | $73046.84          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $7697100.00        | $5334396.50        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $33265042.00       | $27378367.29       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 3.5000%  | N/A     | $438000.00         | $83773.29          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-04-01      | 6.7960%  | N/A     | $2243333.00        | $1498682.18        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 5.6250%  | N/A     | $7348477.00        | $60642.31          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.5000%  | N/A     | $4783760.00        | $1301769.55        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $2998530.00        | $2293517.31        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1659567.00        | $1645696.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $771610.00         | $619545.09         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-03-01      | 6.4500%  | N/A     | $862000.00         | $176371.55         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.0000%  | N/A     | $1049217.00        | $186560.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $405015.00         | $363408.41         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 4.0000%  | N/A     | $9201515.00        | $1938704.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 6.8590%  | N/A     | $23785000.00       | $141140.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $580000.00         | $448106.77         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $10070942.00       | $7779030.22        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 6.0000%  | N/A     | $400000.00         | $300819.64         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $401622.00         | $390553.66         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 3.0000%  | N/A     | $5003000.00        | $3725077.89        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $25346330.00       | $20598879.04       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 6.2870%  | N/A     | $29344609.00       | $509874.17         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-01-01      | 2.0000%  | N/A     | $200000.00         | $126767.48         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $1111416.00        | $997218.06         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $319916.00         | $263701.52         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 6.4340%  | N/A     | $4039393.00        | $329177.44         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 4.5000%  | N/A     | $409559.00         | $65662.86          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $927429.00         | $707248.09         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 3.0000%  | N/A     | $5000000.00        | $3776561.68        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-01-01      | 6.5000%  | N/A     | $2879076.00        | $1272307.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 4.5000%  | N/A     | $675579.00         | $574774.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $60960930.00       | $43930439.93       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.5000%  | N/A     | $1012592.00        | $1024239.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $326979.00         | $238743.41         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 4.5000%  | N/A     | $2051774.00        | $1893804.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.5000%  | N/A     | $976206.00         | $996794.06         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 6.3920%  | N/A     | $6954000.00        | $160797.87         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 6.3550%  | N/A     | $13024832.00       | $79249.16          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $500000.00         | $363498.83         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $1013570.00        | $1016627.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $453333.00         | $305405.11         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-10-01      | 2.0000%  | N/A     | $2150000.00        | $1309065.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.5000%  | N/A     | $800000.00         | $91446.68          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 3.5000%  | N/A     | $800000.00         | $109492.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.5000%  | N/A     | $5750000.00        | $3904104.14        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.0000%  | N/A     | $110000.00         | $67357.06          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 3.1790%  | N/A     | $14935617.00       | $2178143.18        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.0000%  | N/A     | $185664.00         | $184089.98         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 3.0000%  | N/A     | $1497000.00        | $411053.52         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 3.5000%  | N/A     | $450000.00         | $64847.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $503177.00         | $486369.95         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $7439596.00        | $6030103.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $833409.00         | $606933.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 4.0000%  | N/A     | $5981000.00        | $4799616.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 4.5000%  | N/A     | $12551324.00       | $11941818.93       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 4.0000%  | N/A     | $620000.00         | $96090.99          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 5.9560%  | N/A     | $8848293.00        | $277522.74         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 4.5000%  | N/A     | $545047.00         | $440918.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $2111267.00        | $2056155.84        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $451000.00         | $72335.71          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-04-01      | 4.5000%  | N/A     | $1110374.00        | $329093.35         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $2917000.00        | $2568905.22        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $2020000.00        | $575360.27         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $2835740.00        | $2107992.34        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $4805643.00        | $3691524.21        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $1380686.00        | $1160588.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 3.0000%  | N/A     | $14513504.00       | $12878006.50       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 6.6780%  | N/A     | $4000000.00        | $75271.70          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 6.2500%  | N/A     | $3251997.00        | $190830.89         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $114000.00         | $80171.28          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.5000%  | N/A     | $400000.00         | $270398.97         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $8475000.00        | $6566869.48        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $1028839.00        | $896960.80         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 5.9200%  | N/A     | $22609909.00       | $354486.89         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-10-01      | 6.4920%  | N/A     | $903925.00         | $95053.10          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 6.2040%  | N/A     | $2277776.00        | $95937.66          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 4.0000%  | N/A     | $9312967.00        | $7330000.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 6.3400%  | N/A     | $3889733.00        | $228309.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $80000.00          | $61269.87          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 6.4210%  | N/A     | $223000.00         | $65629.48          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 2.5000%  | N/A     | $130078.00         | $83665.27          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-10-01      | 6.3800%  | N/A     | $11286119.00       | $133540.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $1023735.00        | $649395.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 5.0000%  | N/A     | $6927380.00        | $187301.55         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.5000%  | N/A     | $184300.00         | $125807.98         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $562511.00         | $488805.14         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $800000.00         | $631345.04         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.5000%  | N/A     | $830000.00         | $86748.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $539823.00         | $441412.35         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $26110076.00       | $20651686.83       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $983094.00         | $1000357.90        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 7.0000%  | N/A     | $1016445.00        | $762714.59         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $54195432.00       | $44227255.57       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $206356180.00      | $182660449.15      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $467979.00         | $345314.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $92000.00          | $68623.66          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 3.0000%  | N/A     | $100000.00         | $68719.62          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.0000%  | N/A     | $1667000.00        | $283989.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 4.5000%  | N/A     | $798148.00         | $738243.44         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $1355000.00        | $1054474.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.5000%  | N/A     | $2632831.00        | $389080.29         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $1686686.00        | $1229535.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $117515.00         | $108362.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 3.5000%  | N/A     | $41646780.00       | $11116999.92       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-08-01      | 6.1370%  | N/A     | $1000000.00        | $56781.45          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 3.5000%  | N/A     | $94483.00          | $83011.58          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $1455000.00        | $766309.56         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 2.5000%  | N/A     | $13119982.00       | $9601368.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $676221.00         | $561749.99         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.3950%  | N/A     | $6393271.00        | $58065.42          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 3.5000%  | N/A     | $130256697.00      | $120598067.48      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $1225882.00        | $932056.99         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $4680175.00        | $4080611.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.0750%  | N/A     | $4944228.00        | $176395.31         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 4.5000%  | N/A     | $1292057.00        | $918383.21         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 7.0000%  | N/A     | $4000000.00        | $2211489.35        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $2474404.00        | $1938586.89        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 7.5000%  | N/A     | $1297493.00        | $278232.87         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $300000.00         | $231365.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-10-01      | 4.5000%  | N/A     | $2286982.00        | $2038032.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $2923416.00        | $2241594.13        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 4.0000%  | N/A     | $15016310.00       | $13564403.45       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $600000.00         | $419869.42         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.5000%  | N/A     | $398000.00         | $279283.29         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 5.8450%  | N/A     | $4881334.00        | $81663.27          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.0000%  | N/A     | $16030398.00       | $11740905.20       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $1332305.00        | $647451.74         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-02-01      | 6.1160%  | N/A     | $8273383.00        | $617557.58         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $300000.00         | $160215.73         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.1180%  | N/A     | $8200000.00        | $1337920.44        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-08-01      | 6.4300%  | N/A     | $7271096.00        | $334035.77         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $72705.00          | $63874.54          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $122000.00         | $97525.23          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 3.5000%  | N/A     | $32428127.00       | $30076219.49       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $260000.00         | $192740.57         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 3.0000%  | N/A     | $12000000.00       | $1391345.70        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 6.2500%  | N/A     | $12119956.00       | $669601.99         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 7.0000%  | N/A     | $1922963.00        | $1018231.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 5.0000%  | N/A     | $193998.00         | $187516.13         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 6.0000%  | N/A     | $1008998.00        | $1003010.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 4.5000%  | N/A     | $1141620.00        | $1122891.97        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $405000.00         | $351828.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 3.5000%  | N/A     | $2496705.00        | $2411935.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $1317254.00        | $1320400.42        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.0000%  | N/A     | $18745277.00       | $10088493.32       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $59176218.00       | $49544454.86       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 5.0000%  | N/A     | $1239496.00        | $1259535.90        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 6.6630%  | N/A     | $2229194.00        | $997860.24         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 6.3680%  | N/A     | $1311000.00        | $366165.99         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $13027686.00       | $9901209.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $1976544.00        | $1797210.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 3.5000%  | N/A     | $515987.00         | $73985.13          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $1132124.00        | $853402.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-10-01      | 2.0000%  | N/A     | $100000.00         | $51286.54          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 6.1950%  | N/A     | $21300000.00       | $144210.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $201666.00         | $179261.20         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.5000%  | N/A     | $1004900.00        | $717069.71         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $1370000.00        | $765981.83         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $1177050.00        | $942556.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $1203000.00        | $784090.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $1369000.00        | $987348.64         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 7.0000%  | N/A     | $518570.00         | $537446.35         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $2440030.00        | $1924472.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $24979000.00       | $20136252.39       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.5000%  | N/A     | $302582.00         | $153221.71         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 5.0000%  | N/A     | $7873791.00        | $7289601.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $6396430.00        | $5199798.45        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-09-01      | 5.9780%  | N/A     | $16767284.00       | $223659.92         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.5000%  | N/A     | $1257932.00        | $879925.37         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 6.3890%  | N/A     | $2700000.00        | $513002.06         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1447985.00        | $1200420.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 6.0000%  | N/A     | $402400.00         | $74909.55          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $31479477.00       | $19841413.93       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 5.5000%  | N/A     | $7061937.00        | $4262726.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 3.5000%  | N/A     | $942000.00         | $743654.82         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 6.5110%  | N/A     | $4636842.00        | $2021541.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 5.8300%  | N/A     | $8294169.00        | $117163.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $9036375.00        | $6615187.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $2404498.00        | $1569807.13        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-02-01      | 6.5210%  | N/A     | $17990000.00       | $441640.30         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $24902613.00       | $16951146.14       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 6.3060%  | N/A     | $14163796.00       | $203254.89         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 5.0000%  | N/A     | $1061302.00        | $1058511.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 3.0000%  | N/A     | $1330000.00        | $763955.41         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 4.5000%  | N/A     | $1101000.00        | $911491.14         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 6.1910%  | N/A     | $1757057.00        | $734161.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $1900000.00        | $1514997.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 4.5000%  | N/A     | $3325044.00        | $2631541.97        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $17120934.00       | $12794507.96       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.2480%  | N/A     | $8324775.00        | $1143578.02        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 3.0000%  | N/A     | $87000.00          | $65983.79          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $1012080.00        | $717450.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 6.5000%  | N/A     | $4000000.00        | $3332650.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 2.0000%  | N/A     | $100000.00         | $55395.80          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $2736107.00        | $1967963.77        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 6.3550%  | N/A     | $3533820.00        | $83729.35          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.5000%  | N/A     | $1897573.00        | $1885062.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 2.5000%  | N/A     | $2586463.00        | $1854809.22        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $2800000.00        | $2205555.61        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $185000.00         | $91783.98          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 6.6040%  | N/A     | $12587585.00       | $131735.77         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $794515.00         | $675321.97         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 6.5000%  | N/A     | $9272987.00        | $7099763.46        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $228426.00         | $181910.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $30407167.00       | $25122312.05       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $226339.00         | $146152.28         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-07-01      | 6.5230%  | N/A     | $5000000.00        | $216106.59         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $4114045.00        | $2930420.28        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 6.0630%  | N/A     | $21490000.00       | $283934.76         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $100000.00         | $71497.68          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $6381164.00        | $5855556.42        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $3819000.00        | $2532968.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 3.5000%  | N/A     | $7099859.00        | $6915791.21        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-03-01      | 6.1350%  | N/A     | $2829453.00        | $50938.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $7429077.00        | $5933917.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 6.2500%  | N/A     | $50000000.00       | $350034.98         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-05-01      | 6.4390%  | N/A     | $8846274.00        | $94188.59          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.1270%  | N/A     | $19732769.00       | $181028.92         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $473850.00         | $339188.89         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 5.9900%  | N/A     | $2032732.00        | $54132.92          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.0000%  | N/A     | $1037189.00        | $669661.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 5.0460%  | N/A     | $400000.00         | $70049.96          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 6.5020%  | N/A     | $6626000.00        | $53565.87          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 3.5000%  | N/A     | $735000.00         | $130769.31         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $499950.00         | $441066.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $465724.00         | $381790.28         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $2399000.00        | $1859541.07        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $222849.00         | $175727.85         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $14377503.00       | $13891963.80       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 4.0000%  | N/A     | $955704.00         | $95280.26          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-08-01      | 6.3950%  | N/A     | $2160988.00        | $94613.11          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.5000%  | N/A     | $180000.00         | $109382.16         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $300000.00         | $247524.44         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $965000.00         | $509806.52         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-03-01      | 1.5000%  | N/A     | $394730.00         | $193354.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 4.0000%  | N/A     | $1482707.00        | $1078129.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $140000.00         | $105523.46         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1300910.00        | $855701.48         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-04-01      | 5.0000%  | N/A     | $1550092.00        | $1502224.33        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $3814128.00        | $3370661.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 4.5000%  | N/A     | $113554.00         | $96077.09          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $2231889.00        | $1703989.07        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.5000%  | N/A     | $875876.00         | $173573.82         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 6.0550%  | N/A     | $5237657.00        | $197995.91         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1879120.00        | $1462685.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-07-01      | 5.0000%  | N/A     | $141696.00         | $122329.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $100000.00         | $79855.83          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $1262835.00        | $809462.76         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $3741725.00        | $3011567.11        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $241074.00         | $225266.29         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $1410893.00        | $753685.54         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.5000%  | N/A     | $1527383.00        | $1348266.24        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $8448515.00        | $7435475.23        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $2650974.00        | $1999759.63        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $865472.00         | $714325.04         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $200000.00         | $143841.33         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 5.5000%  | N/A     | $148304043.00      | $124349650.80      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-04-01      | 2.0000%  | N/A     | $1504241.00        | $716603.26         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $2374934.00        | $2155957.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-02-01      | 6.5000%  | N/A     | $5130599.00        | $3619224.33        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 6.1330%  | N/A     | $25489258.00       | $120183.87         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 2.4800%  | N/A     | $22383000.00       | $18453838.44       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 3.5000%  | N/A     | $965000.00         | $117796.47         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 3.5000%  | N/A     | $930000.00         | $77931.74          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $3223759.00        | $2592716.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.0000%  | N/A     | $94000.00          | $75940.51          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $1235240.00        | $681883.84         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 3.5000%  | N/A     | $403299.00         | $63128.75          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $1189572.00        | $716868.12         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $322743.00         | $260874.29         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.5000%  | N/A     | $2000000.00        | $132935.78         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $1294000.00        | $304749.98         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $329048.00         | $305440.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 5.0000%  | N/A     | $1343950.00        | $1207756.06        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 6.5470%  | N/A     | $23116372.00       | $119109.63         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $100000.00         | $83444.32          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-11-01      | 6.1200%  | N/A     | $4069817.00        | $181903.95         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-08-01      | 2.0000%  | N/A     | $100000.00         | $60146.68          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $2771188.00        | $2646341.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 4.6300%  | N/A     | $235834.00         | $239397.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $931011.00         | $612647.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.3980%  | N/A     | $853229.00         | $151433.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $1000000.00        | $653324.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $135000.00         | $112303.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-02-01      | 3.5600%  | N/A     | $5550000.00        | $4379099.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $207663.00         | $172908.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.5000%  | N/A     | $25432860.00       | $20446153.64       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 4.5000%  | N/A     | $353660.00         | $60021.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-12-01      | 2.4100%  | N/A     | $1309640.00        | $966411.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.4380%  | N/A     | $6800000.00        | $113842.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-03-01      | 6.3890%  | N/A     | $15000000.00       | $364024.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-08-01      | 4.5750%  | N/A     | $31798000.00       | $32130493.15       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 5.0000%  | N/A     | $9799698.00        | $7239014.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 6.1420%  | N/A     | $1150000.00        | $53269.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 6.3580%  | N/A     | $808000.00         | $56374.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 6.2300%  | N/A     | $8330749.00        | $187554.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | 6.3060%  | N/A     | $5250000.00        | $199300.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-10-01      | 6.2910%  | N/A     | $950000.00         | $98683.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $6500000.00        | $4625504.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $8122780.00        | $2319561.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $419993.00         | $256635.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $95588965.00       | $58079334.90       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | 6.2090%  | N/A     | $6400000.00        | $190257.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 6.2710%  | N/A     | $2100000.00        | $169305.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | 6.3500%  | N/A     | $15000000.00       | $247117.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 4.6400%  | N/A     | $14509000.00       | $14739617.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 6.0480%  | N/A     | $5000000.00        | $113685.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.4350%  | N/A     | $3632137.00        | $1997481.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $7693671.00        | $6021857.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 6.1020%  | N/A     | $4500000.00        | $123575.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 6.2970%  | N/A     | $750000.00         | $81156.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.9800%  | N/A     | $1009500.00        | $842191.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $1246300.00        | $1034061.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | 3.8500%  | N/A     | $1055000.00        | $817978.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-10-01      | 6.1000%  | N/A     | $10748510.00       | $536463.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.0800%  | N/A     | $5077495.00        | $4378337.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 6.5270%  | N/A     | $2000000.00        | $85127.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | 4.2700%  | N/A     | $57525000.00       | $56678618.68       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 2.5000%  | N/A     | $1090000.00        | $791946.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | 6.4400%  | N/A     | $429000.00         | $64432.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.5700%  | N/A     | $1273357.00        | $1044788.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.3590%  | N/A     | $356000.00         | $238849.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | 2.0700%  | N/A     | $5420000.00        | $4421660.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.6020%  | N/A     | $291000.00         | $206614.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 6.3190%  | N/A     | $825000.00         | $202465.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | 6.1070%  | N/A     | $3924293.00        | $50864.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.9360%  | N/A     | $76000.00          | $56964.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-07-01      | 6.2900%  | N/A     | $2471000.00        | $117358.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-04-01      | 3.0000%  | N/A     | $21392966.00       | $3328747.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-01-01      | 5.8650%  | N/A     | $3323278.00        | $57734.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-01-01      | 4.3600%  | N/A     | $82604000.00       | $81831836.15       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 3.5000%  | N/A     | $1572000.00        | $1238781.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | 6.3010%  | N/A     | $250000.00         | $58449.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-09-01      | 3.0100%  | N/A     | $365071.00         | $267298.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5840%  | N/A     | $402000.00         | $262045.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 3.5000%  | N/A     | $9524552.00        | $640598.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | 2.7770%  | N/A     | $400000.00         | $87520.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-04-01      | 3.9200%  | N/A     | $500000.00         | $463618.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 6.5120%  | N/A     | $15000000.00       | $603100.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-02-01      | 6.5000%  | N/A     | $1921506.00        | $735285.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $2343669.00        | $1827269.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | 3.8800%  | N/A     | $9931613.00        | $8974526.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-08-01      | 6.5000%  | N/A     | $6603000.00        | $378070.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.1980%  | N/A     | $8630425.00        | $1368820.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $6192859.00        | $4403195.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 6.4940%  | N/A     | $583084.00         | $65717.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $515000.00         | $397233.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.7530%  | N/A     | $304000.00         | $64649.79          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.2500%  | N/A     | $10000000.00       | $1532306.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | 3.1700%  | N/A     | $13382399.00       | $11756017.46       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $1585109.00        | $154459.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.7500%  | N/A     | $878832.00         | $744156.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $83912527.00       | $65454239.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.1170%  | N/A     | $937000.00         | $812703.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $149000.00         | $112311.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-07-01      | 2.6930%  | N/A     | $15000000.00       | $2171779.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 6.1250%  | N/A     | $13084467.00       | $204035.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 6.3350%  | N/A     | $737832.00         | $225276.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-10-01      | 2.3100%  | N/A     | $2960649.00        | $2162815.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | 6.2000%  | N/A     | $3575000.00        | $127912.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | 6.2250%  | N/A     | $2000000.00        | $71173.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | 6.4350%  | N/A     | $900000.00         | $263752.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.3000%  | N/A     | $11435350.00       | $1327296.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.7700%  | N/A     | $1000000.00        | $739326.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $402000.00         | $289020.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | 6.3270%  | N/A     | $7350000.00        | $122212.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $3725000.00        | $2660157.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $100000.00         | $74550.08          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 2.1500%  | N/A     | $1159807.00        | $840734.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0790%  | N/A     | $306000.00         | $188600.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $320000.00         | $242713.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | 4.3000%  | N/A     | $57872000.00       | $57084876.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 4.6300%  | N/A     | $4624.00           | $4693.88           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | 6.2800%  | N/A     | $11603120.00       | $532515.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | 3.5000%  | N/A     | $10493000.00       | $1195305.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 2.4000%  | N/A     | $1750000.00        | $1349955.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.0000%  | N/A     | $10120588.00       | $997248.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-04-01      | 4.3510%  | N/A     | $15000000.00       | $1248525.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $254950.00         | $133292.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-01-01      | 6.2710%  | N/A     | $1900000.00        | $172116.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $210913.00         | $148068.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 4.0000%  | N/A     | $452000.00         | $57967.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 6.2510%  | N/A     | $9814000.00        | $886817.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $574471.00         | $315641.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 5.0000%  | N/A     | $2595680.00        | $2637646.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | 6.4600%  | N/A     | $3250000.00        | $92119.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.4900%  | N/A     | $250000.00         | $185782.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 4.7800%  | N/A     | $11889923.00       | $12209269.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 3.2100%  | N/A     | $10853015.00       | $9430573.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-12-01      | 6.1400%  | N/A     | $10000000.00       | $383226.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | 5.0000%  | N/A     | $6377688.00        | $127451.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.9690%  | N/A     | $1033318.00        | $148810.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-07-01      | 2.6990%  | N/A     | $8730370.00        | $1859565.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.0000%  | N/A     | $1299955.00        | $1307005.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $101062.00         | $79257.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | 2.1500%  | N/A     | $19027878.00       | $14195252.59       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-08-01      | 4.5750%  | N/A     | $31044000.00       | $31368609.01       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $1619196.00        | $1049945.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 6.5400%  | N/A     | $6776000.00        | $93898.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | 1.9800%  | N/A     | $1600767.00        | $1109832.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.2800%  | N/A     | $379989.00         | $326091.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-03-01      | 6.5330%  | N/A     | $1000000.00        | $67007.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5700%  | N/A     | $2326000.00        | $2092823.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $31923397.00       | $20428666.32       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-02-01      | 6.5000%  | N/A     | $1641389.00        | $843964.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $275000.00         | $210839.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $500000.00         | $376129.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-01-01      | 6.3250%  | N/A     | $2878351.00        | $146410.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 4.6300%  | N/A     | $1000.00           | $1015.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $18733493.00       | $2107620.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 4.2290%  | N/A     | $10000000.00       | $1290871.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | 3.7400%  | N/A     | $500000.00         | $385420.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $2064995.00        | $1710822.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | 3.3700%  | N/A     | $415013.00         | $363839.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-12-01      | 6.2390%  | N/A     | $1666000.00        | $91840.12          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | 6.5620%  | N/A     | $4000000.00        | $358287.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.5000%  | N/A     | $11044166.00       | $7921585.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 3.2900%  | N/A     | $9575523.00        | $8579881.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $137677.00         | $99541.59          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | 6.4350%  | N/A     | $2500000.00        | $145653.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 4.9600%  | N/A     | $4876793.00        | $472423.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.0000%  | N/A     | $1250000.00        | $72183.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $20000000.00       | $15153120.64       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.8000%  | N/A     | $1120000.00        | $780539.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $31167243.00       | $19440028.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 6.5470%  | N/A     | $700000.00         | $85997.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $136999.00         | $104675.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | 6.4680%  | N/A     | $1808000.00        | $103230.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 6.0960%  | N/A     | $25874237.00       | $1398476.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0200%  | N/A     | $989450.00         | $829996.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 3.5000%  | N/A     | $145000.00         | $111604.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $350000.00         | $272939.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $100000.00         | $82619.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $6320252.00        | $5859908.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.1320%  | N/A     | $460000.00         | $50577.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $2025140.00        | $1768487.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $1000000.00        | $858894.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.1800%  | N/A     | $380000.00         | $70287.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-12-01      | 5.9340%  | N/A     | $1031000.00        | $124185.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 6.4030%  | N/A     | $9225000.00        | $55036.55          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | 3.8700%  | N/A     | $12688000.00       | $11856967.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-03-01      | 6.5000%  | N/A     | $4571828.00        | $2403682.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-05-01      | 3.5600%  | N/A     | $13639985.00       | $12146458.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $41000000.00       | $37884677.41       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-08-01      | 6.3600%  | N/A     | $10400000.00       | $288418.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 5.9940%  | N/A     | $25258518.00       | $112763.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 6.2250%  | N/A     | $20000000.00       | $585290.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | 6.1360%  | N/A     | $800000.00         | $96912.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | 4.6400%  | N/A     | $11500000.00       | $11643965.95       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.0000%  | N/A     | $610899.00         | $64158.52          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $900000.00         | $716208.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | 2.3700%  | N/A     | $1249595.00        | $1035183.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | 6.5590%  | N/A     | $7400000.00        | $341118.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 4.5200%  | N/A     | $2281000.00        | $2102694.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.0400%  | N/A     | $6001000.00        | $6123546.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 6.6900%  | N/A     | $20483000.00       | $67354.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $10926100.00       | $8734593.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-07-01      | 6.3420%  | N/A     | $3000000.00        | $116843.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $3363340.00        | $2474078.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 6.4180%  | N/A     | $796000.00         | $181253.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 2.5000%  | N/A     | $42098945.00       | $35191102.38       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-12-01      | 5.9770%  | N/A     | $1600000.00        | $77213.48          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $10728935.00       | $8136377.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.2020%  | N/A     | $15210000.00       | $91958.94          | Agency Mortgage-Backed Securities |

### Security 25: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16GU1
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-13
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $10603469.00       | $8194256.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $76655.00          | $77846.90          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $3684527.00        | $3440236.66        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.5000%  | N/A     | $1076250.00        | $1131306.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $1071505.00        | $829680.41         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $3024913.00        | $2786550.07        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $654714.00         | $616914.43         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $1935546.00        | $1762909.55        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $11222789.00       | $9891932.21        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $3750697.00        | $3455340.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $1112591.00        | $922010.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $208491692.00      | $143742400.20      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $2607819.00        | $2191267.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.5000%  | N/A     | $1338000.00        | $299671.84         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $1644000.00        | $1390910.77        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.0000%  | N/A     | $3374246.00        | $2933415.81        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.0000%  | N/A     | $1308848.00        | $1042902.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $400000.00         | $330199.40         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $120504.00         | $59812.56          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.5000%  | N/A     | $4794020.00        | $3877010.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $2605046.00        | $2335090.26        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $500000.00         | $300041.56         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.0000%  | N/A     | $135000.00         | $109519.49         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $15189482.00       | $7695625.83        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 4.5000%  | N/A     | $14490354.00       | $12978211.70       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $26015.00          | $21567.17          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $1532907.00        | $1450465.18        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.5000%  | N/A     | $1045588.00        | $582759.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $657.77            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1075012.00        | $957972.66         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1150000.00        | $979530.43         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $100000.00         | $77824.40          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 3.0000%  | N/A     | $300000.00         | $264545.11         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.0000%  | N/A     | $5498450.00        | $5188049.13        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $40306823.00       | $33117039.06       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $1057378.00        | $786547.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1124585.00        | $966771.64         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1300000.00        | $998697.06         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $20502884.00       | $18403368.78       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.5000%  | N/A     | $22762463.00       | $18108595.36       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.0000%  | N/A     | $100000.00         | $85308.37          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $185000.00         | $151912.28         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.0000%  | N/A     | $150000.00         | $126660.37         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.0000%  | N/A     | $82000.00          | $69612.95          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 2.5000%  | N/A     | $29009042.00       | $24825534.36       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.0000%  | N/A     | $4101505.00        | $3742301.05        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $1118092.00        | $889496.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $550541.00         | $516039.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $779150.00         | $394012.34         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $31553973.00       | $21493572.31       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $500000.00         | $405918.61         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 4.0000%  | N/A     | $514000.00         | $426207.37         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $31442275.00       | $19927985.31       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $99668.00          | $58949.75          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $126000.00         | $100071.95         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1238310.00        | $1128251.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 2.5000%  | N/A     | $16268050.00       | $13664437.33       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $22870742.00       | $19454140.70       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $71565262.00       | $58157124.12       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $1052630.00        | $1048483.83        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $27141701.00       | $23778992.14       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 4.5100%  | N/A     | $5642195.00        | $4901657.02        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.5000%  | N/A     | $1366847.00        | $1442063.79        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $1940080.00        | $1543887.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.5000%  | N/A     | $1935727.00        | $911178.68         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.5000%  | N/A     | $1021840.00        | $801601.63         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $38323679.00       | $24651124.13       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $1218430.00        | $1027914.50        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $2294983.00        | $1184691.19        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $81351.00          | $66025.44          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $17025000.00       | $9908290.16        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $1380751.00        | $911731.43         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $1043725.00        | $722252.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1868699.00        | $1496362.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $6713255.00        | $5059827.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $159480.00         | $117246.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $12726366.00       | $10215672.77       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $168000.00         | $144276.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $2340797.00        | $1945149.85        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $1088223.00        | $666628.73         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.5000%  | N/A     | $10256098.00       | $9090077.02        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $4013000.00        | $3255217.96        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $1830000.00        | $1449583.18        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1008758.00        | $869203.09         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 4.5000%  | N/A     | $2788000.00        | $2398444.55        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $1627135.00        | $1359821.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $6399835.00        | $4888837.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $2491362.00        | $2136853.24        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 3.0000%  | N/A     | $1505479.00        | $1317542.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $1699511.00        | $1407820.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 7.0000%  | N/A     | $1174829.00        | $654007.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $200000.00         | $159594.54         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $5373823.00        | $4674275.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $14430000.00       | $11809522.88       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $1326780.00        | $1009283.16        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $5623138.00        | $5156935.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 7.5000%  | N/A     | $1434408.00        | $1288285.55        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $3279743.00        | $2521584.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $13613022.00       | $8684505.08        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $400000.00         | $173774.12         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $1424225.00        | $1065358.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.0000%  | N/A     | $600000.00         | $536439.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $1100000.00        | $828198.83         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $355000.00         | $279753.24         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $1798628.00        | $889658.58         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1436164.00        | $938559.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $2807532.00        | $1675001.49        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $3245881.00        | $1639002.51        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $3193761.00        | $2749065.69        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.5000%  | N/A     | $113599.00         | $99860.85          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $1771137.00        | $1718034.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $1001299.00        | $796890.06         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $5013647.00        | $3981221.50        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1354450.00        | $769658.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $2637338.00        | $2667315.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $144131.00         | $121694.12         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 5.5000%  | N/A     | $1272300.00        | $929012.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $5966793.00        | $5107297.35        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $1120000.00        | $841038.91         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $2032710.00        | $1704466.73        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $5737674.00        | $4480052.64        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $6120090.00        | $5415208.42        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $100044.00         | $101374.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 7.0000%  | N/A     | $1132745.00        | $509390.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $1038141.00        | $847330.74         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $1011000.00        | $920396.84         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $5370585.00        | $3756776.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $543024.00         | $531821.90         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $3443545.00        | $2706762.61        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.0000%  | N/A     | $2596456.00        | $2315429.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 4.5000%  | N/A     | $29276000.00       | $25184771.82       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.5000%  | N/A     | $4003279.00        | $2765883.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $2000000.00        | $1636854.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $7038529.00        | $5852828.73        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $50749016.00       | $43736698.65       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $415000.00         | $354163.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $80762961.00       | $53383422.68       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $155000.00         | $130478.91         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $1225870.00        | $1099938.19        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $33326244.00       | $23522255.57       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $1121435.00        | $1151423.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1167845.00        | $1183970.85        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.0000%  | N/A     | $12532855.00       | $10799802.46       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $3823800.00        | $2355524.05        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.0000%  | N/A     | $1062400.00        | $741116.36         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $1899012.00        | $1931372.26        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.0000%  | N/A     | $83040.00          | $73662.14          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.0000%  | N/A     | $400593.00         | $352580.85         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $2657890.00        | $2276015.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $501201.00         | $333302.18         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $1222384.00        | $775465.80         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $176062.00         | $102274.48         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1836601.00        | $1629893.86        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $28748507.00       | $23719205.16       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.5000%  | N/A     | $1097351.00        | $1002718.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 4.5000%  | N/A     | $1038000.00        | $878280.36         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $469918.00         | $450474.63         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $104942.00         | $85722.75          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 4.5000%  | N/A     | $1181153.00        | $897169.40         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $10672187.00       | $9381789.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $3228870.00        | $2793216.62        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 7.0000%  | N/A     | $1164111.00        | $1047595.55        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $8295357.00        | $6078625.66        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $1070456.00        | $1075365.31        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.0000%  | N/A     | $1291133.00        | $1145532.59        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $7648323.00        | $5969057.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $14111706.00       | $13080890.58       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1095500.00        | $956763.71         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $3350000.00        | $2795919.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $17164675.00       | $16973842.35       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $1128973.00        | $971233.75         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $927042.00         | $320324.62         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $2791930.00        | $2194170.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $8577072.00        | $6341111.03        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 4.5000%  | N/A     | $1449416.00        | $1162099.46        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $52809635.00       | $43361177.21       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 4.5000%  | N/A     | $1011007.00        | $872360.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1366407.00        | $1295425.70        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $927466.00         | $670659.33         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.5000%  | N/A     | $1071043.00        | $608400.27         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 5.5000%  | N/A     | $165773.00         | $147921.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $2295000.00        | $1998450.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.0000%  | N/A     | $513992.00         | $400637.98         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.5000%  | N/A     | $28054250.00       | $22774754.08       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $17059263.00       | $15446877.77       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $2132163.00        | $1514386.73        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $597330.00         | $548646.38         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $1148515.00        | $508854.29         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 4.0000%  | N/A     | $353773.00         | $326201.34         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $3447190.00        | $2485116.47        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $3758464.00        | $2624101.23        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 2.5000%  | N/A     | $21085505.00       | $17768883.12       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $200000.00         | $155492.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $400000.00         | $358723.40         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $1221000.00        | $1037921.35        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1360491.00        | $1017710.28        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 5.5000%  | N/A     | $256000.00         | $207170.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $9279644.00        | $8260423.90        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $1434526.00        | $912429.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $463523.00         | $360898.33         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $1088000.00        | $844166.24         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $3548156.00        | $3028302.21        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $48746724.00       | $46133558.80       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $91161173.00       | $66665046.87       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $29392586.00       | $23452359.64       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $23601654.00       | $18962285.81       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 7.0000%  | N/A     | $15072324.00       | $9475311.44        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $7238148.00        | $6467268.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $3582849.00        | $3190396.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $900000.00         | $672524.69         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $7681009.00        | $4068005.55        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $32183705.00       | $15010946.14       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $3078223.00        | $2729274.51        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.5000%  | N/A     | $48523535.00       | $39840940.82       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $4125404.00        | $3860452.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $25600476.00       | $22401222.82       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1037479.00        | $735973.44         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 4.5000%  | N/A     | $1915395.00        | $1592453.49        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1524000.00        | $1366148.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $668722.00         | $544568.72         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $8350000.00        | $6486838.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $11726807.00       | $8392476.63        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.0000%  | N/A     | $1098091.00        | $848606.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 7.0000%  | N/A     | $1157683.00        | $1132254.01        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $100988.00         | $78819.60          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $1058961.00        | $816507.24         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.0000%  | N/A     | $1186503.00        | $1229512.26        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $1394043.00        | $1247845.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $2903943.00        | $1619856.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $1195939.00        | $766090.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $4960566.00        | $4159311.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $1036875.00        | $821353.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $2230351.00        | $2044868.32        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $2000000.00        | $1585675.71        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $7076248.00        | $6407690.50        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 7.0000%  | N/A     | $1905097.00        | $1994560.48        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $2010251.00        | $1252684.34        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 4.5000%  | N/A     | $9075000.00        | $8598769.21        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $7445119.00        | $6411843.11        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $2149964.00        | $1734637.55        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $1840974.00        | $1041331.06        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $1400000.00        | $905445.28         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $3600000.00        | $2011648.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $517383.00         | $295027.82         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 7.0000%  | N/A     | $93928.00          | $52714.58          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.0000%  | N/A     | $200000.00         | $172801.82         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $492631.00         | $469450.58         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $1605000.00        | $1278601.31        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $100000.00         | $83371.14          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $200000.00         | $182388.92         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $1028716.00        | $939459.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $4015088.00        | $3068570.90        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $5070034.00        | $2862384.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $2111602.00        | $1596481.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $3600000.00        | $2892024.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $18787368.00       | $13702370.74       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 3.0000%  | N/A     | $190879.00         | $164631.63         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $1543250.00        | $817728.96         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $100000.00         | $74563.26          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $3562633.00        | $1852137.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 4.0000%  | N/A     | $199000.00         | $178386.84         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $19273669.00       | $14232951.66       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $8405000.00        | $4678167.02        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $71611429.00       | $52929651.41       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $400000.00         | $278203.11         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $311938.00         | $296391.46         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $393874.00         | $362957.75         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 8.0000%  | N/A     | $1055771.00        | $993610.48         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $640000.00         | $383643.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $82400434.00       | $66518845.66       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $9164372.00        | $7362894.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $6034477.00        | $5442508.71        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.0000%  | N/A     | $300000.00         | $270920.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $1640811.00        | $1197735.72        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $1360767.00        | $931366.40         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1663900.00        | $1094948.01        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $220982429.00      | $152315086.16      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $1226973.00        | $1055906.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1907427.00        | $1421886.63        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $1173236.00        | $1183414.11        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 5.0000%  | N/A     | $968940.00         | $857489.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $4114940.00        | $3246245.83        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 5.5000%  | N/A     | $1465196.00        | $1043614.42        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $413803.00         | $115000.96         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5950%  | N/A     | $2286209.00        | $1787830.96        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $1288683.00        | $967857.14         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 3.0000%  | N/A     | $615000.00         | $512471.68         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $4776550.00        | $2514523.77        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $6252571.00        | $5203295.62        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.0000%  | N/A     | $1981199.00        | $1468723.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $1142586.00        | $686765.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $10788226.00       | $8164978.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 7.5000%  | N/A     | $1615324.00        | $1714673.49        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 4.0000%  | N/A     | $1121318.00        | $587704.42         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $6853409.00        | $4379045.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 2.5000%  | N/A     | $73557887.00       | $62530125.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $108495028.00      | $84450237.42       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $6004580.00        | $5006123.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $18161888.00       | $14135095.14       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $53021049.00       | $39135138.56       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $352295.00         | $287418.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 3.0000%  | N/A     | $10252502.00       | $8022025.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $120000.00         | $95099.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.2080%  | N/A     | $6775975.00        | $4834824.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $310066.00         | $260479.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 3.0000%  | N/A     | $5875000.00        | $4653007.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $69039048.00       | $54191801.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $868624.00         | $566287.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 2.5000%  | N/A     | $9736020.00        | $7285410.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $28080247.00       | $22631790.21       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.9860%  | N/A     | $35620275.00       | $22653221.48       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $58356508.00       | $46431880.53       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.0000%  | N/A     | $32165558.00       | $32677272.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $17059543.00       | $12976002.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $1508142.00        | $1241771.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $92000000.00       | $76123722.79       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $7123742.00        | $5683765.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $24557486.00       | $18347139.36       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 4.5000%  | N/A     | $200825.00         | $173561.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $14934900.00       | $7070227.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $112544896.00      | $87260482.18       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.0000%  | N/A     | $4042449.00        | $3262199.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $406000.00         | $274711.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 4.0000%  | N/A     | $540000.00         | $472031.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.0000%  | N/A     | $67090539.00       | $62763639.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $60166871.00       | $47891108.92       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $77015985.00       | $63175997.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 5.5000%  | N/A     | $3981386.00        | $3604757.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 3.0000%  | N/A     | $6445000.00        | $5314094.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $28043550.00       | $16578770.44       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.5000%  | N/A     | $13000000.00       | $10769442.55       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $2108973.00        | $1415698.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $21641348.00       | $19416445.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $58727547.00       | $51099285.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $29302388.00       | $21702867.29       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 5.5000%  | N/A     | $50370000.00       | $41172352.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $300000.00         | $242092.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $46481407.00       | $40369176.85       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $84124427.00       | $75941238.22       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 4.5000%  | N/A     | $805015.00         | $681605.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.5000%  | N/A     | $9820000.00        | $6979400.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $1095000.00        | $754650.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $30000000.00       | $18089171.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.7630%  | N/A     | $37076774.00       | $25191242.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $1028104.00        | $778637.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $6536000.00        | $4273223.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $30292082.00       | $30501726.77       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $102546287.00      | $104998558.58      | Agency Mortgage-Backed Securities |

### Security 26: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16HB2
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $2423595.00        | $2515930.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1259985.00        | $1060100.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-01-15      | 3.0000%  | N/A     | $815000.00         | $1044919.31        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-12-15      | 4.0000%  | N/A     | $710000.00         | $1066072.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $3126975.00        | $2934404.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $44682331.00       | $40293931.35       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $24795262.00       | $23300643.44       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1093357.00        | $1139214.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $2320000.00        | $2333460.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $353538.00         | $361519.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-15      | 5.0000%  | N/A     | $2109000.00        | $430498.17         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1195949.00        | $1228025.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 7.0000%  | N/A     | $246112.00         | $226461.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $71000722.00       | $66362716.81       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $107879.00         | $79648.40          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1076406.00        | $1043935.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $3537483.00        | $2577361.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1516535.00        | $1456189.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 4.0000%  | N/A     | $610890.00         | $580169.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-03-15      | 3.5000%  | N/A     | $3879205.00        | $2155123.16        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-01-15      | 3.5000%  | N/A     | $3300000.00        | $2457260.87        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $17328419.00       | $15058535.43       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $3309732.00        | $3098465.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $64843.00          | $62072.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1491725.00        | $905939.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $2994139.00        | $3061319.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $4005746.00        | $4154769.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $651290.00         | $559235.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $440654.00         | $444975.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1016015.00        | $1046254.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1210000.00        | $1232985.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-15      | 3.5000%  | N/A     | $27602936.00       | $22812093.06       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1636074.00        | $920761.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1104758.00        | $1152186.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 4.0000%  | N/A     | $607386.00         | $575797.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $1098546.00        | $1099119.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $2071509.00        | $2126413.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1637309.00        | $1656407.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1196125.00        | $1216933.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-03-15      | 3.5000%  | N/A     | $320000.00         | $311839.20         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $24486573.00       | $24487885.72       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $4065484.00        | $4026542.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-12-15      | 3.5000%  | N/A     | $1000000.00        | $835949.09         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $9902395.00        | $9094870.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1038.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1038237.00        | $1060744.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $16300408.00       | $13936119.63       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $13170727.00       | $12381687.24       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-11-15      | 6.0000%  | N/A     | $1031157.00        | $584266.29         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $260867.00         | $220270.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $820002.00         | $742457.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $3702451.00        | $3849422.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-04-15      | 4.5000%  | N/A     | $9700000.00        | $11935666.05       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1192800.00        | $1208798.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $1435970.00        | $1255940.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $2043189.00        | $2011188.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-06-15      | 3.5000%  | N/A     | $2521947.00        | $1844299.73        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $2350826.00        | $2103350.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $3149773.00        | $3100973.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $2343383.00        | $2014832.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $1062350.00        | $1108585.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $2865000.00        | $2786200.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 7.0000%  | N/A     | $1034517.00        | $940976.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $31484174.00       | $31486610.94       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $10290170.00       | $8420387.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-15      | 3.5000%  | N/A     | $6843000.00        | $4674772.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $1048271.00        | $809399.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $13159035.00       | $11282803.34       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 4.0000%  | N/A     | $296695.00         | $274138.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-06-15      | 1.0000%  | N/A     | $872443.00         | $14422.47          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1615574.00        | $1679751.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1595919.00        | $1507274.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1320376.00        | $1371847.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1205000.00        | $1141146.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-08-15      | 3.0000%  | N/A     | $801843.00         | $842134.09         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $58914090.00       | $58200298.18       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $29526739.00       | $27705860.99       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1020650.00        | $905837.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-01-15      | 5.0000%  | N/A     | $8001000.00        | $1304882.60        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $18840850.00       | $15952934.92       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 4.5000%  | N/A     | $1900033.00        | $1847803.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1158570.00        | $1120378.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 4.5000%  | N/A     | $1028725.00        | $1002612.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1434849.00        | $1442442.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $58167.00          | $59445.69          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 7.0000%  | N/A     | $1112867.00        | $1061272.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $13470314.00       | $13595613.02       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 4.0000%  | N/A     | $1066667.00        | $994781.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $109989152.00      | $94791493.36       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $2050.00           | $1562.07           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-01-15      | 3.0000%  | N/A     | $4755149.00        | $5858996.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 4.0000%  | N/A     | $49002216.00       | $45409976.06       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $3372180.00        | $3500244.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-09-15      | 3.5000%  | N/A     | $20100000.00       | $18861042.24       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-08-15      | 3.0000%  | N/A     | $4500000.00        | $3371991.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $6769277.00        | $5681859.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1110292.00        | $873039.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 4.5000%  | N/A     | $1841019.00        | $1807108.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-15      | 3.5000%  | N/A     | $10000000.00       | $10922018.90       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1115289.00        | $1045967.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-01-15      | 4.5000%  | N/A     | $430928.00         | $355943.73         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1081639.00        | $1035963.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2057-05-25      | 3.0000%  | N/A     | $295750.00         | $76739.82          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1082315.00        | $1127853.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $3590442.00        | $2256850.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $1034060.00        | $1071196.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-15      | 5.0000%  | N/A     | $20000000.00       | $1745744.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-10-15      | 5.5000%  | N/A     | $5000000.00        | $559861.15         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $26287962.00       | $23467761.64       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1792106.00        | $1795812.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $1599250.00        | $1660813.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-01-15      | 5.5000%  | N/A     | $19732994.00       | $329596.72         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1939063.00        | $1134748.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $5922517.00        | $5900497.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $87768579.00       | $81898233.20       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $7984212.00        | $7203512.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $2281465.00        | $2286802.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-06-25      | 2.5360%  | N/A     | $36598259.00       | $34992396.53       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 7.5000%  | N/A     | $226286.00         | $133537.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $2590597.00        | $2642525.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $12289917.00       | $10864354.18       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-10-15      | 5.0000%  | N/A     | $251256.00         | $424161.00         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-09-15      | 3.5000%  | N/A     | $5496828.00        | $6684204.87        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $10153742.00       | $9338029.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-08-15      | 3.5000%  | N/A     | $7953781.00        | $6000698.65        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-06-15      | 4.1250%  | N/A     | $7330469.00        | $4090415.54        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-04-15      | 5.0000%  | N/A     | $10000000.00       | $182830.07         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1711674.00        | $1261313.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-03-15      | 3.5000%  | N/A     | $200000.00         | $195561.33         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $203007.00         | $178181.63         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1280853.00        | $1309688.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $2037000.00        | $1412545.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $8166562.00        | $6692219.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $284034.00         | $209715.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1043369.00        | $1066614.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $3005100.00        | $2544046.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-15      | 5.0000%  | N/A     | $3069000.00        | $521042.09         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $550000.00         | $524972.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 4.5000%  | N/A     | $1961655.00        | $1545543.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-05-15      | 4.2500%  | N/A     | $6169049.00        | $5872566.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1755730.00        | $1790637.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $3842683.00        | $3901170.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1102188.00        | $1149728.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1908171.00        | $1325195.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $158739586.00      | $147980621.46      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $20875304.00       | $21100752.04       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1082371.00        | $807841.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $66151.00          | $67719.19          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-12-15      | 3.5000%  | N/A     | $1900000.00        | $2006307.62        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $1117818.00        | $1067057.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $113616.00         | $108092.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 7.0000%  | N/A     | $1510247.00        | $1501084.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1074786.00        | $1098784.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1023108.00        | $1001212.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-01-15      | 2.5000%  | N/A     | $1200000.00        | $109604.12         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $2689595.00        | $1881452.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $111494291.00      | $93783609.62       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-03-15      | 3.7500%  | N/A     | $17488018.00       | $23311576.01       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $1016650.00        | $745812.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $258528.00         | $244890.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1002209.00        | $870174.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1537311.00        | $1354154.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1849130.00        | $1907377.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 4.5000%  | N/A     | $1134703.00        | $1113642.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-03-15      | 3.5000%  | N/A     | $2900000.00        | $1893117.25        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-10-25      | 3.5000%  | N/A     | $9876741.00        | $12077141.43       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-09-25      | 3.0000%  | N/A     | $429479.00         | $460406.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1408596.00        | $953372.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-25      | 3.5000%  | N/A     | $3200000.00        | $1227474.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-12-25      | 2.5000%  | N/A     | $266300.00         | $73140.36          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-10-25      | 3.5000%  | N/A     | $3451081.00        | $3180744.36        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-01      | 4.0000%  | N/A     | $133320886.00      | $123625890.32      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-25      | 2.0000%  | N/A     | $58808499.00       | $44630252.49       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1067294.00        | $1088332.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-25      | 4.0000%  | N/A     | $970000.00         | $139383.53         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-01-25      | 2.0000%  | N/A     | $6233043.00        | $5145166.08        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1036837.00        | $1070190.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-03-25      | 3.5000%  | N/A     | $706000.00         | $1130423.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-01-25      | 4.0000%  | N/A     | $4200000.00        | $5831150.24        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-09-25      | 3.5000%  | N/A     | $200000.00         | $166975.66         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $2774424.00        | $2454927.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-11-25      | 3.5000%  | N/A     | $3300000.00        | $2498115.62        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $3038791.00        | $2059729.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-25      | 5.5000%  | N/A     | $7000000.00        | $363290.68         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-01      | 7.0000%  | N/A     | $1805146.00        | $1772114.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $7418042.00        | $7187723.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-25      | 3.5000%  | N/A     | $400000.00         | $194552.36         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $197500.00         | $115532.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-25      | 3.5000%  | N/A     | $5000000.00        | $1921009.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-08-25      | 3.5000%  | N/A     | $320000.00         | $259817.60         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-11-25      | 3.5000%  | N/A     | $6615963.00        | $3232625.49        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $70324446.00       | $66300812.28       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 7.0000%  | N/A     | $1123580.00        | $1203381.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-25      | 5.5000%  | N/A     | $9550000.00        | $818503.07         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-08-25      | 3.5000%  | N/A     | $2080000.00        | $1355140.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-02-25      | 5.0000%  | N/A     | $15349123.00       | $960212.27         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-04-25      | 2.5000%  | N/A     | $100000.00         | $119810.02         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-06-25      | 6.5000%  | N/A     | $64028.00          | $191124.31         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-12-25      | 3.5000%  | N/A     | $5700000.00        | $6319882.16        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $56769776.00       | $57370350.46       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-25      | 3.0000%  | N/A     | $800000.00         | $899729.98         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-08-25      | 3.5000%  | N/A     | $900000.00         | $791563.49         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-02-25      | 1.2500%  | N/A     | $581389.00         | $334394.51         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $469353.00         | $489267.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-25      | 4.0000%  | N/A     | $5400000.00        | $557029.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $6074095.00        | $5789562.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-25      | 2.5000%  | N/A     | $2929158.00        | $1803751.61        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $1294728.00        | $1290920.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-25      | 3.0000%  | N/A     | $300000.00         | $285417.52         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-07-25      | 3.5000%  | N/A     | $5600000.00        | $1676135.49        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-10-25      | 3.0000%  | N/A     | $9117442.00        | $9349931.65        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1127729.00        | $1181917.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-25      | 4.0000%  | N/A     | $2900000.00        | $3994757.28        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-04-25      | 1.7500%  | N/A     | $9962558.00        | $6459946.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-09-25      | 3.0000%  | N/A     | $5500000.00        | $7137765.92        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $62335.00          | $63019.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-03-25      | 4.0000%  | N/A     | $1667200.00        | $1411445.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $51914112.00       | $48578805.01       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-25      | 3.0000%  | N/A     | $300000.00         | $101993.32         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $12069728.00       | $10814764.19       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $2796519.00        | $2914423.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-25      | 2.0000%  | N/A     | $9338155.00        | $5032102.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $261420864.00      | $245254459.68      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $5067233.00        | $4532718.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-06-25      | 3.5000%  | N/A     | $10000000.00       | $4740655.71        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-04-25      | 5.5000%  | N/A     | $1111370.00        | $239163.69         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-01      | 7.0000%  | N/A     | $3075330.00        | $3314185.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-25      | 3.5000%  | N/A     | $6984379.00        | $4259106.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-10-25      | 5.5000%  | N/A     | $7471000.00        | $484996.66         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $59000264.00       | $58909987.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-25      | 3.5000%  | N/A     | $240000.00         | $282507.48         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $4723850.00        | $4969915.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1825667.00        | $1645615.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $3005201.00        | $2826884.58        | Agency Mortgage-Backed Securities         |

### Security 27: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16IA3
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **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 Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-01-31      | 2.6250%  | N/A     | $1449000.00        | $1467714.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 3.6250%  | N/A     | $500.00            | $1069.21           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 2.1250%  | N/A     | $28099600.00       | $42377357.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 1.7500%  | N/A     | $500.00            | $786.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $243466200.00      | $247225963.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.8750%  | N/A     | $1000.00           | $980.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.6250%  | N/A     | $3000.00           | $3188.12           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 0.3750%  | N/A     | $7126700.00        | $7137894.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 1.0000%  | N/A     | $1000.00           | $939.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 4.2500%  | N/A     | $21039300.00       | $21480652.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 1.3750%  | N/A     | $15022500.00       | $17745672.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 0.1250%  | N/A     | $1929288300.00     | $2614593146.07     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.2500%  | N/A     | $19890200.00       | $14582227.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 1.5000%  | N/A     | $108114400.00      | $93382470.85       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: AIS9983O0
- **C.18 - Value (incl. sponsor support):** $6500000000.00
- **C.18.a - Value (excl. sponsor support):** $6500000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL FARM CREDIT B | 2028-03-20      | 4.2500%  | N/A     | $30000.00          | $30843.82          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2038-01-13      | 5.1200%  | N/A     | $21689000.00       | $21675005.78       | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2029-04-10      | 4.3750%  | N/A     | $18000.00          | $18620.19          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2028-06-07      | 4.5000%  | N/A     | $15000.00          | $15398.78          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2026-08-14      | 4.5000%  | N/A     | $2000.00           | $2050.57           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2029-06-08      | 4.6250%  | N/A     | $15000.00          | $15536.51          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2038-06-11      | 3.7500%  | N/A     | $10000.00          | $9200.54           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2027-12-10      | 2.7500%  | N/A     | $50000.00          | $49333.47          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2026-07-31      | 0.0000%  | N/A     | $85000000.00       | $83474505.00       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2026-07-17      | 0.0000%  | N/A     | $230000000.00      | $226172340.00      | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2026-04-10      | 0.0000%  | N/A     | $7500000.00        | $7447050.00        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2030-09-13      | 4.5000%  | N/A     | $15000.00          | $15704.51          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2026-07-24      | 0.0000%  | N/A     | $171000000.00      | $168041700.00      | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2037-02-24      | 3.0000%  | N/A     | $10000.00          | $8661.70           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2028-02-24      | 2.0000%  | N/A     | $10000.00          | $9685.45           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2026-02-02      | 3.7300%  | N/A     | $25000.00          | $25241.60          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2032-05-19      | 1.6800%  | N/A     | $1655000.00        | $1440419.87        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-10-25      | 1.5000%  | N/A     | $10000000.00       | $6596063.33        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2035-12-25      | 5.0000%  | N/A     | $3413285.00        | $3195065.12        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-08-25      | 5.0000%  | N/A     | $10608383.00       | $5357127.97        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2056-02-25      | 4.6567%  | N/A     | $1590559.00        | $1580897.56        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-07-25      | 5.0000%  | N/A     | $33755467.00       | $30601063.78       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-05-25      | 5.0000%  | N/A     | $1833053.00        | $1825568.24        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-02-25      | 4.5000%  | N/A     | $13368620.00       | $2587883.11        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2033-06-25      | 5.0000%  | N/A     | $950000.00         | $697984.69         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-09-25      | 5.0000%  | N/A     | $35874429.00       | $33600608.37       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2032-10-15      | 1.4900%  | N/A     | $63582000.00       | $54041383.14       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-05-25      | 5.0000%  | N/A     | $4855304.00        | $4873811.34        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-08-25      | 5.5000%  | N/A     | $27933334.00       | $12808260.29       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-11-03      | 3.8650%  | N/A     | $9000.00           | $9088.60           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2049-09-25      | 3.0000%  | N/A     | $200000.00         | $119954.93         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-03-25      | 5.0000%  | N/A     | $20563525.00       | $20652416.55       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-12-25      | 5.0000%  | N/A     | $10000000.00       | $6990342.48        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2037-01-25      | 5.0000%  | N/A     | $5810970.00        | $6011115.95        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 5.0000%  | N/A     | $1795301.00        | $1802918.06        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-07-25      | 5.5000%  | N/A     | $150000.00         | $90421.48          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2046-07-25      | 5.0000%  | N/A     | $56698749.00       | $55565612.37       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-08-25      | 5.0000%  | N/A     | $66584154.00       | $58331177.93       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2038-04-25      | 3.0000%  | N/A     | $1815240.00        | $1796602.32        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2040-11-25      | 2.0000%  | N/A     | $12815173.00       | $9938783.21        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-04-25      | 0.1250%  | N/A     | $100057004.00      | $59832842.19       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2041-04-25      | 2.0000%  | N/A     | $500000.00         | $281413.46         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-07-25      | 4.0000%  | N/A     | $809435.00         | $710182.26         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-09-25      | 4.5000%  | N/A     | $50000000.00       | $49102650.00       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2031-01-28      | 4.2500%  | N/A     | $21327000.00       | $21325850.71       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-01-25      | 5.0000%  | N/A     | $1918000.00        | $908245.43         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2038-11-15      | 0.0000%  | N/A     | $18000.00          | $9953.64           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-03-25      | 4.5000%  | N/A     | $1369888.00        | $1336606.57        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-07-15      | 0.0000%  | N/A     | $11000.00          | $10023.39          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 5.0000%  | N/A     | $854435.00         | $842700.85         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2035-05-25      | 6.0000%  | N/A     | $11000000.00       | $10115062.69       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 5.5000%  | N/A     | $18939230.00       | $19553250.37       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-11-25      | 5.0000%  | N/A     | $19812717.00       | $13287564.15       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-05-25      | 5.0000%  | N/A     | $2864642.00        | $2857731.85        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2029-01-16      | 3.9100%  | N/A     | $10000.00          | $10008.85          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2048-01-25      | 3.0000%  | N/A     | $33319000.00       | $4437813.92        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2030-08-05      | 0.8750%  | N/A     | $3000.00           | $2657.55           | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2026-04-24      | 2.1250%  | N/A     | $28000.00          | $28056.75          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2026-09-24      | 1.8750%  | N/A     | $4000.00           | $3980.66           | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2030-11-15      | 6.6250%  | N/A     | $6000.00           | $6812.69           | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2031-01-13      | 4.2500%  | N/A     | $264000.00         | $264364.57         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2030-12-12      | 4.3500%  | N/A     | $11000.00          | $11053.47          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2060-11-15      | 5.2000%  | N/A     | $31394412.00       | $31991878.78       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-11-20      | 4.4720%  | N/A     | $550000.00         | $76061.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.6030%  | N/A     | $4399700.00        | $4436479.78        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2071-10-20      | 5.1800%  | N/A     | $1000000.00        | $1107218.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-02-20      | 5.2000%  | N/A     | $145000.00         | $46.36             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-11-20      | 6.4670%  | N/A     | $3304313.00        | $3500532.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-10-15      | 5.6400%  | N/A     | $5198791.00        | $5427712.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-15      | 5.2800%  | N/A     | $7345995.00        | $7533580.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-04-20      | 4.6300%  | N/A     | $386162.00         | $117.32            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-15      | 5.0000%  | N/A     | $15448299.00       | $15554892.63       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2072-01-20      | 5.3280%  | N/A     | $2500000.00        | $2644935.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-15      | 5.3400%  | N/A     | $20897592.00       | $21532913.63       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-09-15      | 6.0000%  | N/A     | $7215461.00        | $7585551.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $40000.00          | $30543.83          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-03-20      | 4.1760%  | N/A     | $621117.00         | $586720.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-05-20      | 5.0302%  | N/A     | $31070000.00       | $836378.30         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-09-15      | 5.6500%  | N/A     | $6602891.00        | $6893530.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-09-20      | 6.4540%  | N/A     | $1033396.00        | $1101284.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2072-07-20      | 5.4020%  | N/A     | $17646662.00       | $17244701.47       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-12-15      | 5.2100%  | N/A     | $19352622.00       | $19846383.71       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | 1.5000%  | N/A     | $2160000.00        | $760020.07         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-12-20      | 4.2190%  | N/A     | $612965.00         | $605764.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-09-15      | 5.5300%  | N/A     | $7929259.00        | $8207510.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-09-20      | 5.2990%  | N/A     | $10000000.00       | $10994258.60       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-11-15      | 5.5500%  | N/A     | $3505469.00        | $3638471.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-11-15      | 4.9600%  | N/A     | $12448443.00       | $12529298.92       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-12-20      | 6.3280%  | N/A     | $3891123.00        | $4116732.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-01-15      | 5.2700%  | N/A     | $24320000.00       | $24778511.72       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-11-20      | 5.0000%  | N/A     | $13397000.00       | $2738664.56        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.0030%  | N/A     | $1533000.00        | $1526065.91        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-08-20      | 4.7030%  | N/A     | $1617.00           | $1348.15           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-07-16      | 0.8012%  | N/A     | $47536343.00       | $3560964.50        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-11-15      | 5.4100%  | N/A     | $3475300.00        | $3582515.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 5.5000%  | N/A     | $3683165.00        | $3803289.79        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-07-20      | 5.0000%  | N/A     | $2892336.00        | $2387800.65        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2071-07-20      | 5.2030%  | N/A     | $1500000.00        | $1356879.64        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.1030%  | N/A     | $1236.00           | $616.78            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2071-10-20      | 5.3570%  | N/A     | $1500000.00        | $1425431.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-01-16      | 5.0000%  | N/A     | $113000.00         | $10854.31          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.1030%  | N/A     | $1342161.00        | $418194.47         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.4030%  | N/A     | $1941.00           | $1498.74           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-09-15      | 6.5000%  | N/A     | $6337562.00        | $6842431.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-09-15      | 6.5000%  | N/A     | $9606700.00        | $10444021.79       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-11-20      | 6.4190%  | N/A     | $2680956.00        | $2841590.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-09-20      | 6.2520%  | N/A     | $1050723.00        | $913028.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2071-08-20      | 5.1800%  | N/A     | $2000000.00        | $2237341.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-16      | 4.2091%  | N/A     | $480000.00         | $440409.86         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-11-20      | 4.6510%  | N/A     | $457904.00         | $463546.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-08-16      | 2.5000%  | N/A     | $400000.00         | $294347.16         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-01-20      | 4.7000%  | N/A     | $1060.00           | $26.51             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2067-02-16      | 5.0000%  | N/A     | $708620.00         | $590508.48         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2071-08-20      | 5.2030%  | N/A     | $1500000.00        | $1353398.53        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-11-20      | 4.2250%  | N/A     | $661694.00         | $656620.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2072-01-20      | 5.1940%  | N/A     | $2000000.00        | $2104087.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-10-20      | 4.3900%  | N/A     | $3845.00           | $0.48              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-09-20      | 6.4470%  | N/A     | $3528989.00        | $3445077.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-09-15      | 5.6200%  | N/A     | $5399372.00        | $5625719.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-10-16      | 5.2500%  | N/A     | $929377.00         | $827627.10         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2071-10-20      | 5.2000%  | N/A     | $3000000.00        | $3215182.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.0000%  | N/A     | $44480.00          | $25806.29          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-11-20      | 4.7500%  | N/A     | $1373.00           | $1358.99           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-10-20      | 5.3220%  | N/A     | $13000000.00       | $14365258.83       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-10-15      | 5.6400%  | N/A     | $5737500.00        | $5990142.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-07-20      | 4.6140%  | N/A     | $273628.00         | $208345.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | 4.5000%  | N/A     | $48317.00          | $37012.46          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-02-20      | 4.8992%  | N/A     | $7700000.00        | $1444550.16        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-12-20      | 6.1580%  | N/A     | $940065.00         | $972351.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-15      | 5.4000%  | N/A     | $8014546.00        | $8246116.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0000%  | N/A     | $24512.00          | $22276.01          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-11-15      | 5.4100%  | N/A     | $5275900.00        | $5438664.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-06-20      | 4.3110%  | N/A     | $1161281.00        | $781513.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-06-20      | 4.7790%  | N/A     | $110460.00         | $48.22             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-05-16      | 1.5000%  | N/A     | $30000.00          | $20503.67          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2072-05-20      | 5.5820%  | N/A     | $14553844.00       | $13727693.12       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.5000%  | N/A     | $25126.00          | $27455.25          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-10-15      | 5.5800%  | N/A     | $3636014.00        | $3779327.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-09-15      | 5.9200%  | N/A     | $12093163.00       | $12857014.17       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-01-15      | 5.0000%  | N/A     | $11464500.00       | $11626800.38       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-11-20      | 7.0310%  | N/A     | $3416065.00        | $3566705.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-11-15      | 5.8000%  | N/A     | $9365300.00        | $9892039.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2072-05-20      | 4.5930%  | N/A     | $3000000.00        | $2758812.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-11-20      | 6.2320%  | N/A     | $807394.00         | $827890.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-10-20      | 6.2010%  | N/A     | $837658.00         | $791286.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2071-10-20      | 5.3040%  | N/A     | $2000000.00        | $1990969.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-10-20      | 6.4180%  | N/A     | $2922522.00        | $3045400.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-12-20      | 6.8360%  | N/A     | $1149324.00        | $1217085.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-10-20      | 4.4840%  | N/A     | $296467.00         | $289840.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.5000%  | N/A     | $64039.00          | $56090.48          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-08-15      | 6.3000%  | N/A     | $9811700.00        | $10615384.88       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-10-20      | 5.3290%  | N/A     | $26386629.00       | $29215988.13       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-12-15      | 5.2500%  | N/A     | $2796500.00        | $2850851.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-05-15      | 5.5800%  | N/A     | $2698600.00        | $2792995.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2067-11-20      | 3.0000%  | N/A     | $589538.00         | $206599.18         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-09-20      | 4.7010%  | N/A     | $296276.00         | $272402.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-15      | 5.8800%  | N/A     | $3465266.00        | $3669932.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-12-20      | 5.9410%  | N/A     | $503217.00         | $527645.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-11-15      | 5.0300%  | N/A     | $3704050.00        | $3711160.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-11-20      | 5.3320%  | N/A     | $12000000.00       | $13194530.74       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-04-20      | 4.7000%  | N/A     | $2450000.00        | $15720.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-09-20      | 6.3970%  | N/A     | $563081.00         | $602527.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-10-15      | 5.5100%  | N/A     | $3381400.00        | $3497011.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-09-16      | 5.0000%  | N/A     | $61360.00          | $51114.95          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-11-20      | 5.3050%  | N/A     | $21177381.00       | $23220876.69       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.2500%  | N/A     | $112950.00         | $108303.71         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-09-15      | 6.5000%  | N/A     | $11238200.00       | $12217723.64       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-09-20      | 5.2000%  | N/A     | $100000.00         | $34.25             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5000%  | N/A     | $3702000.00        | $3352790.34        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-02-20      | 4.6780%  | N/A     | $95000.00          | $12166.24          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-08-20      | 4.5260%  | N/A     | $251199.00         | $232662.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 6.0000%  | N/A     | $31874.00          | $34409.46          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-11-20      | 6.4550%  | N/A     | $827821.00         | $875649.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2067-05-20      | 4.5760%  | N/A     | $3000000.00        | $807731.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | 3.5000%  | N/A     | $1000.00           | $711.59            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-12-20      | 5.4760%  | N/A     | $314587.00         | $337381.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-15      | 5.8000%  | N/A     | $17688582.00       | $18618966.48       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2069-03-20      | 4.4492%  | N/A     | $2000000.00        | $450636.09         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-02-20      | 4.5650%  | N/A     | $700000.00         | $92828.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-01-15      | 5.0000%  | N/A     | $8307700.00        | $8425310.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2071-10-20      | 5.2880%  | N/A     | $1238684.00        | $1042248.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-10-20      | 4.1940%  | N/A     | $548915.00         | $520492.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-01-15      | 5.0000%  | N/A     | $11525300.00       | $11688461.11       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-20      | 4.6570%  | N/A     | $1000000.00        | $26530.03          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-05-20      | 4.6830%  | N/A     | $1200000.00        | $15843.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-06-20      | 6.4260%  | N/A     | $1175000.00        | $31654.25          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-01-16      | 1.7500%  | N/A     | $1500000.00        | $1128280.53        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-01-16      | 3.0000%  | N/A     | $1537500.00        | $1687463.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-11-15      | 5.2000%  | N/A     | $16892357.00       | $17213835.98       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-15      | 7.7500%  | N/A     | $10121400.00       | $10962504.56       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2072-01-20      | 5.2280%  | N/A     | $15774.00          | $16630.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-11-20      | 3.2700%  | N/A     | $263093.00         | $244683.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-15      | 5.6900%  | N/A     | $5802218.00        | $6074698.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-12-20      | 6.4780%  | N/A     | $2145435.00        | $2270630.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-04-20      | 4.0150%  | N/A     | $590000.00         | $16796.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-11-20      | 5.0560%  | N/A     | $5222027.00        | $5614046.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.4898%  | N/A     | $13783859.00       | $2007587.08        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-10-15      | 5.1500%  | N/A     | $3142500.00        | $3188002.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-12-20      | 5.2990%  | N/A     | $12967289.00       | $14242656.09       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | 6.0000%  | N/A     | $10500000.00       | $3915504.92        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 2.0000%  | N/A     | $1000.00           | $454.33            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.6530%  | N/A     | $2300000.00        | $2310820.39        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-12-20      | 5.3690%  | N/A     | $2944030.00        | $3198724.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-11-15      | 5.6900%  | N/A     | $5861448.00        | $6145086.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-11-20      | 5.3100%  | N/A     | $7244.00           | $43.84             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.7030%  | N/A     | $302753.00         | $303207.91         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-11-20      | 5.0740%  | N/A     | $810234.00         | $855405.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2069-01-20      | 4.4985%  | N/A     | $350000.00         | $480175.29         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-12-15      | 4.9500%  | N/A     | $18740000.00       | $18822348.78       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-12-15      | 5.5400%  | N/A     | $21150700.00       | $22028645.85       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-10-16      | 5.2500%  | N/A     | $929377.00         | $827627.10         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $1400000.00        | $1397392.46        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-12-20      | 6.9490%  | N/A     | $400471.00         | $417559.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-11-20      | 4.7992%  | N/A     | $5300000.00        | $912569.31         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2074-01-20      | 3.4016%  | N/A     | $1091601.00        | $879770.56         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-06-20      | 5.2000%  | N/A     | $63227.00          | $26.72             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $1000.00           | $940.17            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-12-20      | 4.2250%  | N/A     | $710026.00         | $2801.91           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.6530%  | N/A     | $712212.00         | $553708.28         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-11-20      | 5.3530%  | N/A     | $21928754.00       | $24189730.19       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | 3.5000%  | N/A     | $11184998.00       | $3069059.40        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-12-20      | 5.3940%  | N/A     | $13332745.00       | $14752844.56       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2074-12-20      | 4.5420%  | N/A     | $450578.00         | $370535.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.5030%  | N/A     | $1000.00           | $728.36            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.0000%  | N/A     | $8390.00           | $1697.66           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5030%  | N/A     | $53088.00          | $51807.64          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 4.5000%  | N/A     | $1000.00           | $908.16            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-10-15      | 6.1700%  | N/A     | $9404850.00        | $10141368.25       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-10-15      | 4.3600%  | N/A     | $15388700.00       | $14756762.97       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.0530%  | N/A     | $900000.00         | $885015.29         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-10-20      | 5.3940%  | N/A     | $11793786.00       | $13124881.29       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-12-15      | 5.0900%  | N/A     | $12955000.00       | $13100221.53       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-09-16      | 5.0000%  | N/A     | $7614.00           | $7058.44           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2073-07-20      | 3.9468%  | N/A     | $600000.00         | $510758.51         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-10-15      | 4.1200%  | N/A     | $4231678.00        | $3860035.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-15      | 5.2900%  | N/A     | $4860600.00        | $5016656.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.2398%  | N/A     | $20000000.00       | $3799376.07        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-12-20      | 5.9070%  | N/A     | $1138149.00        | $1196461.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-20      | 3.0000%  | N/A     | $3030692.00        | $3364866.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-11-15      | 5.4300%  | N/A     | $5571782.00        | $5753362.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 3.0000%  | N/A     | $307004.00         | $58656.63          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-09-15      | 6.0500%  | N/A     | $17851400.00       | $19076687.51       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-10-15      | 5.4000%  | N/A     | $17473248.00       | $17996358.33       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-01-20      | 4.6900%  | N/A     | $712689.00         | $8238.51           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2071-07-20      | 5.2030%  | N/A     | $1000000.00        | $786497.29         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-11-15      | 3.6900%  | N/A     | $4250000.00        | $3872633.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2067-01-20      | 4.5800%  | N/A     | $95000.00          | $23604.15          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-12-20      | 6.1560%  | N/A     | $560906.00         | $597028.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-03-16      | 4.2500%  | N/A     | $64855.00          | $50699.20          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-11-16      | 4.5000%  | N/A     | $500560.00         | $408903.96         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-03-16      | 5.0000%  | N/A     | $14910.00          | $12229.79          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-10-15      | 5.6800%  | N/A     | $4173408.00        | $4367886.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2071-01-20      | 5.3530%  | N/A     | $2320000.00        | $769092.84         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-05-15      | 9.9500%  | N/A     | $16908099.00       | $17501730.15       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-11-15      | 5.3300%  | N/A     | $3437600.00        | $3506933.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-07-20      | 4.5380%  | N/A     | $150000.00         | $19663.38          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-12-20      | 6.3690%  | N/A     | $1913038.00        | $2013904.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 4.7030%  | N/A     | $8075000.00        | $3202267.36        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-12-15      | 5.2400%  | N/A     | $5555400.00        | $5659647.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-11-15      | 5.4100%  | N/A     | $4035450.00        | $4159946.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-01-15      | 5.4600%  | N/A     | $3872700.00        | $4012420.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2068-02-16      | 5.0000%  | N/A     | $695970.00         | $577866.52         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2059-09-20      | 5.6850%  | N/A     | $100000.00         | $1.19              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-09-20      | 6.1490%  | N/A     | $3782548.00        | $3636605.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-12-15      | 5.8400%  | N/A     | $14882654.00       | $15580282.18       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.0000%  | N/A     | $56180.00          | $43816.80          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-12-20      | 6.2870%  | N/A     | $2933915.00        | $3083596.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-12-20      | 5.2840%  | N/A     | $26237331.00       | $28809574.81       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-11-15      | 5.4000%  | N/A     | $3182500.00        | $3267241.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-11-15      | 5.4100%  | N/A     | $5034300.00        | $5189611.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-04-15      | 5.7400%  | N/A     | $5342300.00        | $5586454.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.5000%  | N/A     | $10010.00          | $11302.80          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-07-20      | 3.0000%  | N/A     | $4405.00           | $2616.36           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-05-15      | 2.2500%  | N/A     | $5017500.00        | $4042134.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-02-15      | 4.9900%  | N/A     | $32301000.00       | $32426609.62       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-12-15      | 5.2500%  | N/A     | $1700648.00        | $1733700.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-12-20      | 5.3380%  | N/A     | $24520742.00       | $27022619.20       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-11-16      | 5.0000%  | N/A     | $91617.00          | $79110.34          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2061-01-15      | 5.3900%  | N/A     | $6000000.00        | $6193907.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-09-15      | 5.6900%  | N/A     | $3892868.00        | $4075818.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-16      | 3.0000%  | N/A     | $6143042.00        | $3876128.40        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-12-20      | 4.6580%  | N/A     | $278827.00         | $283524.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | 5.0000%  | N/A     | $445338.00         | $419125.75         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-11-15      | 5.2400%  | N/A     | $3619384.00        | $3684093.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-08-20      | 4.5250%  | N/A     | $1014912.00        | $34648.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.8030%  | N/A     | $14369.00          | $10487.55          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-12-20      | 5.3460%  | N/A     | $21231677.00       | $23409526.88       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2072-01-20      | 5.0770%  | N/A     | $2500000.00        | $2797559.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-05-20      | 4.6300%  | N/A     | $950000.00         | $433.82            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.7030%  | N/A     | $257819.00         | $243259.99         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-11-15      | 5.8200%  | N/A     | $6383000.00        | $6745065.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-16      | 2.6000%  | N/A     | $4075862.00        | $2385188.07        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2074-02-20      | 3.2997%  | N/A     | $735000.00         | $599649.77         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2061-08-16      | 2.5000%  | N/A     | $154000.00         | $69699.45          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-09-15      | 5.5300%  | N/A     | $3809480.00        | $3943161.16        | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2059-09-15      | 0.0000%  | N/A     | $85000.00          | $13344.32          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2037-09-15      | 0.0000%  | N/A     | $85000.00          | $49028.85          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2041-03-15      | 0.0000%  | N/A     | $83000.00          | $36704.84          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2064-03-15      | 0.0000%  | N/A     | $77000.00          | $9435.27           | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2038-03-15      | 0.0000%  | N/A     | $85000.00          | $47787.00          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2040-03-15      | 0.0000%  | N/A     | $85000.00          | $39672.82          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2061-03-15      | 0.0000%  | N/A     | $85000.00          | $12286.41          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2042-03-15      | 0.0000%  | N/A     | $85000.00          | $35615.25          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2047-03-15      | 0.0000%  | N/A     | $85000.00          | $27195.33          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2058-03-15      | 0.0000%  | N/A     | $85000.00          | $14493.35          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2055-09-15      | 0.0000%  | N/A     | $85000.00          | $16632.38          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2063-03-15      | 0.0000%  | N/A     | $85000.00          | $11005.21          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2054-03-15      | 0.0000%  | N/A     | $85000.00          | $18064.54          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2044-09-15      | 0.0000%  | N/A     | $75000.00          | $27460.43          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2053-09-15      | 0.0000%  | N/A     | $85000.00          | $18568.76          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2045-03-15      | 0.0000%  | N/A     | $85000.00          | $30293.58          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2053-03-15      | 0.0000%  | N/A     | $85000.00          | $19087.18          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2062-03-15      | 0.0000%  | N/A     | $85000.00          | $11628.17          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2049-03-15      | 0.0000%  | N/A     | $85000.00          | $23790.23          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2052-03-15      | 0.0000%  | N/A     | $85000.00          | $20167.61          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2060-09-15      | 0.0000%  | N/A     | $80000.00          | $11886.48          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2052-09-15      | 0.0000%  | N/A     | $82000.00          | $18927.49          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2059-03-15      | 0.0000%  | N/A     | $85000.00          | $13716.88          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2064-09-15      | 0.0000%  | N/A     | $85000.00          | $10132.68          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2047-09-15      | 0.0000%  | N/A     | $85000.00          | $26471.55          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2063-09-15      | 0.0000%  | N/A     | $85000.00          | $10706.35          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2051-03-15      | 0.0000%  | N/A     | $85000.00          | $21309.33          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2048-09-15      | 0.0000%  | N/A     | $85000.00          | $24454.33          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2030-05-01      | 7.1250%  | N/A     | $2000.00           | $2288.53           | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2051-09-15      | 0.0000%  | N/A     | $85000.00          | $20730.65          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2038-09-15      | 0.0000%  | N/A     | $85000.00          | $46288.45          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2056-09-15      | 0.0000%  | N/A     | $85000.00          | $15741.32          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2065-03-15      | 0.0000%  | N/A     | $85000.00          | $9857.54           | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2044-03-15      | 0.0000%  | N/A     | $83000.00          | $31220.37          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2049-09-15      | 0.0000%  | N/A     | $85000.00          | $23144.14          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2039-03-15      | 0.0000%  | N/A     | $76000.00          | $40420.60          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2039-09-15      | 0.0000%  | N/A     | $78000.00          | $40265.16          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2043-09-15      | 0.0000%  | N/A     | $85000.00          | $32846.81          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2062-09-15      | 0.0000%  | N/A     | $85000.00          | $11312.40          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2058-09-15      | 0.0000%  | N/A     | $81000.00          | $13436.20          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2055-03-15      | 0.0000%  | N/A     | $85000.00          | $17096.65          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2037-03-15      | 0.0000%  | N/A     | $83000.00          | $49100.23          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2050-03-15      | 0.0000%  | N/A     | $85000.00          | $22515.65          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2040-09-15      | 0.0000%  | N/A     | $85000.00          | $38617.03          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2060-03-15      | 0.0000%  | N/A     | $85000.00          | $12981.97          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2065-09-15      | 0.0000%  | N/A     | $84000.00          | $9476.96           | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2054-09-15      | 0.0000%  | N/A     | $85000.00          | $17573.92          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2061-09-15      | 0.0000%  | N/A     | $85000.00          | $11952.79          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2046-03-15      | 0.0000%  | N/A     | $85000.00          | $28702.72          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2046-09-15      | 0.0000%  | N/A     | $85000.00          | $27938.82          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2041-09-15      | 0.0000%  | N/A     | $83000.00          | $35728.10          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2045-09-15      | 0.0000%  | N/A     | $85000.00          | $29487.44          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2056-03-15      | 0.0000%  | N/A     | $85000.00          | $16180.69          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2048-03-15      | 0.0000%  | N/A     | $85000.00          | $25690.40          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2043-03-15      | 0.0000%  | N/A     | $85000.00          | $33744.83          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2042-09-15      | 0.0000%  | N/A     | $85000.00          | $34667.42          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2057-09-15      | 0.0000%  | N/A     | $85000.00          | $14897.95          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2065-09-15      | 0.0000%  | N/A     | $85000.00          | $9589.79           | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2050-09-15      | 0.0000%  | N/A     | $81000.00          | $20873.38          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2057-03-15      | 0.0000%  | N/A     | $73000.00          | $13151.83          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2029-04-15      | 2.1250%  | N/A     | $30000000.00       | $32600375.99       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2038-02-15      | 0.0000%  | N/A     | $85000.00          | $48956.18          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $3.92              | $2.04              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-02-15      | 0.0000%  | N/A     | $229665435.00      | $205279559.11      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $0.46              | $0.23              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-02-15      | 0.0000%  | N/A     | $451000.00         | $355763.68         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-02-15      | 0.0000%  | N/A     | $9762000.00        | $9405335.57        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $1012400.00        | $762775.57         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-08-15      | 0.0000%  | N/A     | $5353287.00        | $4111329.77        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $10849242.00       | $6700188.08        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-05-15      | 0.0000%  | N/A     | $15678000.00       | $14976660.35       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $796100.00         | $656845.39         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $0.98              | $0.41              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-03-31      | 0.0000%  | N/A     | $16.12             | $16.02             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $23309819.00       | $14201786.94       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $109461527.29      | $92873617.98       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $1000.00           | $816.31            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-02-15      | 0.0000%  | N/A     | $20878300.00       | $20150753.88       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-08-15      | 0.0000%  | N/A     | $4577000.00        | $4333636.33        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-04-15      | 1.2500%  | N/A     | $72094000.00       | $78540070.40       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $0.63              | $0.32              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-11-15      | 0.0000%  | N/A     | $1446100.00        | $1357604.46        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $79671900.00       | $93579523.23       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-02-15      | 0.0000%  | N/A     | $84332917.78       | $72317332.32       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $4081639.60        | $1236259.25        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $0.99              | $0.26              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2054-11-15      | 0.0000%  | N/A     | $27500.00          | $6659.57           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-11-15      | 0.0000%  | N/A     | $22415085.12       | $20238670.02       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-05-15      | 0.0000%  | N/A     | $36873727.21       | $36475527.83       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-02-15      | 0.0000%  | N/A     | $10327800.00       | $9273114.74        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $70334062.93       | $41686999.10       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $0.23              | $0.12              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $21646300.00       | $14115747.05       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-11-15      | 0.0000%  | N/A     | $1020000.00        | $922545.12         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $44064918.60       | $42808010.86       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-02-15      | 0.0000%  | N/A     | $100000.00         | $99832.00          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-08-15      | 0.0000%  | N/A     | $1177700.00        | $1115204.17        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $1232000.00        | $1049310.42        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-05-15      | 0.0000%  | N/A     | $167200.00         | $154074.63         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $0.61              | $0.27              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-05-15      | 0.0000%  | N/A     | $304736867.00      | $291104767.99      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-07-15      | 0.6250%  | N/A     | $132331800.00      | $140125605.59      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $330000.78         | $129424.66         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $89000.00          | $49815.26          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $16964500.00       | $13230800.16       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $3373000.00        | $2426249.50        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $25701013.00       | $22275710.49       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-08-15      | 0.0000%  | N/A     | $5008000.00        | $4041936.77        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $421300.00         | $100973.81         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $1.00              | $0.38              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $0.44              | $0.20              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-01-15      | 0.5000%  | N/A     | $127063200.00      | $165544577.99      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $1.00              | $0.38              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-11-15      | 0.0000%  | N/A     | $1620000.00        | $1292452.20        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $55835500.00       | $71959482.36       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-08-15      | 0.0000%  | N/A     | $393000.00         | $302841.48         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $1715000.00        | $1160183.78        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $84786881.00       | $57434717.98       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $10930431.00       | $8491021.13        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $0.91              | $0.47              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $115100.00         | $60398.73          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2055-08-15      | 0.0000%  | N/A     | $349011900.00      | $82044321.40       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2055-11-15      | 0.0000%  | N/A     | $106608300.00      | $24752315.09       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $74783723.33       | $52004526.42       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-08-15      | 0.0000%  | N/A     | $235943207.00      | $215079457.03      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $14872644.25       | $13163390.74       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-02-15      | 0.0000%  | N/A     | $1230837.00        | $966944.32         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-08-15      | 0.0000%  | N/A     | $202549345.40      | $191635581.57      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-02-15      | 0.0000%  | N/A     | $70000.00          | $62690.04          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-02-15      | 0.0000%  | N/A     | $24103400.00       | $22412209.04       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-04-15      | 1.6250%  | N/A     | $4050400.00        | $4205293.28        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-11-15      | 0.0000%  | N/A     | $2909659.00        | $2418136.12        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $131982400.00      | $142723831.86      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $81390788.52       | $58774404.55       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $29857508.71       | $25082486.91       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $8080900.00        | $5599546.52        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-08-15      | 0.0000%  | N/A     | $1119000.00        | $823647.78         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-11-15      | 0.0000%  | N/A     | $31858419.00       | $25322154.61       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-07-15      | 1.8750%  | N/A     | $100.00            | $101.62            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $0.11              | $0.04              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-11-15      | 0.0000%  | N/A     | $1628000.00        | $1358111.79        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $11402679.00       | $9364244.88        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-11-15      | 0.0000%  | N/A     | $15284600.00       | $13826005.91       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $2239600.00        | $1039669.35        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $17374200.00       | $18411438.71       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-08-15      | 0.0000%  | N/A     | $24508529.34       | $19695421.81       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-08-15      | 0.0000%  | N/A     | $200.00            | $196.11            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $44133295.99       | $28367249.73       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2036-01-15      | 1.8750%  | N/A     | $102116000.00      | $101866808.23      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $19090900.00       | $20008340.91       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $32900.00          | $15509.92          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $123195000.00      | $139746878.11      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $526000.00         | $401041.34         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $536341.00         | $402127.56         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $0.03              | $0.02              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $2423154.00        | $1838907.34        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $1.13              | $0.46              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-07-15      | 0.3750%  | N/A     | $57111000.00       | $75413614.46       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $1147888.25        | $768601.87         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $350000.00         | $233857.05         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $46023619.02       | $32804853.24       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $234600.00         | $105983.60         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-08-15      | 0.0000%  | N/A     | $10844500.00       | $9900377.83        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-02-15      | 0.0000%  | N/A     | $29116860.71       | $28049553.06       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $35200000.00       | $13820364.80       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $523900.00         | $509150.12         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $5203200.00        | $4430519.60        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-01-15      | 0.1250%  | N/A     | $27149600.00       | $32803159.04       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-08-15      | 0.0000%  | N/A     | $67488701.28       | $49401189.43       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-11-15      | 0.0000%  | N/A     | $15000.00          | $14076.56          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2055-11-15      | 0.0000%  | N/A     | $22980000.00       | $5330900.40        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-08-15      | 0.0000%  | N/A     | $421000.00         | $384303.96         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $50001000.00       | $52804592.34       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $739700.00         | $655904.56         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $24.13             | $8.21              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-02-15      | 0.0000%  | N/A     | $4600.00           | $4592.59           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-08-15      | 0.0000%  | N/A     | $10734900.00       | $10529004.62       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $35149300.00       | $13614835.31       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $10927900.00       | $9508781.05        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-08-15      | 0.0000%  | N/A     | $21022273.99       | $20607231.23       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $1632000.00        | $1145872.90        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-05-15      | 0.0000%  | N/A     | $1.00              | $0.28              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $2901000.00        | $2110474.60        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $15051000.00       | $12230337.24       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $100.00            | $45.90             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $756000.00         | $360395.03         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-01-31      | 3.8577%  | N/A     | $159565900.00      | $161133446.30      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $90462.00          | $51386.12          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $213853719.00      | $187291590.12      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $866000.00         | $760722.98         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-11-15      | 0.0000%  | N/A     | $266235692.15      | $249586110.67      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-02-15      | 0.0000%  | N/A     | $116000.00         | $99860.80          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-02-15      | 0.0000%  | N/A     | $64097313.31       | $63991552.74       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2036-05-15      | 0.0000%  | N/A     | $19920298.40       | $12641560.81       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2039-05-15      | 0.0000%  | N/A     | $0.89              | $0.48              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2036-08-15      | 0.0000%  | N/A     | $22033032.00       | $13789615.44       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $2445000.00        | $2061051.87        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $20264900.00       | $25023374.33       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $17653915.83       | $10324733.79       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $23938582.75       | $14391062.04       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $53922960.00       | $35622262.30       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $41613200.00       | $29319412.32       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-05-15      | 0.0000%  | N/A     | $1421500.00        | $1406739.14        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $1.00              | $0.39              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-02-15      | 0.0000%  | N/A     | $224306371.22      | $208344056.92      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $81407300.00       | $55899787.88       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-05-15      | 0.0000%  | N/A     | $693100.00         | $516210.48         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $9594000.00        | $6807854.43        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $3300.00           | $1330.31           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $78916000.00       | $69292430.55       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-05-15      | 0.0000%  | N/A     | $209349800.00      | $192685555.92      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-05-15      | 0.0000%  | N/A     | $27264693.59       | $20200356.95       | U.S. Treasuries (including strips)        |

### Security 29: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 6TJCK1B7E7UTXP528Y04, C.5 - Other ID: AIV9946T1
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-12-15      | 3.5000%  | N/A     | $59705000.00       | $59782800.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $443122500.00      | $446077123.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-31      | 4.6250%  | N/A     | $50891700.00       | $53170207.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $449753300.00      | $460969911.24      | U.S. Treasuries (including strips) |

### Security 30: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: AIV9949T8
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-03
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $16173156.00       | $15352726.10       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1078796.00        | $1121862.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $378622.00         | $382734.37         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $275474.00         | $230290.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 4.0000%  | N/A     | $381720.00         | $349830.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $2776411.00        | $2156866.60        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $40970911.00       | $36635985.99       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $2398662.00        | $2452839.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1929663.00        | $1783545.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $3073973.00        | $3121208.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1794250.00        | $1851530.42        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $77008.00          | $78600.75          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $11522613.00       | $11245449.29       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $5155996.00        | $4294363.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1122744.00        | $1180644.01        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $4518021.00        | $3831954.92        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $751726.00         | $569102.54         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $14817471.00       | $10606571.93       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $4558992.00        | $3433509.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $1707796.00        | $1512063.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $2634947.00        | $2239899.92        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $13557633.00       | $13066779.57       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $2750131.00        | $2591677.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $322702.00         | $266268.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $15297859.00       | $13948838.06       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $2053500.00        | $2072616.32        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $29808518.00       | $20840930.90       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $14916570.00       | $13618737.40       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 7.0000%  | N/A     | $3852090.00        | $3124293.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $3924398.00        | $3661294.22        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $1078962.00        | $1075994.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 7.0000%  | N/A     | $11791371.00       | $9661338.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $8570828.00        | $7077328.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 7.0000%  | N/A     | $1156704.00        | $1148205.21        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $20587005.00       | $20234650.56       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $350000.00         | $324665.42         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $19531815.00       | $15459583.20       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $491951.00         | $501020.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 7.0000%  | N/A     | $1884831.00        | $1783811.14        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1127100.00        | $1159154.29        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 7.0000%  | N/A     | $2694586.00        | $1828292.63        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $3475875.00        | $3051575.57        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $1206500.00        | $1074169.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1227390.00        | $1267777.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $13232855.00       | $12359549.64       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $1267752.00        | $1306269.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $52210744.00       | $51503016.11       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $3004434.00        | $2729658.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $1104212.00        | $1146241.23        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $1115000.00        | $1116387.85        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $6681548.00        | $5361898.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $27729706.00       | $25924821.09       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $484332.00         | $468440.66         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 4.5000%  | N/A     | $60367876.00       | $59349898.07       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $11631533.00       | $11160794.66       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $3690272.00        | $3192458.48        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $1311038.00        | $1091201.18        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $137920.00         | $131136.56         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $38645368.00       | $33715825.92       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1014206.00        | $1048955.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $2099699.00        | $1982095.46        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $2294134.00        | $2343914.51        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1197999.00        | $1060519.57        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1656910.00        | $1691337.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $29150566.00       | $25323117.09       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $2659091.00        | $2516868.11        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $2835608.00        | $2431423.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $13389648.00       | $13038244.05       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $18450377.00       | $17648154.04       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $5643535.00        | $4680279.79        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1460000.00        | $1380764.11        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $1820616.00        | $1812068.68        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1329563.00        | $1342381.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $900000.00         | $846995.94         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1263377.00        | $874904.48         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1707009.00        | $1721877.69        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $4933815.00        | $4857826.96        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 7.0000%  | N/A     | $1468090.00        | $1306126.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1192050.00        | $1115933.26        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $21159220.00       | $19377330.80       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $131240.00         | $116630.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $1267041.00        | $1279781.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $50931809.00       | $47902355.94       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $25077108.00       | $20408617.53       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $7333245.00        | $7062990.14        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1149345.00        | $799345.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 7.0000%  | N/A     | $1071586.00        | $871657.12         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $2542724.00        | $2381516.81        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $3423221.00        | $3265933.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $1728370.00        | $1293476.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $11258700.00       | $9647190.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $3289735.00        | $3081443.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $6719355.00        | $5512930.42        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1506520.00        | $934327.42         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $7070465.00        | $5375063.57        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $10499932.00       | $8152847.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $3479673.00        | $1775732.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $1081600.00        | $1093381.35        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1434861.00        | $780452.36         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $10043501.00       | $8584019.02        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $9502249.00        | $8682270.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $3569997.00        | $3436046.19        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $375452.00         | $320567.25         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $2800000.00        | $2643617.46        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $98034712.00       | $94692580.21       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $484884.00         | $387087.82         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1550922.00        | $1646929.77        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $1075575.00        | $1079434.66        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $3956433.00        | $4089648.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $12160062.00       | $11906175.37       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $1369025.00        | $1283474.11        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1313625.00        | $1346497.51        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $14921540.00       | $12525158.71       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1462081.00        | $988874.28         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 7.0000%  | N/A     | $1686861.00        | $1487765.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $399658.00         | $265870.73         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $5757127.00        | $5438857.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $39160958.00       | $34379340.39       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $2319686.00        | $2412711.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 4.5000%  | N/A     | $9077000.00        | $8758275.11        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $122078.00         | $95891.31          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $14690736.00       | $13657340.13       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $587123.00         | $590934.96         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $200000.00         | $172148.42         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $3190055.00        | $2864702.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $16864061.00       | $16583535.26       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1491746.00        | $1202459.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $1136879.00        | $975170.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $77080226.00       | $60412804.53       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $3585000.00        | $3487604.85        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1087164.00        | $901563.35         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $63043618.00       | $49867551.93       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $8078142.00        | $4926848.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1877507.00        | $1391412.18        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1021792.00        | $1069889.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $13054046.00       | $12773732.83       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $858.94            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $200000.00         | $191408.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 7.0000%  | N/A     | $1278032.00        | $1092765.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $100000.00         | $71677.50          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $15886745.00       | $11098297.73       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $4254662.00        | $3241983.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $13161840.00       | $11150755.41       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $540618.00         | $538751.26         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1760573.00        | $1851852.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $2299254.00        | $2011153.83        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $1394386.00        | $1245551.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $13095632.00       | $12494228.55       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $55000.00          | $51220.17          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1671514.00        | $1475858.60        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $400000.00         | $315569.64         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $12900296.00       | $12409257.96       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 7.0000%  | N/A     | $3086096.00        | $3336070.62        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1708064.00        | $1794424.47        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $373256.00         | $262754.38         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $2831588.00        | $2779496.71        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $2647219.00        | $2400478.06        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $48954521.00       | $42983745.92       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1660936.00        | $1336071.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $2262603.00        | $2356107.47        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $22579577.00       | $22644754.13       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1346389.00        | $1232751.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $4584932.00        | $3879406.33        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $2825304.00        | $2400381.24        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1019000.00        | $1047615.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $3737272.00        | $2622939.29        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $2385851.00        | $2430576.02        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1289076.00        | $1328936.29        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $6182519.00        | $5594780.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $4886448.00        | $4557891.63        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1402385.00        | $639643.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $3000000.00        | $2613549.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $3000000.00        | $3024772.66        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $2185321.00        | $1459949.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $80773194.00       | $77162900.27       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $34134852.00       | $33027934.45       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $39243179.00       | $36951167.83       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $25626897.00       | $24134901.55       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $2632133.00        | $2290766.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $5431862.00        | $4922957.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $2329949.00        | $2452374.34        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 7.0000%  | N/A     | $1547420.00        | $1641969.47        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $8567767.00        | $7635823.64        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1822241.00        | $1770137.49        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1144139.00        | $890036.90         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1557400.00        | $1615181.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $2368633.00        | $2096009.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $14547644.00       | $13507153.08       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $5830420.00        | $5584111.49        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $4304618.00        | $4327026.86        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1287348.00        | $1355068.06        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1168902.00        | $1226276.08        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1425610.00        | $1489633.08        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $374538.00         | $376670.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $7094934.00        | $6310709.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $34917120.00       | $31714657.74       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1391083.00        | $784518.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $9407908.00        | $6617238.16        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $26776611.00       | $25453198.23       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $2113100.00        | $2175615.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $3194232.00        | $2940672.31        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $45557909.00       | $46250060.20       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $1622528.00        | $1563198.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $4656291.00        | $4704003.58        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1853032.00        | $1368116.37        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $1015052.00        | $1008321.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1166734.00        | $1015956.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $1174089.00        | $1178510.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $15964382.00       | $13579667.52       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1826060.00        | $1875409.08        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $255685.00         | $243679.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $8845669.00        | $8150801.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $11493380.00       | $11156584.19       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1897661.00        | $1810863.57        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $2314030.00        | $1263813.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $2362711.00        | $1994377.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $9600000.00        | $7536083.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1222999.00        | $1143957.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1221222.00        | $1026243.83        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $20605807.00       | $18205369.51       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $3105838.00        | $3149518.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1025628.00        | $1065584.96        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1539767.00        | $1611091.46        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $5645.00           | $5220.28           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $3015020.00        | $3060548.90        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1357317.00        | $1408048.48        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 7.0000%  | N/A     | $1645132.00        | $1470824.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $6604253.00        | $6895645.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $1549151.00        | $1671098.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 4.0000%  | N/A     | $3411447.00        | $3229439.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $2202196.00        | $2271202.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $29744586.00       | $28086241.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $6494092.00        | $6486564.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1964071.00        | $1990510.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $2815306.00        | $2563730.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $34646060.00       | $29829767.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $405000.00         | $354598.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $16109772.00       | $15777064.98       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 4.0000%  | N/A     | $867321.00         | $793254.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $16706718.00       | $12177299.42       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $32318091.00       | $31027332.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $17085068.00       | $11915834.41       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $61985642.00       | $58816160.71       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $587000.00         | $468137.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 4.0000%  | N/A     | $7234646.00        | $6644175.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-25      | 6.5000%  | N/A     | $14567518.00       | $12154442.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $2435526.00        | $2224991.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $719428.00         | $630196.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $30392750.00       | $23561763.64       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $37295197.00       | $34171198.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $278620.00         | $223726.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $16222169.00       | $14429157.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $9908000.00        | $8370184.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1590485.00        | $1468257.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $7187964.00        | $6589578.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $166260.00         | $170175.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $4016338.00        | $3126306.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $300000.00         | $301085.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $5073696.00        | $4106550.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $20004280.00       | $18079683.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 4.0000%  | N/A     | $14667758.00       | $13250391.47       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $227060.00         | $211099.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $6315000.00        | $5370537.01        | Agency Mortgage-Backed Securities |

### Security 31: CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)

- **C.1 - Title:** CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 0PW008HP0
- **C.18 - Value (incl. sponsor support):** $1700000000.00
- **C.18.a - Value (excl. sponsor support):** $1700000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2048-02-15      | 3.0000%  | N/A     | $505200.00         | $383312.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.7500%  | N/A     | $12767100.00       | $12773837.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 4.3750%  | N/A     | $818740800.00      | $839468135.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 1.8750%  | N/A     | $100.00            | $56.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 0.3750%  | N/A     | $100.00            | $132.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 2.1250%  | N/A     | $2000.00           | $2946.99           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 2.8750%  | N/A     | $719671900.00      | $712937146.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $166928700.00      | $168434451.29      | U.S. Treasuries (including strips) |

### Security 32: CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)

- **C.1 - Title:** CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 0PW008ID6
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-10-31      | 1.3750%  | N/A     | $186144600.00      | $175954763.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $72228000.00       | $68327392.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 3.6250%  | N/A     | $237136500.00      | $241245817.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 4.6250%  | N/A     | $1000.00           | $991.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | 4.3750%  | N/A     | $23700100.00       | $24471105.27       | U.S. Treasuries (including strips) |

### Security 33: CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)

- **C.1 - Title:** CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 0PW008J86
- **C.18 - Value (incl. sponsor support):** $1100000000.00
- **C.18.a - Value (excl. sponsor support):** $1100000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **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 Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL FARM CREDIT B | 2032-03-24      | 4.7000%  | N/A     | $1000.00           | $1013.75           | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2030-09-01      | 4.2500%  | N/A     | $39480000.00       | $39907355.64       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-06-01      | 5.8100%  | N/A     | $65600000.00       | $68454602.24       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-09-01      | 4.2500%  | N/A     | $24150000.00       | $24411414.36       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-01      | 4.2400%  | N/A     | $37525952.00       | $37822240.26       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-09-01      | 4.2500%  | N/A     | $33180000.00       | $33539160.59       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-06-01      | 1.8600%  | N/A     | $35000000.00       | $30333255.22       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-09-01      | 4.2500%  | N/A     | $33108000.00       | $33466381.22       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 4.5900%  | N/A     | $24223000.00       | $24674213.93       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-03-01      | 4.3737%  | N/A     | $25000000.00       | $25119409.54       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-12-01      | 4.4000%  | N/A     | $25072000.00       | $25185424.82       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.0000%  | N/A     | $139099648.00      | $23604359.62       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $8457952.00        | $8866244.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 2.5000%  | N/A     | $50000000.00       | $23865372.10       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | 3.0000%  | N/A     | $150000000.00      | $21143234.24       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $21202624.00       | $21349362.65       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 7.0000%  | N/A     | $41023744.00       | $32877833.89       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.5000%  | N/A     | $295840000.00      | $149965317.81      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $48601344.00       | $32113261.38       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 7.0000%  | N/A     | $7264408.00        | $6003940.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | 7.0000%  | N/A     | $29482987.00       | $22153660.00       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.0000%  | N/A     | $49000000.00       | $29410602.62       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 3.0000%  | N/A     | $49437000.00       | $33736797.26       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.5000%  | N/A     | $50000000.00       | $33497398.32       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.5000%  | N/A     | $49999900.00       | $28629404.27       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $85000000.00       | $21113717.08       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-15      | 6.5000%  | N/A     | $13304655.00       | $12558717.39       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $23381880.00       | $23903893.47       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | 7.0000%  | N/A     | $7500536.00        | $6227542.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-20      | 3.5000%  | N/A     | $12892832.00       | $8318193.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.5000%  | N/A     | $23774400.00       | $25556673.21       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $20759104.00       | $21457136.88       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.0000%  | N/A     | $178486016.00      | $27968618.22       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 7.0000%  | N/A     | $3424.00           | $2445.65           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 7.0000%  | N/A     | $41581056.00       | $32203924.14       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $10249488.00       | $10627358.58       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.0000%  | N/A     | $24640256.00       | $26048611.43       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.0030%  | N/A     | $37988000.00       | $18059187.82       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | 3.0000%  | N/A     | $50000000.00       | $30184939.31       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.0000%  | N/A     | $11537392.00       | $11477831.08       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | 7.0000%  | N/A     | $8930976.00        | $6758151.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.5000%  | N/A     | $21201472.00       | $20960746.37       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $8051280.00        | $8616384.13        | Agency Mortgage-Backed Securities         |

### Security 34: DAIWA CAPITAL MARKETS AMERICA INC. (REPO)

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 0QR004EN1
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **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 Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A3; Moody's Short Rating: P-2; Standard & Poor's Long Rating: A-; Standard & Poor's Short Rating: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL FARM CREDIT B | 2028-01-27      | 3.6500%  | N/A     | $37273000.00       | $37245647.83       | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2026-09-18      | 0.0000%  | N/A     | $5000000.00        | $4887455.00        | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2026-03-06      | 3.7600%  | N/A     | $3000000.00        | $3018408.33        | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2041-01-28      | 4.9300%  | N/A     | $7015000.00        | $6998962.93        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2026-06-12      | 0.0000%  | N/A     | $1250000.00        | $1233415.00        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2026-03-25      | 0.0000%  | N/A     | $44500000.00       | $44255250.00       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $1024.00           | $998.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $5000.00           | $5223.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $10884909.00       | $7934799.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $839.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $1031.00           | $1043.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $3690652.00        | $3725661.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $1859304.00        | $1927905.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 4.5000%  | N/A     | $574000.00         | $57509.24          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $2618671.00        | $1887464.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1002.00           | $801.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.0000%  | N/A     | $1000.00           | $811.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $3088.00           | $3032.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.5000%  | N/A     | $599940.00         | $477280.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $899.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1248593.00        | $1124272.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $4000.00           | $688.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $1308538.00        | $1326742.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.0000%  | N/A     | $1000.00           | $82.93             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $2048.00           | $2016.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.5000%  | N/A     | $2000.00           | $1106.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $2016.00           | $2053.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $3700704.00        | $3199877.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 3.5000%  | N/A     | $1072.00           | $130.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $1504.00           | $961.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.0000%  | N/A     | $40061.00          | $35536.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 3.0000%  | N/A     | $54558.00          | $38921.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $873.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $2000.00           | $1725.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 4.5000%  | N/A     | $29852596.00       | $29737364.98       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.0000%  | N/A     | $3074.00           | $3069.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $582407.00         | $591555.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 4.0000%  | N/A     | $1004.00           | $237.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $2386.00           | $2060.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 3.5000%  | N/A     | $1044.00           | $626.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-25      | 4.5973%  | N/A     | $6153264.00        | $3462953.49        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $2000.00           | $1516.17           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $437592.00         | $432673.93         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $1002.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.5000%  | N/A     | $2016.00           | $1497.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 4.0000%  | N/A     | $34235.00          | $33663.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $20407940.00       | $19282957.37       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.5000%  | N/A     | $26000.00          | $9163.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-07-01      | 3.5000%  | N/A     | $59997.00          | $34605.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $2000.00           | $2078.35           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 4.0000%  | N/A     | $1000.00           | $94.35             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $2000.00           | $1773.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $2000.00           | $1411.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $2000.00           | $1820.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 4.0000%  | N/A     | $35255.00          | $2608.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $229808.00         | $232351.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $8152893.00        | $6452059.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $698.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $563.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $921.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $3024.00           | $2457.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $3136.00           | $3197.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $4096.00           | $2801.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 4.5000%  | N/A     | $4053.00           | $3995.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 2.0000%  | N/A     | $55000.00          | $25960.49          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $70000.00          | $67228.19          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 4.5000%  | N/A     | $3096.00           | $3048.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $6600240.00        | $6124088.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $1016.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $1321.00           | $1346.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 3.0000%  | N/A     | $2001.00           | $328.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.5000%  | N/A     | $46318.00          | $6516.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1040.00           | $839.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $483932.00         | $296492.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $2000.00           | $1865.93           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.0000%  | N/A     | $2000.00           | $1079.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 7.0000%  | N/A     | $1000.00           | $887.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $78000.00          | $57119.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.5000%  | N/A     | $2024.00           | $1731.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $1855670.00        | $1757025.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.5000%  | N/A     | $1120.00           | $180.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $1008.00           | $1001.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $3001.00           | $3133.88           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 2.5000%  | N/A     | $1005.00           | $841.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $2707196.00        | $546273.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.5000%  | N/A     | $48949010.00       | $10282638.42       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $5041873.00        | $5093514.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $827.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1024.00           | $985.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $189.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $100005.00         | $73361.12          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $1002.00           | $1015.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.0000%  | N/A     | $1054.00           | $889.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $11102880.00       | $8930676.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $2012.00           | $1749.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1010.00           | $1012.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $3507958.00        | $3114256.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-25      | 5.2473%  | N/A     | $3795523.00        | $1813556.10        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.5000%  | N/A     | $42000.00          | $18911.31          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $2027.00           | $1823.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 4.0000%  | N/A     | $7988776.00        | $2465771.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 3.5000%  | N/A     | $1000.00           | $102.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-09-01      | 5.0000%  | N/A     | $1000.00           | $580.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $5000.00           | $5067.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 3.5000%  | N/A     | $1000.00           | $197.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-08-25      | 2.0000%  | N/A     | $3715226.00        | $2875058.26        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.0000%  | N/A     | $8269140.00        | $6214869.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $61000.00          | $50104.40          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $3007.00           | $2996.91           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 4.0000%  | N/A     | $1394203.00        | $1164287.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1004.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-04-01      | 3.0000%  | N/A     | $1000.00           | $39.08             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-09-01      | 3.0000%  | N/A     | $1000.00           | $76.66             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $9370917.00        | $7286605.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $57500.00          | $42793.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $927.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1024.00           | $954.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $4000.00           | $4073.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $6226.00           | $3606.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1008.00           | $950.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.5000%  | N/A     | $1000.00           | $393.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $1013.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $7000.00           | $6562.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.5000%  | N/A     | $3000.00           | $3137.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $2465.00           | $2420.01           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1001.00           | $1023.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $2133.00           | $1721.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-12-20      | 5.8750%  | N/A     | $1993.00           | $197.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $2016.00           | $1983.47           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 7.0000%  | N/A     | $8524246.00        | $6538876.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 2.5000%  | N/A     | $1000.00           | $251.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 6.0000%  | N/A     | $200000.00         | $156664.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $3001.00           | $2760.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 4.0000%  | N/A     | $13004.00          | $223.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $1440500.00        | $821949.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $11410.00          | $804.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 4.0000%  | N/A     | $8428.00           | $813.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $87172.00          | $70892.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 3.5000%  | N/A     | $1001.00           | $377.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-08-20      | 5.0000%  | N/A     | $1999.00           | $292.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $4006.00           | $3438.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $1000.00           | $984.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $955982.00         | $766389.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $2054.00           | $1870.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $3046.00           | $2256.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $3386.00           | $2812.60           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 3.0000%  | N/A     | $1000.00           | $517.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $10847760.00       | $10501137.93       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $4057956.00        | $3005288.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 3.5000%  | N/A     | $1024.00           | $107.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $11800507.00       | $9478767.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $5120.00           | $4851.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 4.0000%  | N/A     | $1002.00           | $573.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 5.5000%  | N/A     | $58333.00          | $162.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1008.00           | $677.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $2006.00           | $1653.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 3.0000%  | N/A     | $2008.00           | $916.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $9053119.00        | $9220667.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 2.0000%  | N/A     | $1000.00           | $674.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $1002.00           | $1010.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1018.00           | $972.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $1000.00           | $766.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $7000.00           | $7334.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $2000.00           | $636.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $2048.00           | $1902.93           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $1000.00           | $783.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $15400984.00       | $13986069.71       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-03-01      | 5.5000%  | N/A     | $70104.00          | $388.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 3.0000%  | N/A     | $1000.00           | $115.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $3018.00           | $3028.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $4093824.00        | $4239053.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $3000.00           | $2727.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 2.5000%  | N/A     | $13007454.00       | $7597062.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1024.00           | $970.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $15157091.00       | $12439402.92       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1024.00           | $1023.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $3016.00           | $2531.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $26970000.00       | $20307085.01       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $1204.00           | $929.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 6.5000%  | N/A     | $1000.00           | $825.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.5000%  | N/A     | $2084.00           | $796.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $1024.00           | $983.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $963.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 2.5000%  | N/A     | $1000.00           | $174.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $624.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $3000.00           | $2804.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $3000.00           | $3015.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $1010.00           | $669.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 7.0000%  | N/A     | $4000.00           | $4186.10           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1007.00           | $690.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $2048.00           | $1845.47           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $1024.49           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $606.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 3.0000%  | N/A     | $1000.00           | $648.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $40000.00          | $28726.01          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-08-01      | 2.0000%  | N/A     | $2000.00           | $784.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $1000.00           | $958.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 4.0000%  | N/A     | $1024.00           | $92.36             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $19027572.00       | $15944806.78       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $864.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $1539000.00        | $1112779.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 3.5000%  | N/A     | $55580.00          | $42334.79          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $88000.00          | $74812.45          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1454618.00        | $1316335.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $598.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $6772000.00        | $4571866.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $679.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1044.00           | $992.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 5.0000%  | N/A     | $177059.00         | $1982.90           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-01-25      | 3.0000%  | N/A     | $12205406.00       | $7240214.61        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2042-07-01      | 3.5000%  | N/A     | $1000.00           | $123.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 2.0000%  | N/A     | $3000.00           | $1911.41           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $2016.00           | $1706.88           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $3024.00           | $2967.20           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.5000%  | N/A     | $5745000.00        | $1554194.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 3.5000%  | N/A     | $2048.00           | $828.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 2.5000%  | N/A     | $1000.00           | $428.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1018.00           | $990.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $2146.00           | $2044.13           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1024.00           | $993.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $138000.00         | $89904.37          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $4096.00           | $4023.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1041.49           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $8031463.00        | $7324308.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.0000%  | N/A     | $1462040.00        | $911901.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $1000.00           | $758.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $1800000.00        | $1614999.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $25026538.00       | $22123586.60       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $4112.00           | $3718.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.5000%  | N/A     | $2000.00           | $1667.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1025.00           | $1068.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $2176.00           | $2155.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $13463632.00       | $12389040.18       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.5000%  | N/A     | $219007.00         | $45961.43          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $3097.00           | $2750.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 2.5000%  | N/A     | $6556.00           | $1987.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $2048.00           | $2015.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 3.0000%  | N/A     | $1008.00           | $290.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $2000.00           | $1324.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $2000.00           | $1297.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 6.0000%  | N/A     | $1000.00           | $733.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $11000000.00       | $8948068.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1024.00           | $817.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $100000.00         | $75504.70          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $76000.00          | $62727.28          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 3.5000%  | N/A     | $328285.00         | $34826.37          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $770.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 3.5000%  | N/A     | $7727.00           | $894.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 4.0000%  | N/A     | $1000.00           | $427.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.0000%  | N/A     | $1000.00           | $999.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $4004.00           | $4029.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $100000.00         | $26922.95          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $1024.00           | $962.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1003.00           | $850.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $1014.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.0000%  | N/A     | $14000.00          | $12714.92          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.5000%  | N/A     | $615000.00         | $71518.07          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $1000.00           | $422.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 6.0000%  | N/A     | $2000.00           | $1369.51           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $2000.00           | $1828.11           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $1028.00           | $676.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $1000.00           | $832.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $872.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $29999.00          | $21499.70          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $1007.18           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 5.0000%  | N/A     | $1998.00           | $1768.18           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $2113.00           | $1977.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $11006511.00       | $11023516.47       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $2001.00           | $1740.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $1056.00           | $766.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $1001.00           | $716.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-09-01      | 4.5000%  | N/A     | $1000.00           | $633.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 3.5000%  | N/A     | $1001000.00        | $108322.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $943.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-05-01      | 2.0000%  | N/A     | $1000.00           | $483.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 5.5000%  | N/A     | $35100.00          | $27046.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 6.0500%  | N/A     | $1000.00           | $36.73             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1051.00           | $1042.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $278775.00         | $203092.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 3.5000%  | N/A     | $2000.00           | $363.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $7103.00           | $4849.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1015.00           | $281.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $1024.00           | $996.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 6.0000%  | N/A     | $67858.00          | $680.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 2.0000%  | N/A     | $2768.00           | $2054.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $1500.00           | $1166.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 4.0000%  | N/A     | $1000.00           | $917.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1024.00           | $948.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $861.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 2.5000%  | N/A     | $5583.00           | $779.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-04-01      | 2.5000%  | N/A     | $1000.00           | $355.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-07-01      | 3.5000%  | N/A     | $1764.00           | $480.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1860089.00        | $1893383.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $6208.00           | $4652.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $1046.00           | $753.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 4.5000%  | N/A     | $1000.00           | $537.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $1000.00           | $858.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.5000%  | N/A     | $2009.00           | $1128.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $2024.00           | $2037.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $1007.00           | $993.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1007.00           | $704.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $2692918.00        | $2546578.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $2016.00           | $1403.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-25      | 4.5973%  | N/A     | $3000003.00        | $1424533.61        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.0000%  | N/A     | $203087.00         | $29935.92          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $5120.00           | $4913.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $13782041.00       | $9267260.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $6758.00           | $3478.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $3080.00           | $2094.67           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.0000%  | N/A     | $1000.00           | $732.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $251741.00         | $170835.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 5.4400%  | N/A     | $10085.00          | $251.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $69004.00          | $63033.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.0000%  | N/A     | $2049.00           | $341.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $10003.00          | $7681.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $2029.00           | $1331.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $3001.00           | $3110.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $1001.00           | $888.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $1024.00           | $1008.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $44000.00          | $37118.49          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 2.5000%  | N/A     | $1000.00           | $496.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-07-01      | 5.0000%  | N/A     | $2000.00           | $1726.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $972.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $938.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $3072.00           | $3056.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $2048.00           | $1982.40           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 4.0000%  | N/A     | $1017.00           | $137.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $31564541.00       | $24890815.47       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 6.0000%  | N/A     | $1000.00           | $663.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $2024.00           | $1619.10           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $23856008.00       | $19099323.60       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $118000.00         | $77819.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $1024.00           | $851.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $26000.00          | $18887.43          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $4001.00           | $4029.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1024.00           | $1025.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1016.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1024.00           | $867.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $6000.00           | $4639.53           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $2052.00           | $1921.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 3.5000%  | N/A     | $1563.00           | $864.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 4.5000%  | N/A     | $1000.00           | $155.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $2000.00           | $1680.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 3.5000%  | N/A     | $1000.00           | $660.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 3.0000%  | N/A     | $2000.00           | $1706.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $2001.00           | $1829.53           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $664.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $6561798.00        | $6603481.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 3.5000%  | N/A     | $1022.00           | $252.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.0000%  | N/A     | $1002.00           | $110.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.0000%  | N/A     | $1000.00           | $999.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 4.0000%  | N/A     | $29456.00          | $5513.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-25      | 4.9973%  | N/A     | $24529378.00       | $17261250.65       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 4.5000%  | N/A     | $10000.00          | $516.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1003968.00        | $1053307.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 1.5000%  | N/A     | $3000.00           | $2158.90           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $2000.00           | $1924.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $4425567.00        | $3083163.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $4126.00           | $4170.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $8713.00           | $1090.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 7.0000%  | N/A     | $2080.00           | $1991.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $9649540.00        | $7574972.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $897.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $5747994.00        | $5914246.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-12-01      | 4.5000%  | N/A     | $2000.00           | $123.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $3000.00           | $1662.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $447280.00         | $450620.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $2000.00           | $1569.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1034.00           | $998.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $98000.00          | $62568.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $962.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $62000.00          | $43392.14          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.5000%  | N/A     | $8872402.00        | $2181774.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $5003.00           | $2603.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $1000.00           | $968.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $5553964.00        | $5850302.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $3000.00           | $2965.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $3000.00           | $1552.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.0000%  | N/A     | $1000.00           | $905.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $791.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.5000%  | N/A     | $1000.00           | $295.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 2.5000%  | N/A     | $1000.00           | $293.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $2024.00           | $2060.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $4096.00           | $3134.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $15651622.00       | $13031382.53       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $65000.00          | $62540.51          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $2119.00           | $1786.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $3000.00           | $1908.18           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.5000%  | N/A     | $3027.00           | $2573.09           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $17812344.00       | $16888287.01       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-11-01      | 5.0000%  | N/A     | $2004.00           | $1998.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $5065308.00        | $4741536.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 3.5000%  | N/A     | $1000.00           | $175.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1024.00           | $878.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $3000.00           | $2829.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $785.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.0000%  | N/A     | $1000.00           | $807.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $1008.00           | $895.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $664.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 4.0000%  | N/A     | $240000.00         | $162153.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $1000.00           | $813.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $16851338.00       | $17162209.35       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $850.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 7.0000%  | N/A     | $416453.00         | $377619.50         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 5.5000%  | N/A     | $1280090.00        | $1314818.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $3008.00           | $3027.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 4.5000%  | N/A     | $6130720.00        | $6035089.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $2024.00           | $1592.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $19103475.00       | $19557893.21       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $10000.00          | $7625.90           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $4000000.00        | $3130316.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 5.5000%  | N/A     | $60777.00          | $633.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $3252532.00        | $1548654.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1024.00           | $996.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 4.0000%  | N/A     | $14627801.00       | $1987374.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $5216.00           | $4675.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $794.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $7427729.00        | $7280065.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $1377063.00        | $1084849.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1446930.00        | $1485013.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $82763.00          | $66381.57          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 3.5000%  | N/A     | $2846.00           | $605.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 6.0000%  | N/A     | $11000.00          | $7055.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $60000.00          | $44542.40          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-25      | 4.5973%  | N/A     | $22777520.00       | $12396812.72       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $2000.00           | $1908.48           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $2778619.00        | $1513593.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $1024.00           | $715.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $2587.00           | $2388.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1037.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1013.00           | $1016.47           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $3299489.00        | $2475424.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $5024.00           | $4813.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1167823.00        | $995756.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $1049.00           | $773.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $1108218.00        | $1096227.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $3096219.00        | $3168199.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-25      | 4.6473%  | N/A     | $3821.00           | $3345.52           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $4096.00           | $4127.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 3.0000%  | N/A     | $5095454.00        | $3900548.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $1491190.00        | $1467572.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $188256.00         | $141910.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $28444000.00       | $19233476.80       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $4087.00           | $4119.41           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 3.5000%  | N/A     | $1003.00           | $71.72             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $2000.00           | $1981.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.0000%  | N/A     | $24002.00          | $17666.78          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $768.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $942.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $1000.00           | $945.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 4.5000%  | N/A     | $2002.00           | $1786.37           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $131807.00         | $113321.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $1040.00           | $886.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 4.0000%  | N/A     | $1020.00           | $252.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-25      | 4.6473%  | N/A     | $2917773.00        | $2766375.53        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $20429189.00       | $17374620.02       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $2048.00           | $2061.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 5.5000%  | N/A     | $8989415.00        | $8405297.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $1000.00           | $859.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $1024.00           | $872.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $2000.00           | $1711.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.5000%  | N/A     | $5260279.00        | $5412619.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $2000.00           | $1728.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 4.5000%  | N/A     | $2008.00           | $1795.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1026.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 3.0000%  | N/A     | $2000.00           | $1195.94           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $1024.00           | $856.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $8203.00           | $6338.44           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 5.6273%  | N/A     | $195883368.00      | $170817937.69      | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 3.5000%  | N/A     | $5000.00           | $2954.93           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.5000%  | N/A     | $1000.00           | $98.21             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $6120000.00        | $5875191.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $15953347.00       | $13453830.47       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.0000%  | N/A     | $3354162.00        | $3191097.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.0000%  | N/A     | $2042.00           | $732.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $1024995.00        | $1030341.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $912.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $4275.00           | $3739.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $1010.00           | $872.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.0000%  | N/A     | $98000.00          | $60618.63          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-25      | 4.8973%  | N/A     | $33682223.00       | $25383911.64       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $3196987.00        | $2889372.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $584.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 3.0000%  | N/A     | $616392.00         | $24622.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $4096.00           | $4114.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1035.00           | $759.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 3.5000%  | N/A     | $24000.00          | $18753.12          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $336540.00         | $346169.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $4113.00           | $4094.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $4005.00           | $4182.01           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 5.0000%  | N/A     | $1010.00           | $987.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $43300.00          | $31133.26          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.5000%  | N/A     | $200000.00         | $99833.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1040.00           | $893.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-12-01      | 3.5000%  | N/A     | $1400000.00        | $156474.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $4000.00           | $4064.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $2003.00           | $1767.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 3.0000%  | N/A     | $1000.00           | $175.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-15      | 3.0000%  | N/A     | $5559440.00        | $4875902.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 3.5000%  | N/A     | $1000.00           | $712.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $2280.00           | $2260.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $957.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-25      | 4.9973%  | N/A     | $32232714.00       | $19651014.54       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 3.5000%  | N/A     | $431055.00         | $113748.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $4107.00           | $3992.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $4096.00           | $3335.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1024.00           | $1002.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $830.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $2861350.00        | $2893728.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $8000.00           | $5655.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 3.5000%  | N/A     | $9596.00           | $1800.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $3499446.00        | $3068739.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 4.0000%  | N/A     | $14957542.00       | $14309410.91       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $8700000.00        | $6056081.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 4.0000%  | N/A     | $3001.00           | $2690.15           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-04-01      | 5.0000%  | N/A     | $28034.00          | $261.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $6002160.00        | $5625914.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 7.0000%  | N/A     | $2031.00           | $2137.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 2.0000%  | N/A     | $1024.00           | $620.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $1000.00           | $441.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $980444.00         | $1007626.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1024.00           | $964.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $3086.00           | $2853.77           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $1024.00           | $918.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $796.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 4.5000%  | N/A     | $89000.00          | $75305.35          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $226.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $4000.00           | $3746.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $10000.00          | $6892.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $3073.00           | $2992.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $2048.00           | $1784.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $3000.00           | $2918.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1015.00           | $988.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $3283.00           | $3314.09           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $2000.00           | $2063.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $2066795.00        | $2105104.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1024.00           | $1015.01           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $717.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 3.5000%  | N/A     | $1000.00           | $124.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 4.5000%  | N/A     | $3000.00           | $2885.79           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $1024.00           | $939.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $2000.00           | $1461.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $27634161.00       | $24768228.65       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $12633663.00       | $8829689.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $802.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 5.5000%  | N/A     | $1000.00           | $774.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $2698389.00        | $2687044.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $1000.00           | $799.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $266000.00         | $161509.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 7.0000%  | N/A     | $1000.00           | $1062.20           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $6979016.00        | $6720553.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $1000.00           | $897.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $1511624.00        | $1007556.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $955.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $2016.00           | $2055.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 5.0000%  | N/A     | $3153.00           | $3160.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $2049.00           | $2028.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $6000.00           | $3882.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $4615.00           | $3050.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.5000%  | N/A     | $1000.00           | $1027.21           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $982.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $2030.00           | $2024.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $9875632.00        | $8278676.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $13395813.00       | $10565391.37       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $3371.00           | $3289.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 5.0000%  | N/A     | $1000.00           | $895.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.5000%  | N/A     | $18755000.00       | $2824114.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $3024.00           | $2608.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $768.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $9313.00           | $8093.48           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 5.0000%  | N/A     | $1003.00           | $724.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $24000.00          | $18055.97          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $4988.00           | $4973.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 6.0000%  | N/A     | $2213.00           | $18.97             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $129686.00         | $132718.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 3.0000%  | N/A     | $1000.00           | $731.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 3.0000%  | N/A     | $1056.00           | $642.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $1024.00           | $779.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $1000.00           | $714.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $3924947.00        | $3541164.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $2000.00           | $1569.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $74000.00          | $68142.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1024.00           | $911.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1216.00           | $1093.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $9000.00           | $7188.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $1000.00           | $928.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $1000.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $700134.00         | $475241.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $3000.00           | $2814.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.0000%  | N/A     | $3148.00           | $2667.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $697614.00         | $573008.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $791520.00         | $540068.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $4864.00           | $4640.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $18632473.00       | $18524970.48       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $2000.00           | $1982.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 4.5000%  | N/A     | $1000.00           | $47.10             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $610.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-12-01      | 4.5000%  | N/A     | $1000.00           | $137.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1024.00           | $948.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 3.5000%  | N/A     | $1023.00           | $217.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1008.00           | $964.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $2050943.00        | $1800243.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $2000.00           | $1539.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $1000.00           | $791.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $3866.00           | $3576.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $2110.00           | $2100.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.0000%  | N/A     | $1001.00           | $489.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 3.0000%  | N/A     | $127000.00         | $72569.95          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $2013.00           | $450.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $2048.00           | $1949.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 4.5000%  | N/A     | $1980.00           | $134.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $5906723.00        | $5521933.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $1010.00           | $995.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.0000%  | N/A     | $34000.00          | $18040.82          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.5000%  | N/A     | $1024.00           | $223.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1040.00           | $1059.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 3.0000%  | N/A     | $2000.00           | $238.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 3.5000%  | N/A     | $1000.00           | $311.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $1001.00           | $999.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 3.5000%  | N/A     | $2002.00           | $213.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $980.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $5010.00           | $5018.18           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $2504212.00        | $1268322.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $3088.00           | $2745.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $29115.00          | $25493.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $806.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 4.0000%  | N/A     | $20154281.00       | $3460516.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1185.00           | $732.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.8330%  | N/A     | $88743.00          | $606.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $1002.00           | $929.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $907.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $4123.00           | $3401.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $1038000.00        | $914926.65         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 3.5000%  | N/A     | $9492643.00        | $2655801.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $2000.00           | $1570.88           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 3.0000%  | N/A     | $1000.00           | $114.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $2000.00           | $1437.47           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.5000%  | N/A     | $1000.00           | $250.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 2.5000%  | N/A     | $1000.00           | $676.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.0000%  | N/A     | $37000.00          | $3682.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $1035.00           | $1014.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.5000%  | N/A     | $2001.00           | $884.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $1700.00           | $1635.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $4024.00           | $3546.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $1001.00           | $1020.47           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $4360630.00        | $3302718.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 3.5000%  | N/A     | $156729713.00      | $11968210.49       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.5000%  | N/A     | $2029.00           | $1909.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $1000.00           | $867.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $2000.00           | $1957.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 3.0000%  | N/A     | $1008.00           | $830.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $20450303.00       | $14693375.61       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $250000.00         | $157488.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.0000%  | N/A     | $1001.00           | $903.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 4.5000%  | N/A     | $12660183.00       | $10322497.55       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $16000.00          | $6868.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $3000.00           | $2590.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 2.5000%  | N/A     | $1000.00           | $338.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 2.0000%  | N/A     | $1010.00           | $454.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 4.5000%  | N/A     | $2000.00           | $662.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1001.00           | $793.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 8.5000%  | N/A     | $1001.00           | $35.16             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 4.0000%  | N/A     | $6491000.00        | $1654216.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1427659.00        | $1024808.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $176.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $20634277.00       | $15636529.87       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $5000.00           | $3877.59           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $972670.00         | $704094.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.5000%  | N/A     | $2024.00           | $1443.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.5000%  | N/A     | $1000.00           | $512.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1008.00           | $851.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 4.0000%  | N/A     | $25754.00          | $17401.61          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $556.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 4.5000%  | N/A     | $1000.00           | $784.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $27032774.00       | $25308020.17       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $2065.00           | $1308.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $2048.00           | $2127.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $2007.00           | $2061.60           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $4010.00           | $4087.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.0000%  | N/A     | $79001.00          | $61607.46          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $3840389.00        | $3407897.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $15266702.00       | $15112682.14       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1109.00           | $933.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $1000.00           | $1028.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1024.00           | $1013.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1018.00           | $941.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $894.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $64000.00          | $44324.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $50000.00          | $46733.83          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $3003.00           | $3084.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1046.00           | $1034.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $117050.00         | $92339.88          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $2004.00           | $1460.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1024.00           | $1030.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $1024.00           | $734.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $26339340.00       | $25260688.58       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 3.5000%  | N/A     | $1000.00           | $95.05             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-02-01      | 3.0000%  | N/A     | $178753.00         | $27666.08          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.5000%  | N/A     | $1417380.00        | $15902.16          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-11-01      | 6.0000%  | N/A     | $6281.00           | $80.97             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1039.00           | $1042.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 1.5000%  | N/A     | $1000.00           | $358.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $30287032.00       | $19481673.07       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 3.5000%  | N/A     | $1001.00           | $60.27             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $685.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $1000.00           | $760.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $1024.00           | $931.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 3.5000%  | N/A     | $2108.00           | $122.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 3.5000%  | N/A     | $3062.00           | $202.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $1008.00           | $829.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.5000%  | N/A     | $1024.00           | $89.77             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 4.0000%  | N/A     | $2772.00           | $2522.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.0000%  | N/A     | $1000.00           | $994.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 7.0000%  | N/A     | $2005.00           | $1683.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.5000%  | N/A     | $39291025.00       | $8613780.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $1560484.00        | $1243592.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $500000.00         | $511853.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-12-01      | 3.0000%  | N/A     | $1000.00           | $88.89             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $2004.00           | $1099.60           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1797602.00        | $532631.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1024.00           | $757.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $743.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1043.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 4.5000%  | N/A     | $1000.00           | $867.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.5000%  | N/A     | $2000.00           | $399.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $1000.00           | $171.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.4870%  | N/A     | $8512095.00        | $5903660.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $3024.00           | $2532.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 3.5000%  | N/A     | $1000.00           | $200.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $12411856.00       | $9623416.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $129000.00         | $79330.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-10-01      | 8.0000%  | N/A     | $1768.00           | $0.72              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.0000%  | N/A     | $9750840.00        | $9070507.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.5000%  | N/A     | $2000.00           | $28.89             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 5.0000%  | N/A     | $1012.00           | $19.20             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $2000.00           | $223.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $730.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1226.00           | $1262.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | 2.0000%  | N/A     | $4000.00           | $1125.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $3257760.00        | $2980899.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $660.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $52077409.00       | $52620564.81       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-12-01      | 3.5000%  | N/A     | $2000.00           | $152.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1024.00           | $1034.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 3.5000%  | N/A     | $1000.00           | $937.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $683.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $817.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-09-01      | 4.5000%  | N/A     | $2000.00           | $129.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $20000.00          | $1669.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | 7.5000%  | N/A     | $2001.00           | $54.57             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $2000.00           | $1667.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1000.00           | $1028.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-03-01      | 2.0000%  | N/A     | $2000.00           | $1117.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.0000%  | N/A     | $1000.00           | $188.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-01      | 3.0000%  | N/A     | $1000.00           | $149.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.0000%  | N/A     | $20522663.00       | $3155834.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.5000%  | N/A     | $2048.00           | $2035.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1036.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 2.5000%  | N/A     | $6000.00           | $4605.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2001.00           | $2037.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $2000.00           | $2112.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | 2.5000%  | N/A     | $1000.00           | $369.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-09-01      | 3.0000%  | N/A     | $2288.00           | $117.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $2048.00           | $1502.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1120.00           | $1130.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $2005.00           | $12.33             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-04-01      | 4.5000%  | N/A     | $1000.00           | $127.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1024.00           | $1020.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $2000.00           | $1647.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $1000.00           | $1005.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $1000.00           | $166.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-12-01      | 3.5000%  | N/A     | $1001.00           | $47.71             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-01      | 5.5000%  | N/A     | $1000.00           | $873.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 3.5000%  | N/A     | $4545000.00        | $1586223.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 4.0000%  | N/A     | $4000.00           | $1175.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $5004.00           | $4456.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $1280.00           | $775.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 4.5000%  | N/A     | $1000.00           | $872.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 7.0000%  | N/A     | $1000.00           | $1085.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.0000%  | N/A     | $1000.00           | $416.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $4240.00           | $547.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $1000.00           | $1033.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 5.5000%  | N/A     | $1000.00           | $3.85              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $1020.00           | $74.12             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 7.0000%  | N/A     | $1318496.00        | $1409755.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $622.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $1024.00           | $935.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 4.0000%  | N/A     | $1000.00           | $874.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 4.0000%  | N/A     | $2000.00           | $1757.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $3132.00           | $2897.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $1000.00           | $790.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-08-01      | 5.0000%  | N/A     | $6000.00           | $3632.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | 5.0000%  | N/A     | $5000.00           | $192.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $2001.00           | $2085.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $898.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 3.5000%  | N/A     | $1000.00           | $471.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $20000000.00       | $1804397.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $3333165.00        | $3285937.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-08-01      | 3.0000%  | N/A     | $13269.00          | $161.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-10-01      | 3.0000%  | N/A     | $3002.00           | $368.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.0000%  | N/A     | $1000.00           | $294.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.0000%  | N/A     | $1000.00           | $870.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $2016.00           | $1809.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.5000%  | N/A     | $1000.00           | $154.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 5.5000%  | N/A     | $2076.00           | $1687.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.6000%  | N/A     | $1000.00           | $127.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-08-01      | 5.5000%  | N/A     | $5000.00           | $186.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $1000.00           | $453.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1024.00           | $1051.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $2692164.00        | $2806923.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $4037717.00        | $3223175.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.5000%  | N/A     | $4000.00           | $1486.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 2.5000%  | N/A     | $449846.00         | $238700.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | 4.5000%  | N/A     | $1000.00           | $792.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $5000.00           | $4032.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 3.5000%  | N/A     | $1000.00           | $150.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.5000%  | N/A     | $604332.00         | $3202.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-01      | 4.5000%  | N/A     | $1000.00           | $330.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 3.0000%  | N/A     | $5000.00           | $4018.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $2000.00           | $1838.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $1002.00           | $839.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $20839798.00       | $16450468.20       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 4.5000%  | N/A     | $2060.00           | $494.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $1008.00           | $417.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1008.00           | $889.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $1024.00           | $835.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.0000%  | N/A     | $1000.00           | $221.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $1000.00           | $794.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 7.5000%  | N/A     | $98280.00          | $98982.78          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $21000.00          | $4469.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $4460.00           | $4051.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $6000.00           | $1436.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 5.5000%  | N/A     | $3000.00           | $1871.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.0000%  | N/A     | $2008.00           | $217.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-01      | 3.5000%  | N/A     | $3082119.00        | $177003.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.5000%  | N/A     | $2000.00           | $1967.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $1230.00           | $121.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.0000%  | N/A     | $3000.00           | $2098.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 3.5000%  | N/A     | $3048.00           | $2862.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $18930926.00       | $12578884.42       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2000.00           | $1849.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $2000.00           | $1352.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.5000%  | N/A     | $1000.00           | $764.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.5000%  | N/A     | $4040.00           | $206.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.0000%  | N/A     | $2000.00           | $438.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $3674.00           | $2124.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $756.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1952238.00        | $2045395.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $528.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 2.5000%  | N/A     | $1000.00           | $430.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 3.0000%  | N/A     | $1000.00           | $416.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-03-01      | 6.0000%  | N/A     | $4001.00           | $21.04             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $1008.00           | $821.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-03-01      | 3.0000%  | N/A     | $2000.00           | $216.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.0000%  | N/A     | $1000.00           | $195.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $1000.00           | $933.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 7.5000%  | N/A     | $1787690.00        | $1917645.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $1000.00           | $614.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1024.00           | $1031.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-25      | 4.9473%  | N/A     | $7818053.00        | $3814513.59        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-04-01      | 3.0000%  | N/A     | $1000.00           | $891.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $2048.00           | $2054.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.5000%  | N/A     | $1024.00           | $87.29             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.0000%  | N/A     | $1286973.00        | $281909.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1457772.00        | $1137105.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.5000%  | N/A     | $8859508.00        | $5370763.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $722.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.5000%  | N/A     | $2005.00           | $346.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $1524504.00        | $1372431.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | 5.5000%  | N/A     | $11941.00          | $129.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $1000.00           | $146.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1001.00           | $1022.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $596.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 2.0000%  | N/A     | $2000.00           | $1462.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.5000%  | N/A     | $1033.00           | $183.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.0000%  | N/A     | $1000.00           | $631.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $3000.00           | $1831.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $888.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 4.0000%  | N/A     | $1000.00           | $132.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $1624731.00        | $1312150.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2283.00           | $1558.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $5056062.00        | $5103304.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $123886.00         | $122509.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | 3.5000%  | N/A     | $30019.00          | $2058.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $130000.00         | $25932.23          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $3999.00           | $2509.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-04-01      | 3.5000%  | N/A     | $281097.00         | $38427.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1024.00           | $957.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 4.5000%  | N/A     | $5000.00           | $4802.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $2048.00           | $408.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-11-01      | 5.5000%  | N/A     | $1000.00           | $989.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $2001.00           | $2095.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $1000.00           | $1002.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $3000.00           | $2908.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $54282.00          | $4707.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $1024.00           | $983.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $2240.00           | $345.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $1008.00           | $1028.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $3434000.00        | $3081362.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1008.00           | $774.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $963.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $32212.00          | $32380.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $5881703.00        | $4586135.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 2.0000%  | N/A     | $1000.00           | $470.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $9000.00           | $5954.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $3004.00           | $2128.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1014.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $2048.00           | $1064.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1036.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $15084037.00       | $13754587.58       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-01      | 4.0000%  | N/A     | $1000.00           | $94.77             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $2168.00           | $1995.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-12-01      | 3.0000%  | N/A     | $1089.00           | $17.11             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $8778890.00        | $6786392.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $6729064.00        | $5918677.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1152.00           | $1158.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $1000.00           | $740.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.5000%  | N/A     | $1025.00           | $301.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $936.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-01      | 3.5000%  | N/A     | $2000.00           | $497.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | 4.5000%  | N/A     | $3007.00           | $28.03             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-01-01      | 5.5000%  | N/A     | $1841773.00        | $1882764.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $14596710.00       | $1609793.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $3016.00           | $2339.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 4.0000%  | N/A     | $1000.00           | $440.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $2007.00           | $1763.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 3.5000%  | N/A     | $1000.00           | $74.59             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.0000%  | N/A     | $1000.00           | $955.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-02-01      | 2.0000%  | N/A     | $9266047.00        | $5813422.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 2.5000%  | N/A     | $1000.00           | $123.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $2020.00           | $1515.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-09-01      | 4.0000%  | N/A     | $204000.00         | $53210.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-12-01      | 5.0000%  | N/A     | $1000.00           | $17.31             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-06-01      | 3.5000%  | N/A     | $1063501.00        | $380806.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $2000.00           | $2064.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1001.00           | $1046.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $745.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.0000%  | N/A     | $7000.00           | $470.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.0000%  | N/A     | $137150283.00      | $1657195.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.5000%  | N/A     | $2002.00           | $3.36              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 3.5000%  | N/A     | $2000.00           | $437.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $702.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $736.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $1000.00           | $311.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 3.5000%  | N/A     | $4002.00           | $375.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $612000.00         | $82722.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 4.5000%  | N/A     | $7395000.00        | $2361169.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1135324.00        | $1011122.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5000%  | N/A     | $366999.00         | $100973.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $2000.00           | $1547.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 3.5000%  | N/A     | $1000.00           | $786.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $1000.00           | $152.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $1024.00           | $840.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 4.5000%  | N/A     | $1000.00           | $857.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $1024.00           | $571.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 3.5000%  | N/A     | $1000.00           | $135.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $743.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 4.5000%  | N/A     | $1024.00           | $965.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 3.0000%  | N/A     | $20656.00          | $10879.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $950.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1047.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $2000.00           | $159.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $3103.00           | $2097.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $1000.00           | $167.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $1000.00           | $685.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 7.0000%  | N/A     | $1886142.00        | $2015687.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 7.0000%  | N/A     | $2000.00           | $915.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $2000.00           | $1745.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $2860.00           | $2189.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $1024.00           | $446.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $2000.00           | $1474.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1004.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | 2.5000%  | N/A     | $14000.00          | $2805.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-01-01      | 5.5000%  | N/A     | $1046.00           | $8.46              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | 3.5000%  | N/A     | $2006.00           | $252.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | 2.5000%  | N/A     | $1000.00           | $495.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $4002.00           | $465.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $12000.00          | $8852.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $1024.00           | $485.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-01      | 3.5000%  | N/A     | $251500.00         | $42555.78          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 7.0000%  | N/A     | $1000.00           | $1057.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $912.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $31500000.00       | $21754038.48       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1003.00           | $1036.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-04-01      | 2.0000%  | N/A     | $3001.00           | $523.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $3084.00           | $2311.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.0000%  | N/A     | $1000.00           | $826.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.5000%  | N/A     | $1000.00           | $596.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $46206000.00       | $13194701.21       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-01      | 3.0000%  | N/A     | $1000.00           | $154.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1036.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $2653497.00        | $2257253.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-01-01      | 4.0000%  | N/A     | $2000.00           | $272.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.0000%  | N/A     | $56873515.00       | $11203139.91       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $2000.00           | $800.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1008.00           | $822.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-01      | 5.0000%  | N/A     | $5557564.00        | $88347.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1022.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-01      | 3.5000%  | N/A     | $2996.00           | $193.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $2609055.00        | $2682783.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $790644.00         | $817203.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1024.00           | $1030.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $2000.00           | $1913.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $3513.00           | $3594.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $22262576.00       | $18766802.04       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.5000%  | N/A     | $1000.00           | $137.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $656927.00         | $649317.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $3000.00           | $1645.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $3353.00           | $3370.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.5000%  | N/A     | $5300000.00        | $1306874.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 4.0000%  | N/A     | $3854636.00        | $3488204.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $809416.00         | $775705.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | 3.5000%  | N/A     | $1024.00           | $193.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1027.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $1016.00           | $892.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 3.0000%  | N/A     | $2000.00           | $456.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $689.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 4.0000%  | N/A     | $2000.00           | $860.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 7.0000%  | N/A     | $1000.00           | $1057.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $1000.00           | $766.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 7.0000%  | N/A     | $1000.00           | $811.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $996.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | 5.0000%  | N/A     | $1111.00           | $52.26             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-08-01      | 4.5000%  | N/A     | $4999.00           | $47.04             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $836.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.5000%  | N/A     | $1000.00           | $289.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $1008.00           | $795.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1024.00           | $1027.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $800.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $2186.00           | $1292.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $2000.00           | $2033.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2062-09-01      | 3.5000%  | N/A     | $1024.00           | $730.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $3052.00           | $2414.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $1280.00           | $587.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 5.0000%  | N/A     | $4000.00           | $744.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | 2.0000%  | N/A     | $1024.00           | $703.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 3.5000%  | N/A     | $2000.00           | $1332.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $7000.00           | $576.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-01      | 5.0000%  | N/A     | $3055096.00        | $3104490.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 3.5000%  | N/A     | $2217.00           | $434.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-03-01      | 3.5000%  | N/A     | $37000.00          | $4432.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $1001.00           | $119.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.0000%  | N/A     | $2000.00           | $1626.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $969.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $871.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1031.00           | $977.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $3000.00           | $2248.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $1008.00           | $865.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $4097720.00        | $4042508.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $755.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $21800000.00       | $15316526.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.0000%  | N/A     | $21162.00          | $146.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | 8.5000%  | N/A     | $1279.00           | $25.76             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-10-01      | 4.0000%  | N/A     | $2001.00           | $220.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-08-01      | 7.5000%  | N/A     | $27811277.00       | $24232.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-12-01      | 3.5000%  | N/A     | $1000.00           | $50.92             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $2000.00           | $1039.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1003556.00        | $710368.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $2003.00           | $1233.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $82000.00          | $76279.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $13600000.00       | $3098092.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $2000.00           | $1971.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $783.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.5000%  | N/A     | $3000.00           | $537.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | 4.5000%  | N/A     | $5000.00           | $2946.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $6502730.00        | $3681979.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-07-01      | 3.5000%  | N/A     | $6012.00           | $332.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1025.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $33265.00          | $31166.22          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | 6.0000%  | N/A     | $4004.00           | $84.11             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 5.5000%  | N/A     | $1000.00           | $976.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.0000%  | N/A     | $7000.00           | $1722.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $1024.00           | $884.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-11-01      | 3.5000%  | N/A     | $2000.00           | $39.87             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $2002.00           | $2049.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1030.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $982.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 2.5000%  | N/A     | $1000.00           | $712.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $1000.00           | $546.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $1000.00           | $107.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.5000%  | N/A     | $1608.00           | $1041.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $1000.00           | $789.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $14000.00          | $1336.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $731.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 2.5000%  | N/A     | $1000.00           | $650.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.0000%  | N/A     | $3000.00           | $2189.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2058950.00        | $2134177.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1000.00           | $1035.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $1008.00           | $665.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $710.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 4.5000%  | N/A     | $2000.00           | $1624.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $1000.00           | $192.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-07-01      | 3.0000%  | N/A     | $664005.00         | $49567.68          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $1000.00           | $646.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-10-01      | 5.5000%  | N/A     | $2001.00           | $12.37             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 7.0000%  | N/A     | $1000.00           | $1047.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-10-01      | 4.0000%  | N/A     | $1000.00           | $101.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $1000.00           | $821.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $973.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $502.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $1024.00           | $1034.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $1298922.00        | $1310222.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $2048.00           | $1600.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $917.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-25      | 5.5000%  | N/A     | $48884941.00       | $20135314.87       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $1066932.00        | $296370.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $1000.00           | $418.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | 4.0000%  | N/A     | $1001.00           | $56.95             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | 3.0000%  | N/A     | $1000.00           | $954.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 6.0000%  | N/A     | $2054276.00        | $911868.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 4.0000%  | N/A     | $1000.00           | $267.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 7.0000%  | N/A     | $3578798.00        | $3456144.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $1000.00           | $640.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $4000.00           | $43.37             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $4000.00           | $611.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1032.00           | $1044.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $1024.00           | $435.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $5000.00           | $369.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $2000.00           | $1241.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.5000%  | N/A     | $1020.00           | $849.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1026.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 7.0000%  | N/A     | $1000.00           | $772.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $1024.00           | $834.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $4125.00           | $4107.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $3000.00           | $2073.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.0000%  | N/A     | $2000.00           | $1471.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $17622674.00       | $17535000.08       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 3.5000%  | N/A     | $1025.00           | $116.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $975.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $1000.00           | $820.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 4.0000%  | N/A     | $24000.00          | $1903.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $2000.00           | $1488.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $1001.00           | $383.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 5.5000%  | N/A     | $2000.00           | $1155.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 3.5000%  | N/A     | $2048.00           | $852.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.5000%  | N/A     | $4642785.00        | $4450682.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $2997203.00        | $2536858.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $5675733.00        | $53204.96          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $18140817.00       | $18287182.22       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1030.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-07-01      | 3.5000%  | N/A     | $1000.00           | $65.76             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $2000.00           | $576.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 1.5000%  | N/A     | $6002.00           | $3181.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1008.00           | $854.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2000.00           | $1933.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 5.0000%  | N/A     | $9000.00           | $935.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $657.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $1000.00           | $154.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.6000%  | N/A     | $2000.00           | $130.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 7.5000%  | N/A     | $1000.00           | $1069.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $2048.00           | $1964.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-04-01      | 6.5000%  | N/A     | $1012.00           | $5.55              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $740.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $919.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | 3.5000%  | N/A     | $1000.00           | $80.39             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $1000.00           | $152.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1036.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.5000%  | N/A     | $1025.00           | $54.77             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 4.0000%  | N/A     | $1001.00           | $927.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2061-09-01      | 3.0000%  | N/A     | $95000.00          | $59778.35          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | 4.0000%  | N/A     | $2000.00           | $227.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1055.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $755.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $220.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $1000.00           | $805.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-06-01      | 2.5000%  | N/A     | $6000.00           | $5009.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.0000%  | N/A     | $16000.00          | $2694.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $1228.00           | $179.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.0000%  | N/A     | $476882.00         | $320024.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $1591186.00        | $1146337.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 4.0000%  | N/A     | $1000.00           | $869.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $1010.00           | $318.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 2.5000%  | N/A     | $1000.00           | $377.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $1000.00           | $725.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-01-01      | 3.0000%  | N/A     | $1000.00           | $73.22             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $1120.00           | $695.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.0000%  | N/A     | $2000.00           | $779.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 4.0000%  | N/A     | $99000.00          | $13960.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 3.0000%  | N/A     | $1000.00           | $95.05             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-10-01      | 5.5000%  | N/A     | $4010.00           | $2274.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 3.0000%  | N/A     | $1000.00           | $773.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $647.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-02-01      | 6.2500%  | N/A     | $1000.00           | $122.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.0000%  | N/A     | $1000.00           | $94.80             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 7.0000%  | N/A     | $1516712.00        | $1619479.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $786.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.5000%  | N/A     | $1000.00           | $939.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-11-01      | 3.5000%  | N/A     | $2016.00           | $117.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.0000%  | N/A     | $1014.00           | $214.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $3534248.00        | $2434700.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $3024.00           | $1464.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | 4.0000%  | N/A     | $4000.00           | $837.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $956.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | 6.5000%  | N/A     | $227920.00         | $114011.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $2560000.00        | $2000897.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 4.0000%  | N/A     | $727695.00         | $106437.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 2.0000%  | N/A     | $1000.00           | $380.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $509.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-05-01      | 4.0000%  | N/A     | $1000.00           | $157.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $1000.00           | $733.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $2000.00           | $1214.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.0000%  | N/A     | $1000.00           | $226.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 3.0000%  | N/A     | $62000.00          | $23797.85          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $1004.00           | $638.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $2053.00           | $2030.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 2.5000%  | N/A     | $1000.00           | $350.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 3.5000%  | N/A     | $2048.00           | $491.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 7.5000%  | N/A     | $651524.00         | $684589.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $1024.00           | $773.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $1000.00           | $545.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.0000%  | N/A     | $1000.00           | $238.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1028.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 7.0000%  | N/A     | $1000.00           | $519.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | 3.0000%  | N/A     | $4000.00           | $544.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.0000%  | N/A     | $1000.00           | $1052.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 4.0000%  | N/A     | $761180.00         | $705827.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2000.00           | $2056.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.5000%  | N/A     | $1024.00           | $106.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.0000%  | N/A     | $7000.00           | $809.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.5000%  | N/A     | $1006.00           | $58.34             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.0000%  | N/A     | $1000.00           | $1052.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.0000%  | N/A     | $2720000.00        | $345718.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.5000%  | N/A     | $4003.00           | $1967.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $700.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.5000%  | N/A     | $5000.00           | $562.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $1000.00           | $72.66             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $5000.00           | $3574.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | 2.5000%  | N/A     | $2000.00           | $1298.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.0000%  | N/A     | $3407.00           | $783.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $3011.00           | $2428.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-04-01      | 7.0000%  | N/A     | $13259.00          | $28.70             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2058-01-01      | 3.5000%  | N/A     | $1000.00           | $405.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 4.0000%  | N/A     | $2021.00           | $406.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-04-01      | 5.5000%  | N/A     | $2222.00           | $8.72              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-12-01      | 3.5000%  | N/A     | $1000.00           | $160.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | 3.0000%  | N/A     | $1000.00           | $561.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.0000%  | N/A     | $1000.00           | $18.07             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-12-01      | 6.5000%  | N/A     | $3794.00           | $1464.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $3048.00           | $2634.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $1000.00           | $156.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-08-01      | 4.5000%  | N/A     | $1000.00           | $18.97             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.0000%  | N/A     | $2060.00           | $1701.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $1036.00           | $711.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 2.0000%  | N/A     | $1008.00           | $506.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $1000.00           | $142.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $658.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 4.0000%  | N/A     | $1000.00           | $267.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $828.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $2048.00           | $1878.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $1000.00           | $988.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 2.5000%  | N/A     | $9000.00           | $1960.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1120.00           | $799.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 6.0000%  | N/A     | $1000.00           | $629.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $897.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $1000.00           | $370.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.5000%  | N/A     | $1040.00           | $248.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.0000%  | N/A     | $1000.00           | $239.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $3188.00           | $2866.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.5000%  | N/A     | $2000.00           | $1520.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 4.0000%  | N/A     | $32250000.00       | $10276415.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1044.00           | $975.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-02-01      | 6.0000%  | N/A     | $2000.00           | $849.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $1024.00           | $780.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.5000%  | N/A     | $3000.00           | $1981.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1008.00           | $961.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $3000.00           | $588.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.0000%  | N/A     | $1578.00           | $1213.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $22936501.00       | $17654007.07       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 4.5000%  | N/A     | $3000.00           | $2499.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $1008.00           | $613.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.0000%  | N/A     | $2000.00           | $1714.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.0000%  | N/A     | $1000.00           | $244.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $5006446.00        | $3630460.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $797.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $125400.00         | $65775.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2015.00           | $2049.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $2046.00           | $1602.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $211000.00         | $28687.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $1011.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.5000%  | N/A     | $1024.00           | $727.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 2.0000%  | N/A     | $1000.00           | $317.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $3000.00           | $2248.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-12-01      | 4.5000%  | N/A     | $3000.00           | $2847.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 6.0000%  | N/A     | $1000.00           | $47.45             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-01      | 3.5000%  | N/A     | $1000.00           | $84.70             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.0000%  | N/A     | $1000.00           | $552.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | 5.5000%  | N/A     | $1002.00           | $21.50             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.0000%  | N/A     | $8000.00           | $5757.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $1000.00           | $957.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $882.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $5000.00           | $1065.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1008.00           | $948.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $19274482.00       | $15646470.34       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $32000.00          | $2726.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1011.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $22989.00          | $4015.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 3.0000%  | N/A     | $1000.00           | $115.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 2.5000%  | N/A     | $3000.00           | $409.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $641.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.5000%  | N/A     | $1000.00           | $572.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.0000%  | N/A     | $2000.00           | $1335.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.5000%  | N/A     | $1000.00           | $246.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $1001.00           | $996.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 1.5000%  | N/A     | $1000.00           | $550.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 4.5000%  | N/A     | $5790000.00        | $4767020.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $2024.00           | $2021.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $3593.00           | $3240.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $913.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $13216488.00       | $10433774.10       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $1133.00           | $251.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 4.0000%  | N/A     | $22494802.00       | $1828530.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.5000%  | N/A     | $1000.00           | $787.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 4.5000%  | N/A     | $3000.00           | $2540.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.0000%  | N/A     | $15149442.00       | $14251346.02       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $1000.00           | $620.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $1000.00           | $35.62             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-01      | 5.5000%  | N/A     | $1391369.00        | $1410562.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.5000%  | N/A     | $1000.00           | $1045.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $1000.00           | $1027.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.5000%  | N/A     | $2024.00           | $1663.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-01-01      | 3.0000%  | N/A     | $2995.00           | $161.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $877.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | 4.0000%  | N/A     | $1000.00           | $107.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.5000%  | N/A     | $1000.00           | $180.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $736.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $959.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $3346024.00        | $509559.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $1024.00           | $988.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-11-01      | 3.0000%  | N/A     | $3000.00           | $270.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 3.5000%  | N/A     | $1000.00           | $69.22             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $620.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1008.00           | $1014.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $1000.00           | $823.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-01      | 4.5000%  | N/A     | $4332.00           | $209.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 3.0000%  | N/A     | $3000.00           | $482.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-04-01      | 3.5000%  | N/A     | $12002.00          | $566.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.0000%  | N/A     | $2000.00           | $28.71             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | 3.5000%  | N/A     | $1000.00           | $138.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $1000.00           | $1035.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 3.5000%  | N/A     | $1000.00           | $146.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $4002.00           | $3461.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 7.0000%  | N/A     | $1000.00           | $619.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 3.0000%  | N/A     | $1000.00           | $456.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1048.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.5000%  | N/A     | $1000.00           | $230.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.5000%  | N/A     | $1000.00           | $754.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $3107.00           | $1552.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $2000.00           | $1345.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $1000.00           | $1025.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $1028.00           | $121.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $2091456.00        | $2038754.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $5484757.00        | $5591054.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-25      | 4.9973%  | N/A     | $25000000.00       | $15801634.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-06-01      | 3.0000%  | N/A     | $14000.00          | $1926.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.0000%  | N/A     | $1008.00           | $195.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $2176.00           | $2132.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1001.00           | $739.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 3.5000%  | N/A     | $1000.00           | $377.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.0000%  | N/A     | $4000.00           | $584.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $1000.00           | $717.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 2.0000%  | N/A     | $1001.00           | $681.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.5000%  | N/A     | $1024.00           | $158.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $557132.00         | $395870.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.0000%  | N/A     | $342033.00         | $22699.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $1120.00           | $291.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | 3.5000%  | N/A     | $1000.00           | $86.08             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-06-01      | 6.5000%  | N/A     | $1000.00           | $127.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 4.0000%  | N/A     | $4000.00           | $1674.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $5000000.00        | $4073594.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.5000%  | N/A     | $3000.00           | $838.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $101000.00         | $74791.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 6.0000%  | N/A     | $1000.00           | $186.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 7.5000%  | N/A     | $1000.00           | $408.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $659.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-01-01      | 5.0000%  | N/A     | $2002.00           | $33.17             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $5120.00           | $4408.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $1151.00           | $546.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $1024.00           | $738.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1142.00           | $1088.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.5000%  | N/A     | $2000.00           | $84.52             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1027.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $732718.00         | $738243.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | 4.5000%  | N/A     | $1000.00           | $765.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $2048.00           | $1958.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $2000.00           | $1911.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $810.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1102.00           | $1147.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $347994.00         | $57291.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $921.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $748.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 6.0000%  | N/A     | $18000.00          | $341.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.5000%  | N/A     | $3000.00           | $2158.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $2000.00           | $190.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $3024.00           | $2451.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 4.5000%  | N/A     | $16996950.00       | $15941765.59       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.0000%  | N/A     | $1008.00           | $972.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.0000%  | N/A     | $447434.00         | $429407.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1024.00           | $775.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.5000%  | N/A     | $2000.00           | $1190.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.0000%  | N/A     | $1000.00           | $912.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $19957565.00       | $14423764.34       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $1000.00           | $129.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $1000.00           | $707.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $1000.00           | $24.26             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 2.5000%  | N/A     | $1000.00           | $684.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $20213661.00       | $14563695.04       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1003.00           | $1044.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.5000%  | N/A     | $15055.00          | $43.22             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $7152619.00        | $7351692.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.0000%  | N/A     | $14000.00          | $1033.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $1000.00           | $85.48             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 5.5000%  | N/A     | $64831.00          | $37605.66          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-12-01      | 3.0000%  | N/A     | $1000.00           | $139.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1024.00           | $1028.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1015.00           | $1038.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-02-01      | 3.5000%  | N/A     | $1209.00           | $354.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.0000%  | N/A     | $1212493.00        | $986795.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | 1.5000%  | N/A     | $1000.00           | $385.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.5000%  | N/A     | $1692000.00        | $88341.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | 2.5000%  | N/A     | $1000.00           | $228.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $3000.00           | $2171.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-07-01      | 4.0000%  | N/A     | $1039.00           | $339.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 7.0000%  | N/A     | $340003.00         | $358685.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $883.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.0000%  | N/A     | $1000.00           | $833.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $2000.00           | $1568.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $2010.00           | $318.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $2000.00           | $405.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $1000.00           | $1043.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $3001.00           | $2638.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.5000%  | N/A     | $1024.00           | $997.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.0000%  | N/A     | $1000.00           | $908.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $991.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $1008.00           | $603.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $1000.00           | $503.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $11450760.00       | $11662879.92       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $1040.00           | $457.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | 4.0000%  | N/A     | $1006.00           | $223.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1018.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | 4.0000%  | N/A     | $1000.00           | $36.01             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $3012.00           | $383.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $3000.00           | $3080.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1005.00           | $1029.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1028.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 2.0000%  | N/A     | $1000.00           | $564.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $1000.00           | $376.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.0000%  | N/A     | $1000.00           | $1048.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.0000%  | N/A     | $1000.00           | $658.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.5000%  | N/A     | $2024.00           | $1879.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-01      | 4.5000%  | N/A     | $1000.00           | $12.17             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.5000%  | N/A     | $1120.00           | $274.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-03-01      | 6.5000%  | N/A     | $1000.00           | $544.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $3000.00           | $3003.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $4002.00           | $3954.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $934.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-03-01      | 6.0000%  | N/A     | $4000.00           | $92.82             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-25      | 4.5973%  | N/A     | $33750899.00       | $26906557.89       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $608.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $2000.00           | $1092.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $5594409.00        | $4244775.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1008.00           | $959.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.0000%  | N/A     | $110885.00         | $26131.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.5000%  | N/A     | $19000000.00       | $2214375.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $1024.00           | $871.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $1000.00           | $518.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-09-01      | 4.0000%  | N/A     | $1406790.00        | $142958.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $1000.00           | $793.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $1200.00           | $585.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.0000%  | N/A     | $1000.00           | $841.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $11645631.00       | $10200447.79       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $1000.00           | $570.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | 5.0000%  | N/A     | $2654182.00        | $46572.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | 4.5000%  | N/A     | $2000.00           | $395.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.0000%  | N/A     | $2000.00           | $960.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-08-01      | 4.5000%  | N/A     | $1999.00           | $447.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $4235712.00        | $4386477.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $1000.00           | $649.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.0000%  | N/A     | $1000.00           | $723.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $1024.00           | $487.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $1000.00           | $740.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $159551.00         | $162461.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-04-01      | 4.0000%  | N/A     | $1000.00           | $317.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $2001.00           | $956.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-01-01      | 3.0000%  | N/A     | $78885.00          | $70868.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1000.00           | $979.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | 5.5000%  | N/A     | $4076.00           | $37.19             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $2473083.00        | $916843.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.0000%  | N/A     | $1000.00           | $928.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $8907139.00        | $1983305.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-10-01      | 3.0000%  | N/A     | $2002.00           | $112.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-08-01      | 3.5000%  | N/A     | $1000.00           | $54.59             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1008.00           | $1025.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $950.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1186095.00        | $992736.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $10090.00          | $2699.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-02-01      | 4.5000%  | N/A     | $1553.00           | $8.36              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $2022.00           | $2104.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $640.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $2780.00           | $2726.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 3.5000%  | N/A     | $1000.00           | $114.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $375049.00         | $335381.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | 8.0000%  | N/A     | $1000.00           | $18.65             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $1652945.00        | $1221047.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $902.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 5.0000%  | N/A     | $3000.00           | $2823.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1001.00           | $966.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $700.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $612.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 3.5000%  | N/A     | $2998.00           | $1555.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 6.0000%  | N/A     | $1000.00           | $27.76             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $2158.00           | $609.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $5136119.00        | $3686779.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 3.5000%  | N/A     | $1000.00           | $907.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.5000%  | N/A     | $1006.00           | $899.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1000.00           | $600.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.5000%  | N/A     | $1003.00           | $219.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.5000%  | N/A     | $1000.00           | $657.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $1080.00           | $747.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $2000.00           | $1378.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $2080.00           | $2084.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | 2.5000%  | N/A     | $5000.00           | $3365.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | 6.4270%  | N/A     | $222422.00         | $1465.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-10-01      | 3.5000%  | N/A     | $1022.00           | $19.58             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $14520783.00       | $14310719.16       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $1024.00           | $395.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 5.5000%  | N/A     | $1008.00           | $213.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.0000%  | N/A     | $1000.00           | $205.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $1000.00           | $1036.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-05-01      | 4.0000%  | N/A     | $4000.00           | $2761.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-06-01      | 1.5000%  | N/A     | $6010.00           | $2230.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $4890.00           | $3794.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $49587429.00       | $50148450.16       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $1080.00           | $900.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $2221760.00        | $2256495.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $1000.00           | $290.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $1000.00           | $661.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-08-01      | 3.5000%  | N/A     | $1000.00           | $80.56             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.0000%  | N/A     | $20000.00          | $3838.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $4042.00           | $4175.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-01      | 3.5000%  | N/A     | $13994.00          | $3289.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $8000.00           | $1394.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $3000.00           | $2080.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $833.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $2000.00           | $1585.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-25      | 3.0000%  | N/A     | $2048.00           | $1547.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 4.0000%  | N/A     | $1000.00           | $441.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $1000.00           | $120.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $1000.00           | $554.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.0000%  | N/A     | $2000.00           | $1783.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-01-01      | 5.0000%  | N/A     | $2525280.00        | $2555494.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 3.5000%  | N/A     | $6000.00           | $571.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.5000%  | N/A     | $2048.00           | $1556.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | 4.5000%  | N/A     | $3067.00           | $87.68             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $955.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $1035181.00        | $663170.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.5000%  | N/A     | $7000.00           | $538.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $3048.00           | $1724.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $2136113.00        | $2168399.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $3000.00           | $2198.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | 3.5000%  | N/A     | $1000.00           | $206.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-01-01      | 3.0000%  | N/A     | $2016.00           | $10.75             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $2000.00           | $361.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $1008.00           | $521.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5000%  | N/A     | $18733.00          | $2129.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.5000%  | N/A     | $18081.00          | $5998.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $934609.00         | $901204.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | 4.0000%  | N/A     | $158000.00         | $84057.06          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $2024.00           | $1913.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $2000.00           | $651.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.5000%  | N/A     | $1062.00           | $235.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $337324.00         | $43031.24          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.5000%  | N/A     | $5000.00           | $3591.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1001427.00        | $848063.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.0000%  | N/A     | $5027.00           | $4296.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 3.5000%  | N/A     | $1000.00           | $213.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $727.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | 2.0000%  | N/A     | $1000.00           | $340.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.0000%  | N/A     | $1024.00           | $627.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $15024.00          | $1633.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.5000%  | N/A     | $51269702.00       | $14078058.83       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | 3.0000%  | N/A     | $1000.00           | $159.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 3.5000%  | N/A     | $17597399.00       | $1702678.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $2017.00           | $1557.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $1013.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2061-09-01      | 2.5000%  | N/A     | $1000.00           | $594.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $746.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $915.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $9921191.00        | $8207577.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.0000%  | N/A     | $1000.00           | $163.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $1008.00           | $728.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $3193.00           | $3015.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2016.00           | $2058.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $3000.00           | $1892.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $607.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $906.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $1000.00           | $988.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-03-01      | 5.0000%  | N/A     | $2008.00           | $2002.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.5000%  | N/A     | $2024.00           | $214.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.5000%  | N/A     | $1000.00           | $607.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.5000%  | N/A     | $1030.00           | $216.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 4.0000%  | N/A     | $1000.00           | $467.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.5000%  | N/A     | $1000.00           | $327.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.5000%  | N/A     | $1000.00           | $218.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.0000%  | N/A     | $1000.00           | $177.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $6000.00           | $3711.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $2071651.00        | $1832838.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-01      | 6.0000%  | N/A     | $1000.00           | $828.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-25      | 6.0000%  | N/A     | $5000000.00        | $1331827.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1008.00           | $950.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1006.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $2000.00           | $1617.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $4773.00           | $4612.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $4000.00           | $2966.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $17575103.00       | $9227875.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $5185118.00        | $5072557.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | 2.5000%  | N/A     | $1000.00           | $504.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-01      | 4.0000%  | N/A     | $2000.00           | $96.25             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.0000%  | N/A     | $6952179.00        | $2233319.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $488.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $426.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 5.5000%  | N/A     | $1001.00           | $996.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $3671607.00        | $664188.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-12-01      | 2.5000%  | N/A     | $5000.00           | $888.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $1024.00           | $546.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $636.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $1000.00           | $51.75             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.0000%  | N/A     | $1000.00           | $228.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $1000.00           | $154.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.0000%  | N/A     | $2799985.00        | $444244.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 4.0000%  | N/A     | $4809923.00        | $4501531.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $1000.00           | $166.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $876.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $1000.00           | $243.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $2011.00           | $47.29             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | 5.5000%  | N/A     | $2298.00           | $16.59             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-01      | 5.5000%  | N/A     | $1024.00           | $896.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $882755.00         | $917713.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1899580.00        | $1966698.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $1000.00           | $715.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 3.0000%  | N/A     | $25000.00          | $2585.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1008.00           | $959.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1001.00           | $1042.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 5.0000%  | N/A     | $1000.00           | $215.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $1000.00           | $938.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $1009.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $1008.00           | $165.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $3000.00           | $3014.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 4.5000%  | N/A     | $1000.00           | $857.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $1000.00           | $446.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $1023.00           | $154.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $2024.00           | $1697.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 3.5000%  | N/A     | $35000.00          | $2581.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1020.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.5000%  | N/A     | $167001.00         | $48269.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | 2.5000%  | N/A     | $3000.00           | $595.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.5000%  | N/A     | $10437302.00       | $10387328.20       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-04-01      | 3.0000%  | N/A     | $1000.00           | $108.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1000.00           | $1011.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $762.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.5000%  | N/A     | $2000.00           | $1860.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.0000%  | N/A     | $1000.00           | $938.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.0000%  | N/A     | $1016626.00        | $781891.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.0000%  | N/A     | $2000.00           | $109.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 4.0000%  | N/A     | $5000.00           | $4491.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $116000.00         | $80357.76          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $1000.00           | $611.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $1017.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $18300000.00       | $12891456.98       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1025.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $777.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $1049.00           | $590.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 4.0000%  | N/A     | $1004.00           | $407.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $179000.00         | $30113.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $1000.00           | $567.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $2024.00           | $1018.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 7.0000%  | N/A     | $1000.00           | $1065.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.0000%  | N/A     | $4000.00           | $766.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1024.00           | $1053.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 4.0000%  | N/A     | $4000.00           | $3342.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $1001.00           | $990.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $5014.00           | $4595.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $4000.00           | $2325.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | 3.0000%  | N/A     | $1000.00           | $214.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $20809917.00       | $14251635.77       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $2024.00           | $1369.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.0000%  | N/A     | $1000.00           | $412.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-02-01      | 3.0000%  | N/A     | $3414.00           | $447.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $1000.00           | $671.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 4.5000%  | N/A     | $3000.00           | $301.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1024.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-09-01      | 4.5000%  | N/A     | $2413.00           | $38.44             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $674.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $1047.00           | $851.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $7612623.00        | $4867397.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 3.0000%  | N/A     | $1000.00           | $228.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $22051782.00       | $21266949.21       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $3774882.00        | $3392374.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $574.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $1000.00           | $904.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $1024.00           | $772.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $22640739.00       | $16680363.58       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1024.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $1043.00           | $847.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-01-01      | 3.0000%  | N/A     | $10000.00          | $1488.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $721.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1025.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | 4.0000%  | N/A     | $1008.00           | $698.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $34000.00          | $7756.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | 6.0000%  | N/A     | $1000.00           | $895.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 5.0000%  | N/A     | $3072.00           | $3048.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-01      | 4.5000%  | N/A     | $7006.00           | $165.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $2000.00           | $1553.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.0000%  | N/A     | $1000.00           | $822.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | 4.0000%  | N/A     | $1002.00           | $45.97             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $25249901.00       | $19515080.32       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.0000%  | N/A     | $1000.00           | $476.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | 3.5000%  | N/A     | $3010.00           | $302.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.0000%  | N/A     | $1000.00           | $708.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-25      | 4.0000%  | N/A     | $94000.00          | $52708.27          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $12948008.00       | $2201498.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1093.00           | $927.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-01-01      | 4.0000%  | N/A     | $151171.00         | $40826.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | 5.0000%  | N/A     | $2999.00           | $183.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.0000%  | N/A     | $1000.00           | $21.62             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-25      | 5.0000%  | N/A     | $27746000.00       | $26626763.75       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $872.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $2000.00           | $110.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 7.0000%  | N/A     | $2000.00           | $2103.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $1024.00           | $509.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $555000.00         | $92721.45          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $1035.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-11-01      | 3.5000%  | N/A     | $215000.00         | $27718.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-01-01      | 3.0000%  | N/A     | $16000.00          | $2183.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $3000.00           | $1912.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | 6.0000%  | N/A     | $1000.00           | $519.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $8589284.00        | $7037911.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $1024.00           | $713.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-01-01      | 4.0000%  | N/A     | $91884.00          | $5195.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.5000%  | N/A     | $1000.00           | $984.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $2024.00           | $1507.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-10-01      | 3.0000%  | N/A     | $221000.00         | $28614.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-01-01      | 5.0000%  | N/A     | $5000.00           | $3846.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.5000%  | N/A     | $10000.00          | $4670.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $976.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $1012.00           | $788.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 2.5000%  | N/A     | $1004.00           | $812.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $5798212.00        | $6045491.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-02-01      | 4.5000%  | N/A     | $1000.00           | $106.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.0000%  | N/A     | $1152.00           | $4.30              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1024.00           | $880.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 3.0000%  | N/A     | $1000.00           | $647.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1000.00           | $802.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 2.5000%  | N/A     | $1000.00           | $727.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-03-01      | 3.0000%  | N/A     | $17000.00          | $2300.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $894.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $4300.00           | $4446.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $2000.00           | $1676.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | 3.0000%  | N/A     | $1000.00           | $157.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $6000.00           | $3992.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $1024.00           | $960.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $2070.00           | $1951.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $1749.00           | $1446.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $4564176.00        | $3578245.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $4000.00           | $3163.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | 5.0000%  | N/A     | $2000.00           | $1855.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $1000.00           | $609.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.5000%  | N/A     | $1000.00           | $373.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 4.5000%  | N/A     | $1000.00           | $877.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $6000.00           | $2415.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $4915.00           | $4762.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $1000.00           | $784.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $1000.00           | $962.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 8.0000%  | N/A     | $1000.00           | $1055.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.0000%  | N/A     | $12489612.00       | $11867104.51       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-02-25      | 3.5000%  | N/A     | $4078171.00        | $814216.37         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-08-01      | 4.0000%  | N/A     | $3000.00           | $2159.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.0000%  | N/A     | $374618.00         | $330938.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1020.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-05-01      | 6.5000%  | N/A     | $6820.00           | $41.73             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-06-01      | 3.5000%  | N/A     | $8000.00           | $4449.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.5000%  | N/A     | $2024.00           | $115.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $2058198.00        | $1794679.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $874.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $927.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-01-01      | 3.5000%  | N/A     | $1000.00           | $155.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1031.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1000.00           | $919.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.5000%  | N/A     | $1001.00           | $986.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-07-01      | 6.5000%  | N/A     | $4030.00           | $19.76             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 5.0000%  | N/A     | $1000.00           | $442.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $36323695.00       | $36734725.87       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $3000.00           | $2145.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.0000%  | N/A     | $1000.00           | $358.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $927.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.5000%  | N/A     | $1000.00           | $849.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $1337121.00        | $1201257.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | 3.0000%  | N/A     | $2000.00           | $842.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1029.00           | $1056.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $1024.00           | $530.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $1015.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.0000%  | N/A     | $1020.00           | $899.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $1000.00           | $831.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.5000%  | N/A     | $2000.00           | $714.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1094657.00        | $1106162.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.5000%  | N/A     | $1000.00           | $57.42             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $1024.00           | $948.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $1004.00           | $157.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5000%  | N/A     | $2000.00           | $1116.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $483026.00         | $493763.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $3024.00           | $2879.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $1000.00           | $614.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $3002.00           | $2503.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $1024.00           | $557.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.0000%  | N/A     | $6597299.00        | $6322078.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $5000.00           | $3833.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-01      | 3.5000%  | N/A     | $1000.00           | $49.22             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $2024.00           | $1963.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-01      | 6.0000%  | N/A     | $895000.00         | $141701.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $3003.00           | $286.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-01-01      | 5.0000%  | N/A     | $3297.00           | $10.63             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1003.00           | $1022.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $1023.00           | $842.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $3351.00           | $458.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $2000.00           | $1596.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-12-01      | 2.5000%  | N/A     | $2002.00           | $53.12             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1023.00           | $1066.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $703.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $6000.00           | $4743.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $9059000.00        | $7265155.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 2.5000%  | N/A     | $2000.00           | $316.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $2076.00           | $2029.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $1000.00           | $507.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-03-01      | 3.5000%  | N/A     | $3211998.00        | $141172.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 2.0000%  | N/A     | $1000.00           | $497.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-02-01      | 4.0000%  | N/A     | $1003.00           | $28.25             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 2.5000%  | N/A     | $1000.00           | $424.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $1015.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1005.00           | $1027.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $530.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | 2.5000%  | N/A     | $866997.00         | $453728.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 3.0000%  | N/A     | $2000.00           | $267.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1011.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $1000.00           | $343.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 7.0000%  | N/A     | $1002.00           | $963.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.0000%  | N/A     | $4000.00           | $459.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $1000.00           | $410.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $2101.00           | $1377.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $1003.00           | $305.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $1120.00           | $840.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $1288.00           | $571.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $2326420.00        | $2274408.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.0000%  | N/A     | $1000.00           | $863.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.5000%  | N/A     | $2000.00           | $749.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-25      | 6.0000%  | N/A     | $6349312.00        | $3777311.28        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1024.00           | $861.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $14501672.00       | $11036319.07       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $2000.00           | $2043.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $2022.00           | $1942.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $15364216.00       | $13939606.48       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.0000%  | N/A     | $1000.00           | $1061.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1024.00           | $933.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-05-01      | 3.5000%  | N/A     | $19016.00          | $873.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $4739102.00        | $4808408.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $1003.00           | $83.17             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-01-01      | 3.5000%  | N/A     | $3000.00           | $404.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $905.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $1280.00           | $284.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $3000.00           | $1881.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | 6.5000%  | N/A     | $738490.00         | $49915.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $732.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | 3.0000%  | N/A     | $1000.00           | $59.32             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-25      | 8.0000%  | N/A     | $21849462.00       | $22990978.43       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-04-01      | 5.5000%  | N/A     | $1583.00           | $9.50              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.5000%  | N/A     | $493001.00         | $365975.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1026054.00        | $648027.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.0000%  | N/A     | $1401971.00        | $1337418.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 3.5000%  | N/A     | $180255.00         | $5819.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.0000%  | N/A     | $1001.00           | $178.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.0000%  | N/A     | $11095090.00       | $2329589.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 5.0000%  | N/A     | $1000.00           | $734.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.5000%  | N/A     | $1016000.00        | $830313.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.0000%  | N/A     | $1024.00           | $888.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5000%  | N/A     | $1001.00           | $453.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $60800.00          | $42734.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $4054.00           | $4153.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.5000%  | N/A     | $1000.00           | $398.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $851.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $2000.00           | $1556.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $1008.00           | $150.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $14003.00          | $1839.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.0000%  | N/A     | $4015.00           | $1053.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | 2.5000%  | N/A     | $1000.00           | $341.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-25      | 4.5973%  | N/A     | $34885000.00       | $27422281.93       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1003.00           | $892.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-01      | 5.5000%  | N/A     | $260800.00         | $267875.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1057.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $60043769.00       | $8015532.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $1024.00           | $544.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $738.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.5000%  | N/A     | $1000.00           | $763.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.5000%  | N/A     | $1012.00           | $967.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.0000%  | N/A     | $1000.00           | $236.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $85.53             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $3072428.00        | $2070574.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $456.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | 4.5000%  | N/A     | $1000.00           | $190.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 4.0000%  | N/A     | $2000.00           | $1344.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $1000.00           | $568.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $930570.00         | $780263.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $3327.00           | $3397.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $1132054.00        | $151492.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $2000.00           | $1382.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $2049.00           | $1187.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $755.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $3020.00           | $1492.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $1000.00           | $170.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $1000.00           | $731.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $1120.00           | $900.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | 2.0000%  | N/A     | $2000.00           | $901.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.0000%  | N/A     | $1000.00           | $528.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $4270909.00        | $3316377.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $1024.00           | $357.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $2102.00           | $1983.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $1360733.00        | $963273.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-05-01      | 2.5000%  | N/A     | $1000.00           | $41.07             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $961.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $3000.00           | $2598.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.5000%  | N/A     | $2083984.00        | $1958091.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $2000.00           | $2004.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-02-01      | 4.0000%  | N/A     | $5000.00           | $278.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1047.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1035.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 5.0000%  | N/A     | $2000.00           | $242.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 2.0000%  | N/A     | $1000.00           | $479.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-02-01      | 4.0000%  | N/A     | $3071.00           | $269.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.0000%  | N/A     | $1024.00           | $357.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $1280.00           | $199.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 1.5000%  | N/A     | $2000.00           | $1071.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1964850.00        | $1981174.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | 6.5000%  | N/A     | $1000.00           | $800.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 6.0000%  | N/A     | $1004.00           | $23.44             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1008.00           | $842.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-06-01      | 3.0000%  | N/A     | $2016.00           | $78.68             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $6281415.00        | $6351734.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $490.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $4000.00           | $2928.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $7168.00           | $961.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.5000%  | N/A     | $1000.00           | $701.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $1024.00           | $708.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 3.0000%  | N/A     | $3000.00           | $1548.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $1000.00           | $334.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $1000.00           | $32.81             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $1035.00           | $99.35             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $900.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | 3.0000%  | N/A     | $4002.00           | $417.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-01      | 3.5000%  | N/A     | $1000.00           | $68.20             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1014.00           | $792.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 5.0000%  | N/A     | $2000.00           | $1114.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 3.5000%  | N/A     | $1000.00           | $90.34             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $1040.00           | $229.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 3.0000%  | N/A     | $3000.00           | $482.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.0000%  | N/A     | $4000.00           | $3658.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $1004.00           | $1007.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1020.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.0000%  | N/A     | $1000.00           | $483.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $1000.00           | $995.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $1014.00           | $311.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $3002.00           | $2495.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $1026.00           | $718.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $1000.00           | $625.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.0000%  | N/A     | $1001.00           | $117.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.0000%  | N/A     | $11000.00          | $736.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-12-01      | 6.0000%  | N/A     | $1000.00           | $987.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.0000%  | N/A     | $1000.00           | $955.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1501.00           | $1525.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $16306702.00       | $14586599.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.0000%  | N/A     | $1000.00           | $888.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 3.0000%  | N/A     | $4000.00           | $690.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | 6.0000%  | N/A     | $18000.00          | $292.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $2000.00           | $2049.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1349330.00        | $1373131.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $851.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 5.0000%  | N/A     | $1020.00           | $113.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $2000.00           | $1529.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.5000%  | N/A     | $1000.00           | $786.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $793.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.0000%  | N/A     | $1000.00           | $501.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.0000%  | N/A     | $1288878.00        | $36318.94          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $1007.00           | $752.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $21020145.00       | $17926527.13       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $9877404.00        | $5017840.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1049.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1043.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.0000%  | N/A     | $1002.00           | $18.12             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $733.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $4793202.00        | $4717175.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $533.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $5143.00           | $4786.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 3.5000%  | N/A     | $1000.00           | $343.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $14931385.00       | $15011103.71       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 4.5000%  | N/A     | $24149332.00       | $23903025.48       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $24242505.00       | $24863304.29       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $225790.00         | $211311.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.5000%  | N/A     | $15047704.00       | $8997441.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.5000%  | N/A     | $11124564.00       | $7752826.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | 5.0000%  | N/A     | $283234.00         | $10554.34          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 6.5000%  | N/A     | $69998984.00       | $27347319.66       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-20      | 1.5000%  | N/A     | $116972.00         | $84602.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.5000%  | N/A     | $100000000.00      | $79634955.02       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.0000%  | N/A     | $12564668.00       | $9217958.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-15      | 5.0000%  | N/A     | $45698.00          | $302.82            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 6.5000%  | N/A     | $1060177.00        | $423521.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $625000.00         | $8063.10           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.5000%  | N/A     | $43733000.00       | $34802074.90       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $17179378.00       | $13320791.21       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-15      | 5.0000%  | N/A     | $218000.00         | $7224.23           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 2.0000%  | N/A     | $2382000.00        | $1121545.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-15      | 4.0000%  | N/A     | $213066.00         | $130302.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 4.8030%  | N/A     | $17634737.00       | $14606812.91       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-05-15      | 5.0000%  | N/A     | $643169.00         | $11485.20          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 2.0000%  | N/A     | $15942919.00       | $7318393.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $437588.00         | $456291.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $3056.00           | $3152.11           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 3.5000%  | N/A     | $822007.00         | $753155.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 4.7530%  | N/A     | $30085772.00       | $25043000.60       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $43561713.00       | $29941164.36       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-20      | 2.2500%  | N/A     | $114206000.00      | $4921303.24        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-07-15      | 5.0000%  | N/A     | $46592.00          | $3785.70           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-03-15      | 5.0000%  | N/A     | $330283.00         | $4901.26           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.0000%  | N/A     | $605919.00         | $8195.27           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 6.5000%  | N/A     | $25417185.00       | $11170125.59       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $944731.00         | $9887.36           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $15100000.00       | $15036755.02       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-04-15      | 5.0000%  | N/A     | $391079.00         | $2047.71           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 1.5000%  | N/A     | $172063.00         | $82816.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-20      | 1.5000%  | N/A     | $69631.00          | $55760.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $19007789.00       | $19578827.33       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | 5.0000%  | N/A     | $15000000.00       | $11473182.67       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-03-20      | 4.5030%  | N/A     | $8531957.00        | $5350686.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.0000%  | N/A     | $239319.00         | $5265.93           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.5000%  | N/A     | $50000000.00       | $42775116.31       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 4.5000%  | N/A     | $1672530.00        | $1586132.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-01-20      | 7.0000%  | N/A     | $2510852.00        | $2636818.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-20      | 1.5000%  | N/A     | $173719.00         | $128174.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.0000%  | N/A     | $22916596.00       | $12802030.21       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 1.5000%  | N/A     | $113600.00         | $83213.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-20      | 5.5000%  | N/A     | $63019.00          | $60905.14          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-15      | 5.0000%  | N/A     | $380726.00         | $11847.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-03-15      | 5.0000%  | N/A     | $730066.00         | $9905.73           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-03-15      | 5.0000%  | N/A     | $415000.00         | $14219.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-12-15      | 5.0000%  | N/A     | $357000.00         | $8130.40           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 3.0000%  | N/A     | $527894.00         | $476698.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.0000%  | N/A     | $19493833.00       | $18521461.43       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $470797.00         | $3047.45           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | 5.0000%  | N/A     | $1000000.00        | $13499.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-15      | 5.0000%  | N/A     | $400000.00         | $28088.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-10-15      | 5.6000%  | N/A     | $17603089.00       | $986296.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.0000%  | N/A     | $47416.00          | $47153.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | 5.0000%  | N/A     | $267988.00         | $7932.48           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.5000%  | N/A     | $1328957.00        | $334104.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 4.7530%  | N/A     | $4834810.00        | $3295039.92        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-03-15      | 5.0000%  | N/A     | $355000.00         | $10589.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | 3.0000%  | N/A     | $617236.00         | $545394.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.5000%  | N/A     | $4813929.00        | $609531.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $14607104.00       | $15210846.44       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 4.7030%  | N/A     | $19519944.00       | $14394073.59       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-08-15      | 4.5000%  | N/A     | $92013.00          | $23446.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $363846.00         | $284542.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.0000%  | N/A     | $324058.00         | $3358.11           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-11-15      | 5.0000%  | N/A     | $1030000.00        | $16237.95          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.0000%  | N/A     | $12892563.00       | $12175887.29       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $20732661.00       | $15123725.55       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-10-15      | 5.0000%  | N/A     | $475000.00         | $6308.52           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-15      | 5.0000%  | N/A     | $1200000.00        | $16224.70          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $1108689.00        | $1082881.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $410000.00         | $6272.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.0000%  | N/A     | $1001190.00        | $17536.35          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-06-30      | 4.2500%  | N/A     | $126552800.00      | $129342289.40      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-11-30      | 4.3750%  | N/A     | $121638200.00      | $124983339.39      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-10-31      | 3.5000%  | N/A     | $30215100.00       | $30450123.40       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2050-08-15      | 1.3750%  | N/A     | $100.00            | $49.98             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $100.00            | $63.85             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-15      | 2.0000%  | N/A     | $201750000.00      | $200039945.82      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-12-31      | 3.6250%  | N/A     | $100.00            | $99.51             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-12-31      | 3.3750%  | N/A     | $50000000.00       | $49977398.07       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-10-31      | 3.7500%  | N/A     | $150000000.00      | $149210519.34      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-10-01      | 0.0000%  | N/A     | $117839000.00      | $115087459.35      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2054-02-15      | 2.1250%  | N/A     | $100.00            | $96.55             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $349998600.00      | $353943388.57      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-12-31      | 3.8750%  | N/A     | $79100.00          | $78723.59          | U.S. Treasuries (including strips)        |

### Security 35: DEUTSCHE BANK SECURITIES INC. (REPO)

- **C.1 - Title:** DEUTSCHE BANK SECURITIES INC. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: 0DBS26S04
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **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 Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| CASH                  | 2026-02-02      | 0.0000%  | N/A     | $187735140.04      | $187735140.04      | Cash                               |
| UNITED STATES TREASUR | 2026-07-31      | 1.8750%  | N/A     | $2419000.00        | $2420412.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | 3.7500%  | N/A     | $19489700.00       | $19705789.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 2.7500%  | N/A     | $2232200.00        | $2179208.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 2.8750%  | N/A     | $51900.00          | $51678.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 4.6250%  | N/A     | $23202300.00       | $23674083.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-10-31      | 4.1250%  | N/A     | $17730600.00       | $18120841.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 1.6250%  | N/A     | $775500.00         | $780449.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 4.2500%  | N/A     | $2121200.00        | $2165697.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 2.6250%  | N/A     | $20683300.00       | $20521391.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 3.2500%  | N/A     | $500.00            | $494.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 3.7500%  | N/A     | $8835700.00        | $8980127.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 1.7500%  | N/A     | $12514900.00       | $12326804.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 4.1250%  | N/A     | $16256600.00       | $16676717.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 2.8750%  | N/A     | $8100100.00        | $8024298.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 2.6250%  | N/A     | $16920500.00       | $16561881.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 1.8750%  | N/A     | $24588100.00       | $23527392.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 0.6250%  | N/A     | $13083200.00       | $12927104.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 3.8750%  | N/A     | $17271000.00       | $17425563.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 1.2500%  | N/A     | $23621700.00       | $22518265.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 3.7627%  | N/A     | $98300.00          | $99252.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 4.0000%  | N/A     | $8508500.00        | $8663685.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 4.6250%  | N/A     | $246200.00         | $248106.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 0.5000%  | N/A     | $13045900.00       | $12541844.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 3.8750%  | N/A     | $16946800.00       | $17227960.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 4.3750%  | N/A     | $14726200.00       | $15099010.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 1.5000%  | N/A     | $10041400.00       | $9994073.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 1.6250%  | N/A     | $823900.00         | $817693.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 3.6250%  | N/A     | $11607000.00       | $11692189.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $454700.00         | $459824.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-31      | 4.6250%  | N/A     | $19312000.00       | $20176630.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 4.0000%  | N/A     | $4149900.00        | $4173037.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 4.8750%  | N/A     | $8820500.00        | $8952382.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | 4.6250%  | N/A     | $12695500.00       | $13343622.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 4.8750%  | N/A     | $18789400.00       | $19011577.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-03-31      | 4.1250%  | N/A     | $8922100.00        | $9135798.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.8750%  | N/A     | $10203100.00       | $10100690.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.0000%  | N/A     | $12436500.00       | $12687683.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 1.3750%  | N/A     | $9717400.00        | $9185454.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 4.3750%  | N/A     | $5214800.00        | $5284901.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 1.2500%  | N/A     | $1700.00           | $1666.12           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 4.1250%  | N/A     | $6784200.00        | $6918387.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 1.5000%  | N/A     | $832800.00         | $822032.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 4.1250%  | N/A     | $12251300.00       | $12659524.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 3.8027%  | N/A     | $14165800.00       | $14328714.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 3.8577%  | N/A     | $51900.00          | $52409.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 4.1250%  | N/A     | $11499500.00       | $11821549.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.7500%  | N/A     | $6245800.00        | $6249096.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 4.6250%  | N/A     | $15902200.00       | $16218238.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 4.2500%  | N/A     | $9800900.00        | $9894715.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 4.6250%  | N/A     | $6736000.00        | $6852000.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 3.7107%  | N/A     | $9516300.00        | $9609295.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 1.3750%  | N/A     | $5380700.00        | $5341514.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-15      | 3.5000%  | N/A     | $5507200.00        | $5514376.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.8750%  | N/A     | $14162400.00       | $14431522.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $40400.00          | $38390.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 4.1250%  | N/A     | $6667700.00        | $6829668.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 3.7500%  | N/A     | $2363000.00        | $2377211.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-15      | 3.8750%  | N/A     | $16983300.00       | $17339865.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 3.8750%  | N/A     | $867900.00         | $877129.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 3.5000%  | N/A     | $16898900.00       | $17018702.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 1.2500%  | N/A     | $9866400.00        | $9321168.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 3.7717%  | N/A     | $21357000.00       | $21591423.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 0.5000%  | N/A     | $24897600.00       | $23790340.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 2.0000%  | N/A     | $17425000.00       | $17277303.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 2.3750%  | N/A     | $13444600.00       | $13310196.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 4.0000%  | N/A     | $19213900.00       | $19026983.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 0.6250%  | N/A     | $1219800.00        | $1181783.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 0.6250%  | N/A     | $16496500.00       | $15663515.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 4.1250%  | N/A     | $13470200.00       | $13895056.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | 3.5000%  | N/A     | $19341700.00       | $19204284.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 0.7500%  | N/A     | $9598200.00        | $9515702.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 4.1250%  | N/A     | $19364800.00       | $19633766.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 1.7500%  | N/A     | $8449600.00        | $7908065.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 1.5000%  | N/A     | $16303700.00       | $15422545.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 2.6250%  | N/A     | $18135100.00       | $17828448.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-15      | 4.6250%  | N/A     | $4800.00           | $4887.85           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 3.5000%  | N/A     | $19855700.00       | $20038469.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 2.3750%  | N/A     | $2766800.00        | $2774271.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 0.7500%  | N/A     | $8856300.00        | $8736564.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 3.6250%  | N/A     | $9341700.00        | $9359286.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 4.5000%  | N/A     | $2340600.00        | $2397258.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 3.8750%  | N/A     | $70500.00          | $71081.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 0.5000%  | N/A     | $714300.00         | $688753.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | 4.1250%  | N/A     | $5814800.00        | $5909306.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $97999999.99       | $43208494.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-15      | 4.6250%  | N/A     | $3463200.00        | $3532549.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 1.6250%  | N/A     | $1024900.00        | $1011205.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 4.2500%  | N/A     | $354600.00         | $362615.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 3.5000%  | N/A     | $777500.00         | $785975.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 4.5000%  | N/A     | $989700.00         | $1022984.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 4.2500%  | N/A     | $10547200.00       | $10701305.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.6250%  | N/A     | $20000.00          | $19784.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-15      | 4.6250%  | N/A     | $1891100.00        | $1935339.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 1.6250%  | N/A     | $15853900.00       | $15813577.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 0.7500%  | N/A     | $22629300.00       | $22506770.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $97999999.99       | $40707828.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 4.2500%  | N/A     | $3364000.00        | $3405653.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 2.2500%  | N/A     | $12539100.00       | $12496865.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $12700300.00       | $12771716.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $11510400.00       | $11797463.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 3.6250%  | N/A     | $2089500.00        | $2104130.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-31      | 3.8750%  | N/A     | $20661800.00       | $20866366.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 4.8750%  | N/A     | $9549500.00        | $10113826.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 0.3750%  | N/A     | $9806800.00        | $9373347.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 2.6250%  | N/A     | $1975500.00        | $2001014.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-09-30      | 3.6250%  | N/A     | $15005300.00       | $14987739.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.1250%  | N/A     | $15426300.00       | $15182349.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $97999999.99       | $83148981.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-15      | 4.1250%  | N/A     | $18500.00          | $18632.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 2.2500%  | N/A     | $10004100.00       | $10055563.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 1.6250%  | N/A     | $4613500.00        | $4337130.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 2.2500%  | N/A     | $3631300.00        | $3597883.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 2.2500%  | N/A     | $21802600.00       | $21412960.44       | U.S. Treasuries (including strips) |

### Security 36: DEUTSCHE BANK SECURITIES INC. (REPO)

- **C.1 - Title:** DEUTSCHE BANK SECURITIES INC. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: 0DBS26S12
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **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 Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| CASH                  | 2026-02-02      | 0.0000%  | N/A     | $188839118.76      | $188839118.76      | Cash                                      |
| GOVERNMENT NATIONAL M | 2049-06-16      | 2.3848%  | N/A     | $7205715.00        | $64.49             | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2044-11-15      | 3.0000%  | N/A     | $145186400.00      | $113350556.69      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $121069300.00      | $77303563.95       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-05-15      | 3.8750%  | N/A     | $167473000.00      | $151614539.35      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-05-15      | 0.0000%  | N/A     | $77.40             | $71.24             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2053-08-15      | 4.1250%  | N/A     | $128223700.00      | $116047772.57      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2039-05-15      | 4.2500%  | N/A     | $100.00            | $98.71             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $100.00            | $88.33             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2049-02-15      | 3.0000%  | N/A     | $108298900.00      | $81371315.54       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2047-11-15      | 2.7500%  | N/A     | $188418800.00      | $135450785.93      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-08-15      | 0.0000%  | N/A     | $98000000.00       | $75264098.00       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2055-02-15      | 2.3750%  | N/A     | $100.00            | $99.32             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-02-24      | 0.0000%  | N/A     | $13674600.00       | $13640112.66       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-03-12      | 0.0000%  | N/A     | $6359500.00        | $6332917.29        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $184712600.00      | $195739931.27      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2039-11-15      | 4.3750%  | N/A     | $63127000.00       | $62719520.45       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2047-05-15      | 3.0000%  | N/A     | $81277500.00       | $61607560.07       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-02-15      | 3.6250%  | N/A     | $78880600.00       | $69086856.73       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-02-15      | 4.5000%  | N/A     | $93850600.00       | $92703133.60       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $98000010.25       | $83148990.70       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-05-15      | 4.6250%  | N/A     | $70678100.00       | $70047647.44       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2049-05-15      | 2.8750%  | N/A     | $119953200.00      | $86901884.43       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-05-28      | 0.0000%  | N/A     | $9351900.00        | $9242856.85        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-03-10      | 0.0000%  | N/A     | $55449200.00       | $55231007.40       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-04-16      | 0.0000%  | N/A     | $2798200.00        | $2776978.45        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-02-15      | 2.5000%  | N/A     | $128328100.00      | $92411508.62       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2055-11-15      | 4.6250%  | N/A     | $117928700.00      | $114831414.11      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-02-19      | 0.0000%  | N/A     | $8316300.00        | $8299501.07        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-03-03      | 0.0000%  | N/A     | $22688700.00       | $22615642.39       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2048-11-15      | 3.3750%  | N/A     | $19052400.00       | $15219335.96       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $183777300.00      | $194081826.51      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-01-15      | 1.7500%  | N/A     | $33067300.00       | $51988435.42       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-08-15      | 2.0000%  | N/A     | $232819100.00      | $135902896.01      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2054-05-15      | 4.6250%  | N/A     | $79012000.00       | $76881041.99       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-11-15      | 4.2500%  | N/A     | $90356900.00       | $87824164.64       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2048-08-15      | 3.0000%  | N/A     | $132607200.00      | $100129794.09      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-02-29      | 4.0000%  | N/A     | $26476300.00       | $27147383.66       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-07-31      | 3.7717%  | N/A     | $54749400.00       | $55350352.88       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-05-15      | 2.3750%  | N/A     | $49937000.00       | $49437789.19       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-05-15      | 2.8750%  | N/A     | $106909400.00      | $75473322.94       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2053-05-15      | 3.6250%  | N/A     | $163220000.00      | $133424270.16      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2054-11-15      | 4.5000%  | N/A     | $4341200.00        | $4137847.40        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-03-17      | 0.0000%  | N/A     | $7808200.00        | $7771969.95        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-08-15      | 2.8750%  | N/A     | $141398600.00      | $108040690.68      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $80000000.00       | $35272240.00       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-04-30      | 3.7627%  | N/A     | $52201300.00       | $52707322.63       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-05-15      | 2.2500%  | N/A     | $94817800.00       | $70208101.41       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-08-15      | 0.0000%  | N/A     | $45.26             | $36.37             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2039-08-15      | 4.5000%  | N/A     | $62663800.00       | $63951571.06       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $75795600.00       | $70068649.24       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2050-05-15      | 1.2500%  | N/A     | $56827700.00       | $27454218.21       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-07-09      | 0.0000%  | N/A     | $33222400.00       | $32699811.65       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2046-02-15      | 2.5000%  | N/A     | $104133800.00      | $73807751.02       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-11-15      | 4.0000%  | N/A     | $169413700.00      | $148534781.22      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $80000107.18       | $69338092.90       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-05-15      | 2.3750%  | N/A     | $100.00            | $63.65             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-05-15      | 5.0000%  | N/A     | $97966800.00       | $101509890.56      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-02-15      | 2.2500%  | N/A     | $158634600.00      | $98110858.31       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-04-30      | 0.0000%  | N/A     | $17396500.00       | $17240453.40       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-08-15      | 3.3750%  | N/A     | $123079700.00      | $105928618.72      | U.S. Treasuries (including strips)        |

### Security 37: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $170000000.00
- **C.18.a - Value (excl. sponsor support):** $170000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **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 Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT80, C.4 - ISIN: US3133ETT805, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79996376.00
- **C.18.a - Value (excl. sponsor support):** $79996376.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $220112875.40
- **C.18.a - Value (excl. sponsor support):** $220112875.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **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 Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5L7, C.4 - ISIN: US3133ET5L79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $274996771.50
- **C.18.a - Value (excl. sponsor support):** $274996771.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV40, C.4 - ISIN: US3133ERV409, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125017536.25
- **C.18.a - Value (excl. sponsor support):** $125017536.25
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $374966722.50
- **C.18.a - Value (excl. sponsor support):** $374966722.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $210176322.30
- **C.18.a - Value (excl. sponsor support):** $210176322.30
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200105472.00
- **C.18.a - Value (excl. sponsor support):** $200105472.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313VF2, C.4 - ISIN: US313313VF23, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $185752321.04
- **C.18.a - Value (excl. sponsor support):** $185752321.04
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5S2, C.4 - ISIN: US3133ET5S23, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $135017217.90
- **C.18.a - Value (excl. sponsor support):** $135017217.90
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-12-29
- **C.13 - Final Legal Maturity Date:** 2027-12-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS36, C.4 - ISIN: US3133ERS363, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $365063922.45
- **C.18.a - Value (excl. sponsor support):** $365063922.45
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313UH9, C.4 - ISIN: US313313UH97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $61721775.00
- **C.18.a - Value (excl. sponsor support):** $61721775.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-16
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN60, C.4 - ISIN: US3133ETN600, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90002726.10
- **C.18.a - Value (excl. sponsor support):** $90002726.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $275142571.00
- **C.18.a - Value (excl. sponsor support):** $275142571.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $344974480.35
- **C.18.a - Value (excl. sponsor support):** $344974480.35
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $397961732.30
- **C.18.a - Value (excl. sponsor support):** $397961732.30
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3V7, C.4 - ISIN: US3133ET3V79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $136189040.00
- **C.18.a - Value (excl. sponsor support):** $136189040.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110073566.90
- **C.18.a - Value (excl. sponsor support):** $110073566.90
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313B64, C.4 - ISIN: US313313B640, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $147182958.00
- **C.18.a - Value (excl. sponsor support):** $147182958.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $275132363.00
- **C.18.a - Value (excl. sponsor support):** $275132363.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $305225337.05
- **C.18.a - Value (excl. sponsor support):** $305225337.05
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6A0, C.4 - ISIN: US3133ET6A06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $459987741.00
- **C.18.a - Value (excl. sponsor support):** $459987741.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-05
- **C.13 - Final Legal Maturity Date:** 2028-01-05
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7C9, C.4 - ISIN: US3133ER7C98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $529956052.40
- **C.18.a - Value (excl. sponsor support):** $529956052.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET4B0, C.4 - ISIN: US3133ET4B07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $330015246.00
- **C.18.a - Value (excl. sponsor support):** $330015246.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-12-09
- **C.13 - Final Legal Maturity Date:** 2027-12-09
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT98, C.4 - ISIN: US3133ETT987, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $164991032.25
- **C.18.a - Value (excl. sponsor support):** $164991032.25
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-08-13
- **C.13 - Final Legal Maturity Date:** 2027-08-13
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75037968.75
- **C.18.a - Value (excl. sponsor support):** $75037968.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET4U8, C.4 - ISIN: US3133ET4U87, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $359990002.80
- **C.18.a - Value (excl. sponsor support):** $359990002.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-12-17
- **C.13 - Final Legal Maturity Date:** 2027-12-17
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX69, C.4 - ISIN: US3133ETX690, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200089556.00
- **C.18.a - Value (excl. sponsor support):** $200089556.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4V0, C.4 - ISIN: US3133ER4V07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79992898.40
- **C.18.a - Value (excl. sponsor support):** $79992898.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TP7, C.4 - ISIN: US3130B8TP72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $750093750.00
- **C.18.a - Value (excl. sponsor support):** $750093750.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-12-06
- **C.13 - Final Legal Maturity Date:** 2027-12-06
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TV8, C.4 - ISIN: US313385TV87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149506375.50
- **C.18.a - Value (excl. sponsor support):** $149506375.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RD8, C.4 - ISIN: US3130B7RD87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000160420.00
- **C.18.a - Value (excl. sponsor support):** $1000160420.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8BN1, C.4 - ISIN: US3130B8BN17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999989980.00
- **C.18.a - Value (excl. sponsor support):** $999989980.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZC3, C.4 - ISIN: US313385ZC33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1378066662.00
- **C.18.a - Value (excl. sponsor support):** $1378066662.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TU0, C.4 - ISIN: US313385TU05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $996808890.00
- **C.18.a - Value (excl. sponsor support):** $996808890.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VA1, C.4 - ISIN: US313385VA13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $447221623.50
- **C.18.a - Value (excl. sponsor support):** $447221623.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A69, C.4 - ISIN: US3130B8A693, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $954974186.35
- **C.18.a - Value (excl. sponsor support):** $954974186.35
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A44, C.4 - ISIN: US3130B8A446, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $704991236.85
- **C.18.a - Value (excl. sponsor support):** $704991236.85
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5P44, C.4 - ISIN: US3130B5P440, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $300037602.00
- **C.18.a - Value (excl. sponsor support):** $300037602.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8BX9, C.4 - ISIN: US3130B8BX98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499994970.00
- **C.18.a - Value (excl. sponsor support):** $499994970.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TT3, C.4 - ISIN: US313385TT32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $293091131.34
- **C.18.a - Value (excl. sponsor support):** $293091131.34
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6XP6, C.4 - ISIN: US3130B6XP60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999976220.00
- **C.18.a - Value (excl. sponsor support):** $999976220.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8MP4, C.4 - ISIN: US3130B8MP46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249995537.50
- **C.18.a - Value (excl. sponsor support):** $249995537.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B35, C.4 - ISIN: US3130B8B352, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $945029172.15
- **C.18.a - Value (excl. sponsor support):** $945029172.15
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YN0, C.4 - ISIN: US313385YN07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2464057650.00
- **C.18.a - Value (excl. sponsor support):** $2464057650.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8XL1, C.4 - ISIN: US3130B8XL13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249997020.00
- **C.18.a - Value (excl. sponsor support):** $249997020.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YK6, C.4 - ISIN: US3130B6YK64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249994900.00
- **C.18.a - Value (excl. sponsor support):** $249994900.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8HW5, C.4 - ISIN: US3130B8HW51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119998486.80
- **C.18.a - Value (excl. sponsor support):** $119998486.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7R97, C.4 - ISIN: US3130B7R970, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $750120315.00
- **C.18.a - Value (excl. sponsor support):** $750120315.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UZ7, C.4 - ISIN: US313385UZ72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $190535503.01
- **C.18.a - Value (excl. sponsor support):** $190535503.01
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UJ3, C.4 - ISIN: US313385UJ31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $248853195.00
- **C.18.a - Value (excl. sponsor support):** $248853195.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8BR2, C.4 - ISIN: US3130B8BR21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499998170.00
- **C.18.a - Value (excl. sponsor support):** $499998170.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A51, C.4 - ISIN: US3130B8A511, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $344892560.51
- **C.18.a - Value (excl. sponsor support):** $344892560.51
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SY3, C.4 - ISIN: US313385SY36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1258538400.00
- **C.18.a - Value (excl. sponsor support):** $1258538400.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8G22, C.4 - ISIN: US3130B8G229, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249996770.00
- **C.18.a - Value (excl. sponsor support):** $249996770.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UH7, C.4 - ISIN: US313385UH74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $497756250.00
- **C.18.a - Value (excl. sponsor support):** $497756250.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-16
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8AB8, C.4 - ISIN: US3130B8AB87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $954967319.90
- **C.18.a - Value (excl. sponsor support):** $954967319.90
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A28, C.4 - ISIN: US3130B8A289, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249992992.50
- **C.18.a - Value (excl. sponsor support):** $249992992.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8U59, C.4 - ISIN: US3130B8U592, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999938670.00
- **C.18.a - Value (excl. sponsor support):** $999938670.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-12-07
- **C.13 - Final Legal Maturity Date:** 2027-12-07
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YF7, C.4 - ISIN: US3130B6YF79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249994752.50
- **C.18.a - Value (excl. sponsor support):** $249994752.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YU4, C.4 - ISIN: US313385YU40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $492558335.00
- **C.18.a - Value (excl. sponsor support):** $492558335.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SF0, C.4 - ISIN: US3130B8SF00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $394980419.85
- **C.18.a - Value (excl. sponsor support):** $394980419.85
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-05
- **C.13 - Final Legal Maturity Date:** 2027-03-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YP5, C.4 - ISIN: US3130B6YP51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499988930.00
- **C.18.a - Value (excl. sponsor support):** $499988930.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8BA9, C.4 - ISIN: US3130B8BA95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500059745.00
- **C.18.a - Value (excl. sponsor support):** $500059745.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3KV4, C.4 - ISIN: US3130B3KV45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1495751342.15
- **C.18.a - Value (excl. sponsor support):** $1495751342.15
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TF9, C.4 - ISIN: US3130B8TF90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249983222.50
- **C.18.a - Value (excl. sponsor support):** $249983222.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-12-02
- **C.13 - Final Legal Maturity Date:** 2027-12-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6N28, C.4 - ISIN: US3130B6N286, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $388558393.08
- **C.18.a - Value (excl. sponsor support):** $388558393.08
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-06-10
- **C.13 - Final Legal Maturity Date:** 2027-06-10
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B86M9, C.4 - ISIN: US3130B86M98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499988790.00
- **C.18.a - Value (excl. sponsor support):** $499988790.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UC8, C.4 - ISIN: US313385UC87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199202222.00
- **C.18.a - Value (excl. sponsor support):** $199202222.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UE4, C.4 - ISIN: US313385UE44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $248952917.50
- **C.18.a - Value (excl. sponsor support):** $248952917.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5SA7, C.4 - ISIN: US3130B5SA73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999899670.00
- **C.18.a - Value (excl. sponsor support):** $999899670.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-05
- **C.13 - Final Legal Maturity Date:** 2027-04-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TM8, C.4 - ISIN: US313385TM88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249395832.50
- **C.18.a - Value (excl. sponsor support):** $249395832.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B86K3, C.4 - ISIN: US3130B86K33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499990270.00
- **C.18.a - Value (excl. sponsor support):** $499990270.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B57B8, C.4 - ISIN: US3130B57B88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499955800.00
- **C.18.a - Value (excl. sponsor support):** $499955800.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YH3, C.4 - ISIN: US3130B6YH36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999983850.00
- **C.18.a - Value (excl. sponsor support):** $999983850.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8K84, C.4 - ISIN: US3130B8K841, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $449984578.50
- **C.18.a - Value (excl. sponsor support):** $449984578.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UD6, C.4 - ISIN: US313385UD60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $423262340.75
- **C.18.a - Value (excl. sponsor support):** $423262340.75
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 114: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VV5, C.4 - ISIN: US313385VV59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $198386750.00
- **C.18.a - Value (excl. sponsor support):** $198386750.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UA2, C.4 - ISIN: US313385UA22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149431584.00
- **C.18.a - Value (excl. sponsor support):** $149431584.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 116: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q84, C.4 - ISIN: US3130B5Q844, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $54010132.56
- **C.18.a - Value (excl. sponsor support):** $54010132.56
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5JX7, C.4 - ISIN: US3130B5JX77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249978105.00
- **C.18.a - Value (excl. sponsor support):** $249978105.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SP2, C.4 - ISIN: US313385SP29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64183381.42
- **C.18.a - Value (excl. sponsor support):** $64183381.42
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TL0, C.4 - ISIN: US313385TL06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249420000.00
- **C.18.a - Value (excl. sponsor support):** $249420000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RA4, C.4 - ISIN: US3130B7RA49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500078260.00
- **C.18.a - Value (excl. sponsor support):** $500078260.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YF7, C.4 - ISIN: US313385YF72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1839472551.40
- **C.18.a - Value (excl. sponsor support):** $1839472551.40
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EV0, C.4 - ISIN: US3130B8EV06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2000030060.00
- **C.18.a - Value (excl. sponsor support):** $2000030060.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B86N7, C.4 - ISIN: US3130B86N71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $949976098.00
- **C.18.a - Value (excl. sponsor support):** $949976098.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $500404320.00
- **C.18.a - Value (excl. sponsor support):** $500404320.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1979190180.00
- **C.18.a - Value (excl. sponsor support):** $1979190180.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1500851865.00
- **C.18.a - Value (excl. sponsor support):** $1500851865.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $970065892.10
- **C.18.a - Value (excl. sponsor support):** $970065892.10
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $2361422655.20
- **C.18.a - Value (excl. sponsor support):** $2361422655.20
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $901711449.00
- **C.18.a - Value (excl. sponsor support):** $901711449.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBMJ7, C.4 - ISIN: US3134HBMJ71, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $427332009.58
- **C.18.a - Value (excl. sponsor support):** $427332009.58
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $790201750.20
- **C.18.a - Value (excl. sponsor support):** $790201750.20
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBPD7, C.4 - ISIN: US3134HBPD74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1124021180.21
- **C.18.a - Value (excl. sponsor support):** $1124021180.21
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589VV2, C.4 - ISIN: US313589VV20, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $991933750.00
- **C.18.a - Value (excl. sponsor support):** $991933750.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $275490129.75
- **C.18.a - Value (excl. sponsor support):** $275490129.75
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $362306914.46
- **C.18.a - Value (excl. sponsor support):** $362306914.46
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1502000000.00
- **C.18.a - Value (excl. sponsor support):** $1502000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **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 Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1206564902.46
- **C.18.a - Value (excl. sponsor support):** $1206564902.46
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1983984425.60
- **C.18.a - Value (excl. sponsor support):** $1983984425.60
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589WN9, C.4 - ISIN: US313589WN94, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $990268060.00
- **C.18.a - Value (excl. sponsor support):** $990268060.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **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 Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1707000000.00
- **C.18.a - Value (excl. sponsor support):** $1707000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: FIXED INCOME CLEARING CORPORATION (REPO BNY)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO BNY)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ORS005VR1
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $503000000.00      | $516709612.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-31      | 3.8750%  | N/A     | $513503000.00      | $518587048.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 3.7500%  | N/A     | $560315100.00      | $495518540.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 1.7500%  | N/A     | $745982800.00      | $509184831.12      | U.S. Treasuries (including strips) |

### Security 142: FIXED INCOME CLEARING CORPORATION (REPO BNY)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO BNY)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ORS005VT7
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.5000%  | N/A     | $13198407.00       | $11488615.12       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $21825688.00       | $19903369.94       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.0000%  | N/A     | $167670.00         | $130839.38         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 6.0000%  | N/A     | $8708570.00        | $37779.63          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $2892646.00        | $2944953.50        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 4.0000%  | N/A     | $1610.00           | $209.98            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $23594375.00       | $22266135.75       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 2.0000%  | N/A     | $1000.00           | $738.07            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-03-01      | 2.0000%  | N/A     | $1008.00           | $463.86            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 4.0000%  | N/A     | $1008.00           | $157.71            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-03-01      | 4.5000%  | N/A     | $1000.00           | $262.84            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $839000.00         | $734737.75         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-06-01      | 1.5000%  | N/A     | $530000.00         | $197409.20         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 4.5000%  | N/A     | $25269277.00       | $5032304.03        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $4887296.00        | $3241520.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-11-01      | 4.5000%  | N/A     | $1676188.00        | $1641996.01        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $1217331.00        | $1270396.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $1413612.00        | $1412016.14        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $226991.00         | $142065.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 3.5000%  | N/A     | $1000.00           | $215.96            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $300012.00         | $268561.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 4.0000%  | N/A     | $1000000.00        | $81496.70          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 4.5000%  | N/A     | $1997995.00        | $1581274.62        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.5000%  | N/A     | $39601408.00       | $15131630.86       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $5266.00           | $3089.34           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 6.0000%  | N/A     | $2155128.00        | $25636.60          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 5.5000%  | N/A     | $1024.00           | $792.90            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 4.0000%  | N/A     | $2998000.00        | $2007967.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 4.0000%  | N/A     | $1339853.00        | $1300797.57        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 4.5000%  | N/A     | $2443944.00        | $358279.51         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.5000%  | N/A     | $181000.00         | $83710.24          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $22353278.00       | $18945548.49       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-11-01      | 4.0000%  | N/A     | $528599.00         | $61620.43          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1024.00           | $959.92            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.5000%  | N/A     | $1000.00           | $761.29            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $772.60            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1589108.00        | $1364069.96        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $760.62            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $62716.00          | $48766.49          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-02-01      | 6.5000%  | N/A     | $1000.00           | $674.17            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 4.5000%  | N/A     | $1000.00           | $980.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.5000%  | N/A     | $1024.00           | $244.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $23933920.00       | $19029680.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-05-01      | 3.5000%  | N/A     | $522000.00         | $57793.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.5000%  | N/A     | $1000000.00        | $116051.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $110000.00         | $91947.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1001.00           | $1047.57           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $23014000.00       | $21515231.93       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 4.0000%  | N/A     | $165000.00         | $144921.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $158852923.00      | $72652416.20       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $21752832.00       | $18435564.82       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | 8.5000%  | N/A     | $1450142.00        | $53022.62          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-08-01      | 5.0000%  | N/A     | $1033664.00        | $635951.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $27182761.00       | $23428154.93       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $24121208.00       | $11482067.53       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.0000%  | N/A     | $30000.00          | $27268.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.5000%  | N/A     | $433000.00         | $311506.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $1024.00           | $880.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $17398016.00       | $16814920.44       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $21816000.00       | $14385641.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $621999.00         | $420205.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $15328944.00       | $14547767.11       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $2230000.00        | $594874.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $22538239.00       | $11710489.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $14527995.00       | $14654864.92       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $17078784.00       | $17370284.99       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $14276112.00       | $11646138.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-12-01      | 4.0000%  | N/A     | $6333000.00        | $281707.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $12215648.00       | $12345739.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $5276695.00        | $5416635.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $16403216.00       | $12970858.99       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $100000.00         | $80783.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $26099955.00       | $16023943.14       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 4.0000%  | N/A     | $1016.00           | $176.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $3075732.00        | $2026142.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $21557700.00       | $22160879.01       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $47000.00          | $36737.04          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 3.0000%  | N/A     | $25144091.00       | $15475159.89       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $6907889.00        | $3662040.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $17979184.00       | $16803667.27       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $28096283.00       | $21271760.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1997624.00        | $1724186.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.0000%  | N/A     | $20822048.00       | $14760289.97       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.5000%  | N/A     | $3650506.00        | $2873706.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.5000%  | N/A     | $23033248.00       | $15880076.26       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $300000.00         | $247738.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $25034.00          | $19527.26          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 6.0000%  | N/A     | $3565.00           | $2827.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | 3.5000%  | N/A     | $2000000.00        | $185582.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $32459464.00       | $20134703.57       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 2.0000%  | N/A     | $1000.00           | $805.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $1997000.00        | $1364025.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 5.0000%  | N/A     | $1000.00           | $184.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 4.0000%  | N/A     | $1008.00           | $264.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.0000%  | N/A     | $57000.00          | $46759.55          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $2160.00           | $1130.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $17678912.00       | $13597956.13       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 5.0000%  | N/A     | $1018.00           | $158.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $1024.00           | $616.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $22698368.00       | $10994335.55       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $9886944.00        | $9993508.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $22991830.00       | $19216815.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $60006400.00       | $51535043.73       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $1024.00           | $620.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $8239588.00        | $8510155.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $27289292.00       | $21367883.51       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.5000%  | N/A     | $230000.00         | $85871.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $24814746.00       | $22940072.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $301008.00         | $241720.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $894982.00         | $835698.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $25132740.00       | $21201202.22       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $10534211.00       | $10676525.85       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $9996490.00        | $411521.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 4.5000%  | N/A     | $1626940.00        | $390589.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-04-01      | 3.0000%  | N/A     | $731989.00         | $38672.35          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.5000%  | N/A     | $9011564.00        | $6638959.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $1004586.00        | $1067126.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.0000%  | N/A     | $636000.00         | $145692.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $30473286.00       | $12775431.10       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $449707.00         | $343707.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $13760804.00       | $14046622.80       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | 4.5000%  | N/A     | $1000000.00        | $800614.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.5000%  | N/A     | $19338669.00       | $17096001.25       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $664.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 3.0000%  | N/A     | $1000.00           | $715.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 5.0000%  | N/A     | $1049942.00        | $27226.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $27514464.00       | $18617060.69       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $2002032.00        | $1566674.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.0000%  | N/A     | $471329.00         | $91883.82          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.5000%  | N/A     | $144357120.00      | $18279239.40       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.0000%  | N/A     | $12504340.00       | $11631891.48       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1024.00           | $1035.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.0000%  | N/A     | $16724000.00       | $15880877.58       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $1024.00           | $961.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $19955958.00       | $16534443.18       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $449998.00         | $294643.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $4165130.00        | $4298522.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $29924289.00       | $18179718.80       | Agency Mortgage-Backed Securities |

### Security 143: FIXED INCOME CLEARING CORPORATION (REPO BNY)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO BNY)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ORS005VU4
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $309100000.00      | $316808791.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 2.3750%  | N/A     | $331075000.00      | $321171608.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 4.8750%  | N/A     | $301591000.00      | $311177201.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 0.7500%  | N/A     | $222178900.00      | $220975881.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 3.3750%  | N/A     | $364750000.00      | $313922309.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 1.1250%  | N/A     | $489960000.00      | $311899657.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 0.1250%  | N/A     | $250000000.00      | $296312817.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-12      | 0.0000%  | N/A     | $300000000.00      | $296961000.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-06-30      | 4.0000%  | N/A     | $322369000.00      | $324130719.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-07-15      | 1.8750%  | N/A     | $305000000.00      | $309951410.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 3.6250%  | N/A     | $380839900.00      | $314977033.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 0.5000%  | N/A     | $332425000.00      | $315759838.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 4.2500%  | N/A     | $100855400.00      | $103135253.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.3750%  | N/A     | $322000000.00      | $322816561.92      | U.S. Treasuries (including strips) |

### Security 144: FIXED INCOME CLEARING CORPORATION (REPO GS)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO GS)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0WB001D02
- **C.18 - Value (incl. sponsor support):** $9000000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000000.00
- **C.19 - Percentage of Net Assets:** 2.5700%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2044-02-15      | 4.5000%  | N/A     | $557500000.00      | $549126616.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-30      | 4.0000%  | N/A     | $601808000.00      | $609233256.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 1.7500%  | N/A     | $74000.00          | $70742.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 4.6250%  | N/A     | $710524000.00      | $739890227.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.7500%  | N/A     | $533968800.00      | $534132586.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 2.6250%  | N/A     | $396038000.00      | $389498500.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 3.0000%  | N/A     | $25990000.00       | $19454025.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 0.5000%  | N/A     | $500000000.00      | $499860223.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 4.1250%  | N/A     | $114900.00         | $118757.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 4.7500%  | N/A     | $1490291200.00     | $1474123590.66     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 4.3750%  | N/A     | $481731200.00      | $495090921.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 4.2500%  | N/A     | $723766400.00      | $739907910.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 4.3750%  | N/A     | $2049484800.00     | $2101761178.64     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-28      | 4.2500%  | N/A     | $810756000.00      | $840872588.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 0.7500%  | N/A     | $196625200.00      | $186858948.14      | U.S. Treasuries (including strips) |

### Security 145: FIXED INCOME CLEARING CORPORATION (REPO GS)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO GS)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0WB001D10
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2031-11-15      | 1.3750%  | N/A     | $39955800.00       | $34843524.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.7500%  | N/A     | $34332000.00       | $34425133.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 4.1250%  | N/A     | $4200000.00        | $3923054.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 0.5000%  | N/A     | $699400.00         | $672690.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $1084291400.00     | $946135609.84      | U.S. Treasuries (including strips) |

### Security 146: FIXED INCOME CLEARING CORPORATION (REPO GS)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO GS)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0WB001D28
- **C.18 - Value (incl. sponsor support):** $9000000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000000.00
- **C.19 - Percentage of Net Assets:** 2.5700%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2042-12-01      | 4.0000%  | N/A     | $15028860.00       | $1857367.12        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 5.0000%  | N/A     | $8001800.00        | $68063.10          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 3.5000%  | N/A     | $48000.00          | $5932.14           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-12-01      | 2.0000%  | N/A     | $29495560.00       | $18581956.82       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 3.5000%  | N/A     | $1655486.00        | $232160.78         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $96336896.00       | $85413139.69       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $39201000.00       | $29870745.50       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-01-01      | 4.0000%  | N/A     | $3457224.00        | $240241.02         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.0000%  | N/A     | $1530000.00        | $1609632.41        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $17520000.00       | $11394651.83       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 4.5000%  | N/A     | $1000000.00        | $137911.24         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 3.5000%  | N/A     | $150533632.00      | $141457809.77      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $122472.00         | $88439.58          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 7.0000%  | N/A     | $84665088.00       | $78734835.85       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $2599000.00        | $2216623.33        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 5.0000%  | N/A     | $1070124.00        | $327364.77         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.5000%  | N/A     | $14065584.00       | $6321221.57        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.5000%  | N/A     | $13675000.00       | $2106509.23        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.5000%  | N/A     | $3628200.00        | $1767381.14        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $255102.00         | $224118.32         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $97000.00          | $63361.56          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.0000%  | N/A     | $1138258.00        | $1176862.70        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 3.5000%  | N/A     | $2674328.00        | $1814256.45        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 3.0000%  | N/A     | $200000.00         | $26897.62          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.5000%  | N/A     | $18606464.00       | $3794487.29        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 6.5000%  | N/A     | $25000000.00       | $196454.86         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.0000%  | N/A     | $8711680.00        | $7356163.95        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.0000%  | N/A     | $390000.00         | $197749.28         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 5.0000%  | N/A     | $26934944.00       | $24087400.09       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 6.0000%  | N/A     | $31433536.00       | $159627.25         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 6.0000%  | N/A     | $17332255.00       | $43668.82          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $2494156.00        | $2166527.42        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-02-01      | 4.0000%  | N/A     | $17859488.00       | $6020031.45        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $169000.00         | $143365.60         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $666000.00         | $552573.56         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 4.0000%  | N/A     | $689563.00         | $111872.71         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 2.5000%  | N/A     | $139000.00         | $83435.10          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $3172884.00        | $2781505.66        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 3.5000%  | N/A     | $1168000.00        | $237778.79         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $3703956.00        | $2861021.90        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $215033.00         | $143882.39         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.5000%  | N/A     | $1008000.00        | $464024.98         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 3.5000%  | N/A     | $1417260.00        | $1042746.48        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $2467340.00        | $2285888.92        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $26361760.00       | $24072815.50       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1854680.00        | $1932573.32        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.5000%  | N/A     | $1620880.00        | $1149033.34        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 3.5000%  | N/A     | $1546628.00        | $329465.18         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 4.0000%  | N/A     | $24956640.00       | $4028865.84        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 4.0000%  | N/A     | $378000.00         | $102532.96         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $495094.00         | $435025.52         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 3.0000%  | N/A     | $59000.00          | $43507.33          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 4.5000%  | N/A     | $11645456.00       | $11463803.39       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $153872.00         | $136209.09         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $151525376.00      | $117743794.33      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 5.0000%  | N/A     | $1500000.00        | $25002.75          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $11029800.00       | $9380626.12        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 3.0000%  | N/A     | $100000.00         | $24441.65          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 3.5000%  | N/A     | $2231252.00        | $837386.64         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $125836672.00      | $122059202.76      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $2343000.00        | $1761828.14        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $1173000.00        | $842411.90         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 1.5000%  | N/A     | $33363.00          | $12081.06          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $600000.00         | $433687.44         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $15361312.00       | $15628164.72       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $25346816.00       | $20987340.40       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 2.5000%  | N/A     | $263000.00         | $142439.38         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-06-01      | 6.0000%  | N/A     | $2505736.00        | $46957.68          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $3345632.00        | $3387347.88        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $1600000.00        | $1262690.09        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.0000%  | N/A     | $275000.00         | $24207.14          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.0000%  | N/A     | $18748320.00       | $13493563.28       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 2.5000%  | N/A     | $544830.00         | $293049.58         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-04-01      | 4.5000%  | N/A     | $600950.00         | $21719.50          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $321499.00         | $239447.38         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-04-01      | 6.5000%  | N/A     | $3900000.00        | $38649.74          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 2.5000%  | N/A     | $49000.00          | $38000.13          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 4.0000%  | N/A     | $513000.00         | $15716.74          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1267358.00        | $1283653.09        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $4068064.00        | $4255774.34        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $141097216.00      | $117502112.84      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $1254050.00        | $1308005.60        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 3.5000%  | N/A     | $8003760.00        | $690503.68         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $200000.00         | $131137.21         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $30000.00          | $25043.64          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.0000%  | N/A     | $160162.00         | $90801.17          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.0000%  | N/A     | $2613008.00        | $2519526.84        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-09-01      | 4.0000%  | N/A     | $1052000.00        | $91286.81          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.0000%  | N/A     | $1433000.00        | $1049550.81        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $300000.00         | $206719.88         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 3.5000%  | N/A     | $171633.00         | $17826.80          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $188000.00         | $116569.79         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $99465984.00       | $79088079.20       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 3.0000%  | N/A     | $2500000.00        | $161288.40         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 6.0000%  | N/A     | $8342270.00        | $80571.31          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $98896640.00       | $100345052.91      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 5.5000%  | N/A     | $69273216.00       | $61102283.59       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $1400000.00        | $1064098.62        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.5000%  | N/A     | $1852352.00        | $181775.84         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1010676.00        | $671907.69         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 3.0000%  | N/A     | $563020.00         | $98644.69          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $10000000.00       | $7021697.53        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $2437276.00        | $2482504.65        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1005000.00        | $865892.04         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $95395.00          | $77521.86          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $6600000.00        | $5054155.42        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $25212384.00       | $21262192.82       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 6.0000%  | N/A     | $48990592.00       | $216661.09         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.0000%  | N/A     | $1248000.00        | $942782.33         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 1.0000%  | N/A     | $4532816.00        | $2646700.18        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 4.0000%  | N/A     | $2800000.00        | $732865.98         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $36773880.00       | $7167289.65        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.5000%  | N/A     | $2096848.00        | $647105.49         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.5000%  | N/A     | $101638.00         | $72014.73          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 5.0000%  | N/A     | $1594590.00        | $49555.83          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $4123760.00        | $3446125.63        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $171000.00         | $111779.74         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.0000%  | N/A     | $3743412.00        | $3900075.04        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1954956.00        | $1850532.89        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $1036826.00        | $903170.54         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 4.0000%  | N/A     | $645000.00         | $119914.90         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $6707750.00        | $5463390.68        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $250000.00         | $169688.17         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-07-01      | 4.0000%  | N/A     | $707563.00         | $20874.11          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-07-01      | 3.0000%  | N/A     | $62746.00          | $11505.64          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $354710.00         | $296321.36         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 2.5000%  | N/A     | $577607.00         | $427077.34         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.0000%  | N/A     | $455000.00         | $82623.48          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 4.5000%  | N/A     | $21163.00          | $7612.97           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 3.0000%  | N/A     | $1624464.00        | $333558.16         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $5281210.00        | $4421996.63        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $7513040.00        | $6394755.32        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $9711000.00        | $8704632.37        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-12-01      | 2.0000%  | N/A     | $60000.00          | $38075.97          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 4.0000%  | N/A     | $14015504.00       | $1752382.50        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $883496.00         | $810003.52         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-06-01      | 3.0000%  | N/A     | $3715240.00        | $1647161.88        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 6.0000%  | N/A     | $19855420.00       | $490096.76         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $2568000.00        | $2615006.78        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $5750368.00        | $5830141.83        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $2900000.00        | $2041370.36        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-05-01      | 3.0000%  | N/A     | $5168408.00        | $2455557.70        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $1335626.00        | $1268265.02        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.0000%  | N/A     | $215914.00         | $177171.50         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $999900.00         | $773596.17         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $4087440.00        | $3465571.95        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $700000.00         | $583944.12         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $116047.00         | $97945.25          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 3.0000%  | N/A     | $836000.00         | $593159.80         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $425000.00         | $299463.11         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-10-01      | 4.5000%  | N/A     | $9046500.00        | $2376409.85        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $390000.00         | $70468.43          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 5.0000%  | N/A     | $2200000.00        | $187858.42         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 5.5000%  | N/A     | $2019216.00        | $49995.67          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $3752500.00        | $3678344.81        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $105000.00         | $11093.82          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $4502024.00        | $4226000.34        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 3.5000%  | N/A     | $141631.00         | $93603.31          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $8033616.00        | $8246937.24        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 3.0000%  | N/A     | $51163264.00       | $44319075.15       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.0000%  | N/A     | $8230340.00        | $1904576.59        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $6738010.00        | $7001611.67        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 3.5000%  | N/A     | $1265876.00        | $72138.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 2.5000%  | N/A     | $175000.00         | $115389.53         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $2999700.00        | $2555881.60        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $6350000.00        | $4922086.62        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.0000%  | N/A     | $114924.00         | $19682.45          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $91017440.00       | $75198341.56       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $355164.00         | $48377.89          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $652421.00         | $561578.71         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $1299900.00        | $1195825.77        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $4543880.00        | $4640271.85        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $14222688.00       | $11164295.24       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.0000%  | N/A     | $3058950.00        | $3238486.91        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.0000%  | N/A     | $26765568.00       | $25431454.03       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $51000.00          | $24826.62          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $8228992.00        | $7445988.35        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 5.5000%  | N/A     | $43924096.00       | $38685613.59       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 6.0000%  | N/A     | $28999680.00       | $25522.51          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $21185952.00       | $20328388.45       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 4.4500%  | N/A     | $8800000.00        | $8757211.95        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.5000%  | N/A     | $11947680.00       | $4958710.06        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 3.5000%  | N/A     | $181000.00         | $21064.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-01-01      | 6.0000%  | N/A     | $5646576.00        | $494219.71         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 6.0000%  | N/A     | $20768256.00       | $122981.03         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.0000%  | N/A     | $1016736.00        | $1072428.35        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 6.0000%  | N/A     | $3900000.00        | $23876.07          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1656796.00        | $1730003.18        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.0000%  | N/A     | $1382854.00        | $1392850.08        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.5000%  | N/A     | $475000.00         | $230186.74         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $2297624.00        | $2212397.74        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $300000.00         | $226514.10         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 4.0000%  | N/A     | $502128.00         | $44962.32          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $4739120.00        | $1162064.99        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 4.0000%  | N/A     | $3698124.00        | $400369.26         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 3.5000%  | N/A     | $25470440.00       | $2855833.47        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $270000.00         | $249820.82         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.0000%  | N/A     | $65000000.00       | $11073359.52       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.0000%  | N/A     | $100000.00         | $88379.15          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $134339328.00      | $137489607.11      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $74116096.00       | $63587627.33       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $3208680.00        | $535840.60         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-10-01      | 3.0000%  | N/A     | $513000.00         | $114641.55         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 4.0000%  | N/A     | $6817904.00        | $490023.93         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $502652.00         | $504983.79         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $57500.00          | $46810.32          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-11-01      | 4.0000%  | N/A     | $21461440.00       | $2052739.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $1064844.00        | $712891.46         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.5000%  | N/A     | $1718314.00        | $199874.86         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 4.0000%  | N/A     | $125000.00         | $115836.54         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1050134.00        | $1059946.01        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 2.5000%  | N/A     | $10000.00          | $5825.55           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 5.5000%  | N/A     | $1490782.00        | $91338.04          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-01-01      | 3.5000%  | N/A     | $211210.00         | $50167.28          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 2.5000%  | N/A     | $23779424.00       | $13888481.05       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.0000%  | N/A     | $82000.00          | $71352.68          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.0000%  | N/A     | $1559104.00        | $1624016.13        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 4.0000%  | N/A     | $1012018.00        | $118646.64         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 2.0000%  | N/A     | $2232904.00        | $1085122.61        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $3000000.00        | $2232358.73        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $26195776.00       | $20150550.01       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.5000%  | N/A     | $3300000.00        | $2175159.91        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 3.0000%  | N/A     | $18102.00          | $10485.60          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-12-01      | 4.5000%  | N/A     | $622000.00         | $38490.11          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $5822000.00        | $4132988.99        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $1926000.00        | $1523070.55        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-06-01      | 4.0000%  | N/A     | $850000.00         | $135126.56         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $2013000.00        | $1482155.47        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $49000000.00       | $32087827.73       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $4312216.00        | $3764375.76        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 6.0000%  | N/A     | $6572872.00        | $111716.19         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $6299944.00        | $5485893.39        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $347242.00         | $356914.06         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-11-01      | 3.0000%  | N/A     | $315000.00         | $82026.34          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $800000.00         | $468516.08         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $1400000.00        | $271855.94         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $4194448.00        | $2895322.03        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.0000%  | N/A     | $1520574.00        | $975467.97         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 6.0000%  | N/A     | $4815000.00        | $42818.99          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 3.5000%  | N/A     | $1057570.00        | $153802.45         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 5.0000%  | N/A     | $15066752.00       | $13324686.56       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.5000%  | N/A     | $3612692.00        | $1471811.93        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $236000.00         | $186940.78         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 3.5000%  | N/A     | $13600000.00       | $2200121.05        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 5.0000%  | N/A     | $730712.00         | $157171.19         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $16752384.00       | $15798478.68       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.0000%  | N/A     | $1287000.00        | $1340573.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $4519592.00        | $4607627.13        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 4.0000%  | N/A     | $2573636.00        | $971923.74         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-10-01      | 3.5000%  | N/A     | $425000.00         | $32541.87          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.5000%  | N/A     | $4000000.00        | $818960.51         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 2.5000%  | N/A     | $43000.00          | $8054.80           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $60000.00          | $46563.18          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.5000%  | N/A     | $91030.00          | $37626.24          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $1907150.00        | $1917097.27        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1595950.00        | $1624157.89        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-10-01      | 6.0000%  | N/A     | $5000000.00        | $319594.65         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $234000.00         | $167243.03         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $1092124.00        | $1130227.72        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $127000.00         | $84650.47          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-03-01      | 3.5000%  | N/A     | $51840.00          | $14273.93          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $228094.00         | $193614.70         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 5.5000%  | N/A     | $1011958.00        | $43993.82          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-09-01      | 3.0000%  | N/A     | $300000.00         | $101816.80         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 5.0000%  | N/A     | $432436.00         | $34881.73          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 5.0000%  | N/A     | $1236000.00        | $29171.74          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $8687024.00        | $8936386.77        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 2.0000%  | N/A     | $223000.00         | $124062.82         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 4.0000%  | N/A     | $584482.00         | $392751.14         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 6.5000%  | N/A     | $115484.00         | $51748.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $100000.00         | $80898.51          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.0000%  | N/A     | $1688966.00        | $1650438.16        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $1646238.00        | $1710861.06        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $861582.00         | $133686.12         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 3.5000%  | N/A     | $140402.00         | $25211.07          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.5000%  | N/A     | $4567816.00        | $344188.66         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $788290.00         | $596030.58         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-05-01      | 3.0000%  | N/A     | $467000.00         | $19454.05          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.5000%  | N/A     | $57000.00          | $35812.97          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $29511872.00       | $21035594.59       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 1.5000%  | N/A     | $33360.00          | $19689.79          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $86000.00          | $56595.69          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $5287936.00        | $3396054.32        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1006448.00        | $865905.75         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $354665.00         | $287819.69         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $1736000.00        | $1144482.95        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-02-01      | 4.0000%  | N/A     | $208741.00         | $68311.78          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $40775552.00       | $33309941.10       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.5000%  | N/A     | $575000.00         | $95802.10          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1693802.00        | $1732778.04        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $10900000.00       | $7012205.79        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.0000%  | N/A     | $139000.00         | $32667.48          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $1163000.00        | $893771.84         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-02-01      | 4.0000%  | N/A     | $541015.00         | $62652.93          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $1196496.00        | $795855.32         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $15000000.00       | $12388719.09       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $2669448.00        | $2408533.40        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.0000%  | N/A     | $6884128.00        | $3976105.01        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $3146416.00        | $3198498.65        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.0000%  | N/A     | $235000.00         | $73775.83          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $1703036.00        | $403549.73         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 6.0000%  | N/A     | $1700000.00        | $19790.86          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $810000.00         | $536187.24         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $66815.00          | $45611.60          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $138579.00         | $86017.60          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $157000.00         | $46380.11          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $16000.00          | $11083.83          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $4860008.00        | $2951244.95        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $15629056.00       | $9496129.37        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $54571.00          | $45480.54          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 4.5000%  | N/A     | $3200000.00        | $25635.63          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.5000%  | N/A     | $6150330.00        | $36410.46          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $177839.00         | $138069.05         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $1158622.00        | $213782.63         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-09-01      | 4.0000%  | N/A     | $55733120.00       | $52264557.01       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.5000%  | N/A     | $1500000.00        | $267254.54         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $12800000.00       | $9478488.81        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | 2.5000%  | N/A     | $88230.00          | $10881.11          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 2.5000%  | N/A     | $37622144.00       | $6623038.73        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.0000%  | N/A     | $212275.00         | $139251.99         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-09-01      | 4.0000%  | N/A     | $225284.00         | $33417.34          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | 7.5000%  | N/A     | $8736447.00        | $41842.80          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $475000.00         | $33898.18          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $819070.00         | $536497.37         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $100000.00         | $57713.11          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2059-01-01      | 3.5000%  | N/A     | $4700000.00        | $1517812.72        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $17769344.00       | $15018789.20       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $57000.00          | $8449.90           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | 6.0000%  | N/A     | $5542904.00        | $25407.73          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.0000%  | N/A     | $154000.00         | $31106.59          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $246486.00         | $150874.90         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-06-01      | 5.0000%  | N/A     | $825000.00         | $60149.60          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.5000%  | N/A     | $6244000.00        | $2481779.14        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $872998.00         | $659719.77         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $268182.00         | $217717.64         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.0000%  | N/A     | $78000.00          | $59976.70          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $4245952.00        | $4354022.33        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $4876000.00        | $4551597.61        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $352000.00         | $95765.54          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 5.0000%  | N/A     | $28601120.00       | $361695.85         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $263000.00         | $231215.98         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 6.0000%  | N/A     | $6179740.00        | $24126.85          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.0000%  | N/A     | $149000.00         | $43954.39          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-03-01      | 4.0000%  | N/A     | $83967.00          | $6997.85           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $145086720.00      | $143326854.91      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $490108.00         | $429182.16         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $7748250.00        | $5761337.38        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $8600000.00        | $6305274.15        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $2020596.00        | $2070851.81        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-07-01      | 2.0000%  | N/A     | $2036460.00        | $175799.78         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.0000%  | N/A     | $1000000.00        | $396689.09         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $195399.00         | $64921.79          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.0000%  | N/A     | $62000.00          | $17643.14          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-01-01      | 4.0000%  | N/A     | $8834608.00        | $1081788.08        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1087496.00        | $1094900.62        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 4.6800%  | N/A     | $14901000.00       | $15269606.04       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.0000%  | N/A     | $375000.00         | $221151.77         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.5000%  | N/A     | $9548064.00        | $9106663.24        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-02-01      | 1.5000%  | N/A     | $300000.00         | $220789.47         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-01-01      | 6.0000%  | N/A     | $1050508.00        | $16747.41          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.0000%  | N/A     | $6150024.00        | $1403544.67        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-04-01      | 2.0000%  | N/A     | $25000.00          | $12173.60          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $79239280.00       | $47946241.92       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-06-01      | 2.5000%  | N/A     | $9367424.00        | $3335500.44        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $80540.00          | $53486.41          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $14993408.00       | $14899511.83       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-04-01      | 2.6800%  | N/A     | $23587000.00       | $21600688.94       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $3687756.00        | $3769581.98        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-08-01      | 3.5000%  | N/A     | $28145000.00       | $8206003.60        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $1500000.00        | $952438.88         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.0000%  | N/A     | $45103808.00       | $2969855.30        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 3.5000%  | N/A     | $56200.00          | $6732.17           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.0000%  | N/A     | $427037.00         | $50670.42          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $750000.00         | $558842.28         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 4.5000%  | N/A     | $1949958.00        | $228001.47         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.0000%  | N/A     | $2565296.00        | $776245.85         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $725009.00         | $28545.11          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $2438144.00        | $2115053.52        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $8700000.00        | $5717284.90        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $1913000.00        | $1331640.77        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $682264.00         | $553510.27         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 5.0000%  | N/A     | $510000.00         | $31156.88          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $1300000.00        | $1002790.01        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 6.0000%  | N/A     | $8463000.00        | $66173.75          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $300000.00         | $130645.96         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-05-01      | 4.0000%  | N/A     | $1387296.00        | $227526.58         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $25215808.00       | $2727514.27        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 2.5000%  | N/A     | $328845.00         | $42716.45          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-12-01      | 3.0000%  | N/A     | $6000.00           | $5056.26           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $8260272.00        | $6019315.73        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $3640712.00        | $2655743.72        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-01-01      | 4.2000%  | N/A     | $80730000.00       | $79095002.19       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 4.0000%  | N/A     | $1401548.00        | $98928.21          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | 4.5000%  | N/A     | $2419820.00        | $117855.25         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 2.5000%  | N/A     | $694060.00         | $332216.47         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-07-01      | 3.0000%  | N/A     | $735000.00         | $88912.92          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $37778624.00       | $39369455.42       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $2377560.00        | $1452802.08        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.0000%  | N/A     | $10000000.00       | $59213.30          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $2250850.00        | $1684170.27        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 2.0000%  | N/A     | $14515856.00       | $13297918.12       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $2002104.00        | $1582064.43        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.5000%  | N/A     | $500000.00         | $507818.43         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $120590.00         | $80455.36          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $3800000.00        | $171769.25         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $61440.00          | $15955.59          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $15927136.00       | $10567359.08       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.0000%  | N/A     | $1203620.00        | $569764.74         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $10000000.00       | $6211421.30        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.0000%  | N/A     | $22000000.00       | $78876.20          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $16539872.00       | $16696484.38       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.0000%  | N/A     | $12055376.00       | $28945.75          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $15907728.00       | $12005461.83       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $26000.00          | $18267.77          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.0000%  | N/A     | $397000.00         | $87303.16          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.5000%  | N/A     | $49997840.00       | $12804085.66       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $690000.00         | $636655.27         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $6865776.00        | $1822521.52        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $5629376.00        | $5584110.16        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-01-01      | 5.5000%  | N/A     | $1519264.00        | $1324270.45        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-02-01      | 4.0000%  | N/A     | $2465672.00        | $305925.23         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $243860.00         | $156535.02         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-05-01      | 5.5000%  | N/A     | $354850.00         | $302021.52         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.0000%  | N/A     | $167145.00         | $16057.63          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-03-01      | 4.0000%  | N/A     | $60000.00          | $9053.39           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $6645750.00        | $6371618.75        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $1062786.00        | $525756.71         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $2285000.00        | $1479776.92        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $17667424.00       | $14608015.88       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.5000%  | N/A     | $37956544.00       | $15772122.48       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $65178080.00       | $64742163.30       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $300000.00         | $155508.45         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $3234008.00        | $2965296.42        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $26830080.00       | $19855462.47       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | 5.5000%  | N/A     | $1815000.00        | $19562.92          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-01-01      | 4.0000%  | N/A     | $1000000.00        | $82975.97          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1282814.00        | $1355016.11        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $518734.00         | $499245.24         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-09-01      | 2.0000%  | N/A     | $56528192.00       | $34043094.22       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-09-01      | 3.5000%  | N/A     | $252257.00         | $72008.71          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-01-01      | 6.0000%  | N/A     | $357184.00         | $209576.71         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $1136012.00        | $847035.46         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 2.0000%  | N/A     | $511526.00         | $221986.40         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1069850.00        | $1105690.34        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.5000%  | N/A     | $1060000.00        | $428608.27         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.5000%  | N/A     | $267332.00         | $52324.42          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $3087972.00        | $2783212.40        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 2.5000%  | N/A     | $345000.00         | $224319.54         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 3.5000%  | N/A     | $138000.00         | $83482.87          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 6.0000%  | N/A     | $1626144.00        | $50404.26          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.0000%  | N/A     | $1315000.00        | $323669.52         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 5.0000%  | N/A     | $1965000.00        | $179648.98         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.0000%  | N/A     | $94740.00          | $62873.69          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $4462200.00        | $1264595.55        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | 3.5000%  | N/A     | $60000.00          | $20362.25          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-09-01      | 4.0000%  | N/A     | $785239.00         | $32322.86          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-08-01      | 6.0000%  | N/A     | $1486348.00        | $24131.03          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-04-01      | 4.0000%  | N/A     | $1000000.00        | $141320.53         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $10834864.00       | $10397602.67       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $13654000.00       | $8630154.78        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $1288000.00        | $304505.66         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $209161.00         | $157529.04         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-08-01      | 3.0000%  | N/A     | $603000.00         | $56358.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $14349792.00       | $14096044.53       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | 4.0000%  | N/A     | $901477.00         | $75277.91          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.0000%  | N/A     | $225000.00         | $132208.04         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $4706264.00        | $4815809.69        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $1118204.00        | $947440.09         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $12173024.00       | $10987192.14       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.0000%  | N/A     | $11426.00          | $9468.24           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $3428052.00        | $1763008.43        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $57773760.00       | $39676191.84       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $500000.00         | $256049.89         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $77400000.00       | $5751748.24        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.5000%  | N/A     | $23580992.00       | $20774787.81       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-09-01      | 3.0000%  | N/A     | $13000.00          | $10914.11          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-02-01      | 4.0000%  | N/A     | $175000.00         | $20482.46          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.0000%  | N/A     | $40000.00          | $6999.31           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $200000.00         | $98855.76          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $2557560.00        | $2567541.44        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-06-01      | 4.0000%  | N/A     | $2481848.00        | $517589.77         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $10000000.00       | $6239341.86        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $100000.00         | $47547.11          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 4.5000%  | N/A     | $480000.00         | $306668.22         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1048394.00        | $838021.96         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 2.0000%  | N/A     | $20028000.00       | $11396713.55       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-05-01      | 5.5000%  | N/A     | $84020480.00       | $69013493.50       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | 4.5000%  | N/A     | $705000.00         | $111279.45         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.5000%  | N/A     | $28607328.00       | $27929257.78       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $3024316.00        | $2717203.98        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $3394000.00        | $2346105.78        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $278319.00         | $169972.30         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.0000%  | N/A     | $3750000.00        | $11354.08          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.0000%  | N/A     | $270000.00         | $54544.94          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $1341584.00        | $647767.69         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-03-01      | 4.5000%  | N/A     | $3993356.00        | $1271093.63        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $91717.00          | $74962.34          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-06-01      | 2.5000%  | N/A     | $55000.00          | $17257.39          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1998092.00        | $2007011.54        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $17960000.00       | $15886373.13       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.5000%  | N/A     | $811575.00         | $597280.19         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-03-01      | 4.0000%  | N/A     | $92495.00          | $18901.84          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $1289164.00        | $1093909.36        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | 5.0000%  | N/A     | $724675.00         | $49100.16          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.0000%  | N/A     | $81000.00          | $18557.72          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $2208616.00        | $2272032.79        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $8000.00           | $6030.82           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-01-01      | 3.5000%  | N/A     | $211923.00         | $17366.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | 6.0000%  | N/A     | $16724832.00       | $248461.78         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.5000%  | N/A     | $125000.00         | $18105.74          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $143000.00         | $11072.33          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 5.5000%  | N/A     | $15217800.00       | $70779.07          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $3848632.00        | $1427825.22        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-04-01      | 2.5000%  | N/A     | $750732.00         | $137952.89         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $2015596.00        | $2055679.46        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $5674712.00        | $4114589.01        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $200923648.00      | $205652072.90      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.5000%  | N/A     | $130835.00         | $10328.89          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $2121976.00        | $2019046.75        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.5000%  | N/A     | $800000.00         | $100805.24         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $10759168.00       | $62905.33          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | 4.0000%  | N/A     | $1067104.00        | $150481.08         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-09-01      | 3.0000%  | N/A     | $15000000.00       | $8537296.49        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.0000%  | N/A     | $10100000.00       | $1201396.63        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 7.0000%  | N/A     | $3246308.00        | $2904524.67        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $1402796.00        | $936196.20         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $97680.00          | $61805.53          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.5000%  | N/A     | $25976.00          | $6043.19           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 4.0000%  | N/A     | $1198862.00        | $98126.18          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 7.5000%  | N/A     | $2302804.00        | $2492453.88        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $4099488.00        | $3268947.43        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $36997888.00       | $35390768.78       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-10-01      | 3.0000%  | N/A     | $276195.00         | $19551.54          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | 6.0000%  | N/A     | $5000000.00        | $15547.29          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2943316.00        | $3007511.12        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.0000%  | N/A     | $61741360.00       | $5251887.23        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.0000%  | N/A     | $2319876.00        | $159037.29         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1242658.00        | $1267812.09        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1307754.00        | $1121842.93        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $26313.00          | $7294.92           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.0000%  | N/A     | $1144228.00        | $516322.25         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.5000%  | N/A     | $778000.00         | $343015.13         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | 3.0000%  | N/A     | $1637536.00        | $138885.44         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $1845000.00        | $1353353.60        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $200000.00         | $193438.20         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $167368.00         | $167735.34         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $6345696.00        | $6199171.55        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-01-01      | 5.0000%  | N/A     | $580000.00         | $62546.49          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-01-01      | 7.0000%  | N/A     | $222219.00         | $107287.74         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $2003648.00        | $1788372.02        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $307753200.00      | $249943509.14      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $200494.00         | $162114.52         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-11-01      | 2.5000%  | N/A     | $65000.00          | $6289.35           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-10-01      | 4.5000%  | N/A     | $1086240.00        | $105565.46         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.0000%  | N/A     | $1100000.00        | $208745.68         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $70000.00          | $30616.66          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $234213.00         | $213966.89         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $2698604.00        | $2772791.59        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 7.0000%  | N/A     | $51822.00          | $52714.63          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $1695438.00        | $1015680.42        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $49442800.00       | $36523920.14       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.5000%  | N/A     | $163500.00         | $83153.46          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $320000.00         | $186287.63         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $632207.00         | $579403.31         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-12-01      | 3.5000%  | N/A     | $2113204.00        | $244198.31         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $4480656.00        | $3335498.58        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.0000%  | N/A     | $7556400.00        | $4853789.23        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $11540352.00       | $9003277.54        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $20154528.00       | $20410983.43       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 2.5000%  | N/A     | $53100.00          | $8904.65           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | 4.0000%  | N/A     | $125000.00         | $54602.67          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.0000%  | N/A     | $127079000.00      | $38763780.63       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.5000%  | N/A     | $57416960.00       | $43859079.76       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $500000.00         | $167296.08         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 4.0000%  | N/A     | $4500000.00        | $588598.01         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-05-01      | 2.5000%  | N/A     | $181000.00         | $131506.66         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $22003936.00       | $11383169.37       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $1820000.00        | $1484467.92        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $19270.00          | $15670.73          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $1154666.00        | $780061.12         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | 6.0000%  | N/A     | $1406000.00        | $8660.52           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-07-01      | 4.0000%  | N/A     | $127216.00         | $10855.68          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.5000%  | N/A     | $464060.00         | $33964.25          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 3.0000%  | N/A     | $5000000.00        | $555571.87         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.0000%  | N/A     | $4006984.00        | $556055.98         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-12-01      | 2.5000%  | N/A     | $6912120.00        | $2756680.75        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $9392736.00        | $6873475.31        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $126886.00         | $88368.76          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 2.0000%  | N/A     | $300000.00         | $149444.75         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $3429844.00        | $3486296.02        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-01-01      | 6.0000%  | N/A     | $2612632.00        | $2282257.61        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.0000%  | N/A     | $562757.00         | $84978.25          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $50317888.00       | $47574607.56       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 3.0000%  | N/A     | $100985.00         | $6308.91           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $47420000.00       | $32515088.75       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 2.0000%  | N/A     | $925000.00         | $395225.03         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1016056.00        | $960323.45         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.0000%  | N/A     | $3390850.00        | $799918.26         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.5000%  | N/A     | $2500000.00        | $1419314.90        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 3.0000%  | N/A     | $30957696.00       | $6850636.46        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $513000.00         | $365544.07         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.0000%  | N/A     | $69991.00          | $36614.45          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-09-01      | 5.0000%  | N/A     | $2504596.00        | $2500539.04        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | 6.0000%  | N/A     | $127905.00         | $34072.59          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 5.5000%  | N/A     | $9991900.00        | $39229.08          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $345000.00         | $26676.76          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.5000%  | N/A     | $1027218.00        | $168989.34         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-05-01      | 4.0000%  | N/A     | $1345120.00        | $55480.21          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-04-25      | 3.5000%  | N/A     | $66628992.00       | $42165500.56       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-05-01      | 3.5000%  | N/A     | $3117164.00        | $1062138.32        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $733941.00         | $762883.52         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $151351000.00      | $133868361.99      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.0000%  | N/A     | $1672098.00        | $17798.96          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-12-20      | 3.5000%  | N/A     | $19071424.00       | $17270277.78       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.7500%  | N/A     | $7010180.00        | $5935156.76        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2057-04-15      | 2.8300%  | N/A     | $5178000.00        | $4408372.99        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $2597228.00        | $2706772.15        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-05-20      | 4.0000%  | N/A     | $2737092.00        | $588857.03         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1078324.00        | $1125701.15        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $423317.00         | $437531.37         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1749856.00        | $1815845.02        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $17501888.00       | $18263427.86       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $7923784.00        | $8260578.38        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 6.5000%  | N/A     | $2429420.00        | $858415.77         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.0000%  | N/A     | $850255872.00      | $796531156.05      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $1064814.00        | $1069535.44        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-08-20      | 2.0000%  | N/A     | $2021000.00        | $885516.78         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1519334.00        | $1579683.97        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-09-20      | 4.5000%  | N/A     | $4698168.00        | $152295.49         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 6.0000%  | N/A     | $5848288.00        | $52673.77          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-04-20      | 4.0000%  | N/A     | $237200.00         | $224022.84         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-07-20      | 4.0000%  | N/A     | $183239.00         | $173194.76         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-10-20      | 4.0000%  | N/A     | $240000.00         | $49172.92          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $2329852.00        | $2455561.75        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2057-06-15      | 2.6300%  | N/A     | $1948406.00        | $1645714.67        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.5000%  | N/A     | $359884.00         | $5795.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-05-20      | 5.0000%  | N/A     | $834699.00         | $83792.02          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-01-20      | 4.0000%  | N/A     | $300000.00         | $229267.85         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $1505370.00        | $1522258.41        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-05-20      | 3.5000%  | N/A     | $31623680.00       | $28739917.06       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $1213932.00        | $1229042.76        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | 3.5000%  | N/A     | $555601.00         | $53352.09          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $1361190.00        | $17560.66          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-04-20      | 4.0000%  | N/A     | $152466432.00      | $13434160.71       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-20      | 3.5000%  | N/A     | $505000.00         | $91092.54          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2048-04-20      | 5.0000%  | N/A     | $2025000.00        | $149027.51         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1299286.00        | $1360717.97        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $2585904.00        | $2048165.76        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-04-20      | 3.0000%  | N/A     | $94286720.00       | $41983264.81       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-07-20      | 4.0000%  | N/A     | $210434560.00      | $52253549.11       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $3465250.00        | $3553861.47        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2048-04-20      | 3.5000%  | N/A     | $46705000.00       | $36841461.25       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $4134288.00        | $4226967.19        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1204666.00        | $1261323.83        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $30000000.00       | $28222848.31       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.0000%  | N/A     | $5465560.00        | $927472.11         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $8180384.00        | $6563791.20        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $758954.00         | $790609.95         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-02-20      | 2.0000%  | N/A     | $72420000.00       | $44844439.74       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $2191128.00        | $2330696.84        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $4061736.00        | $4226444.81        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.0000%  | N/A     | $20000000.00       | $11613401.91       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $1427660.00        | $1523359.06        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $745407.00         | $776589.28         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $663353728.00      | $619511902.60      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $723318.00         | $755419.06         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-07-20      | 5.0000%  | N/A     | $2444988.00        | $413588.98         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 6.0000%  | N/A     | $3219464.00        | $124557.87         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1055032.00        | $912981.31         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.5000%  | N/A     | $627510.00         | $640252.70         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-07-20      | 3.0000%  | N/A     | $39719424.00       | $20967815.43       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1181930.00        | $1229913.68        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $3455684.00        | $3607186.29        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-04-20      | 4.2500%  | N/A     | $600000.00         | $105444.94         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.5000%  | N/A     | $233000.00         | $41985.15          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2048-03-20      | 4.0000%  | N/A     | $2780000.00        | $248389.21         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $3336572.00        | $3460199.87        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-11-20      | 3.0000%  | N/A     | $5961688.00        | $3599063.81        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1599458.00        | $1683970.69        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-01-20      | 3.0000%  | N/A     | $50000000.00       | $6908660.69        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1935308.00        | $1465918.06        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2057-07-15      | 4.0000%  | N/A     | $2129940.00        | $1966390.33        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $2193724.00        | $2299461.11        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $768114.00         | $791219.30         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1104130.00        | $1150426.34        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-06-20      | 3.0000%  | N/A     | $1012000.00        | $114656.73         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-04-20      | 2.0000%  | N/A     | $483668992.00      | $250352861.22      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-10-20      | 6.0000%  | N/A     | $155000.00         | $39430.43          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $1248244.00        | $1333229.58        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1713484.00        | $1761248.32        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-03-20      | 5.0000%  | N/A     | $9001648.00        | $1285217.96        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1436432.00        | $1494684.11        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-06-20      | 5.0000%  | N/A     | $70550.00          | $65134.95          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $421152.00         | $433452.40         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $937226.00         | $959660.23         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $1102860.00        | $854036.46         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 5.5000%  | N/A     | $500000.00         | $5935.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-09-20      | 3.5000%  | N/A     | $226123.00         | $204565.69         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2057-07-15      | 2.8000%  | N/A     | $7635920.00        | $6496414.03        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-05-20      | 3.0000%  | N/A     | $3183604.00        | $350727.96         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $1082464.00        | $1111238.66        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-08-20      | 3.5000%  | N/A     | $1040000.00        | $37963.54          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $5700688.00        | $5757203.36        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $1192354.00        | $1114708.62        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $3732184.00        | $3653947.86        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $2017284.00        | $2117878.70        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | 4.0000%  | N/A     | $9014320.00        | $286071.47         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-15      | 5.5000%  | N/A     | $16246976.00       | $541937.34         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $894089.00         | $926496.24         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.0000%  | N/A     | $1000000.00        | $76469.57          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2048-12-20      | 4.5000%  | N/A     | $50968640.00       | $3395962.01        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-11-20      | 3.0000%  | N/A     | $2302004.00        | $303070.85         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $12228016.00       | $12666601.44       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $2492320.00        | $2616181.66        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1478350.00        | $1199928.68        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $3172400.00        | $3292650.88        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2065-07-20      | 3.0000%  | N/A     | $475201.00         | $426125.49         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-11-15      | 3.0000%  | N/A     | $299000.00         | $26684.28          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $7973576.00        | $8212213.62        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1472450.00        | $1526677.91        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 5.5000%  | N/A     | $2000000.00        | $21211.05          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1553010.00        | $1616990.75        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $4839976.00        | $4983127.40        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $2464110.00        | $2567534.47        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-02-20      | 3.0000%  | N/A     | $6372600.00        | $963191.33         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $2133932.00        | $2236427.07        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $389467.00         | $396219.05         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-03-20      | 2.5000%  | N/A     | $285775.00         | $179330.29         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1125828.00        | $1177330.32        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1285120.00        | $1333834.19        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-03-20      | 3.5000%  | N/A     | $442950000.00      | $51523537.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $1136872.00        | $1161895.01        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 3.5000%  | N/A     | $124638.00         | $49823.44          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-01-20      | 6.0000%  | N/A     | $23424280.00       | $23720098.86       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $30326784.00       | $31215951.84       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.5000%  | N/A     | $100000000.00      | $72324038.03       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-11-20      | 2.0000%  | N/A     | $800000.00         | $411152.24         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $4432360.00        | $4600365.65        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | 4.0000%  | N/A     | $2000200.00        | $5374.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $5224656.00        | $5450554.12        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-07-15      | 5.0000%  | N/A     | $144123.00         | $10359.06          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $1513094.00        | $1553318.93        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $1204102.00        | $1260702.15        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-12-20      | 4.0000%  | N/A     | $1069204.00        | $120691.72         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $31981536.00       | $33193870.74       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $833178.00         | $800099.92         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-09-20      | 3.5000%  | N/A     | $221930000.00      | $25331425.10       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $1683508.00        | $1699810.72        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $3176024.00        | $3307934.20        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-07-20      | 6.5000%  | N/A     | $21505344.00       | $12031123.90       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.5000%  | N/A     | $132534016.00      | $6440360.32        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-10-20      | 4.0000%  | N/A     | $1045400.00        | $807160.41         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $2269570.00        | $2373791.68        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-06-20      | 4.5000%  | N/A     | $160359168.00      | $6368688.07        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $1536022.00        | $1601817.67        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-08-20      | 4.0000%  | N/A     | $25000.00          | $6945.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $102547328.00      | $101539978.63      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $1841006.00        | $1832187.92        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $2687576.00        | $2817290.06        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.5000%  | N/A     | $232453632.00      | $150579303.95      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | 5.5000%  | N/A     | $2483728.00        | $62326.29          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $1072078.00        | $1103510.85        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2048-09-20      | 4.0000%  | N/A     | $213758464.00      | $19758697.11       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1098008.00        | $1141918.15        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.5000%  | N/A     | $610298880.00      | $566097096.75      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-01-20      | 4.0000%  | N/A     | $33086000.00       | $1721522.73        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 5.5000%  | N/A     | $114004.00         | $11200.74          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.0000%  | N/A     | $13477760.00       | $9601154.75        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $131534000.00      | $130983081.76      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2048-03-20      | 5.0000%  | N/A     | $196548.00         | $79812.38          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | 6.0000%  | N/A     | $1624032.00        | $33028.95          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $2402484.00        | $2413208.16        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1416460.00        | $1480102.74        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2048-11-20      | 6.5000%  | N/A     | $160000.00         | $25058.47          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $3803628.00        | $3940241.86        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-09-15      | 4.0000%  | N/A     | $3880000.00        | $299243.01         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $7214200.00        | $7451386.34        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1019738.00        | $1069141.70        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $744512.00         | $778002.39         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $11310960.00       | $11540206.42       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-12-20      | 5.0000%  | N/A     | $122000.00         | $8392.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $1802948.00        | $1784968.82        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1603164.00        | $1680048.07        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-01-20      | 4.5000%  | N/A     | $10100000.00       | $9578264.52        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-05-20      | 7.0000%  | N/A     | $450000000.00      | $171495017.99      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-06-20      | 2.5000%  | N/A     | $308713984.00      | $167333837.98      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $2244616.00        | $2262354.70        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-15      | 6.0000%  | N/A     | $6000000.00        | $18518.75          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | 5.5000%  | N/A     | $10965712.00       | $193720.58         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1570062.00        | $1675635.06        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2057-10-15      | 3.8500%  | N/A     | $13117232.00       | $11494210.98       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.0000%  | N/A     | $124993792.00      | $94644130.53       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-12-20      | 6.5000%  | N/A     | $77350000.00       | $27512293.30       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-12-20      | 3.0000%  | N/A     | $934301.00         | $829096.67         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.5000%  | N/A     | $357000.00         | $156549.17         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1470264.00        | $1507491.16        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2048-04-20      | 4.0000%  | N/A     | $77960.00          | $10980.26          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $1371742.00        | $1439156.41        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $1754036.00        | $1819108.87        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-05-20      | 7.0000%  | N/A     | $140000000.00      | $58205263.28       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $120000000.00      | $106282227.86      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $881396.00         | $908211.20         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1433128.00        | $1490794.77        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $745061.00         | $728171.76         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $441078864.00      | $454329902.11      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-08-20      | 4.5000%  | N/A     | $10093792.00       | $495746.17         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $64737520.00       | $67413258.36       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.0000%  | N/A     | $197663232.00      | $147313541.92      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1488852.00        | $1560655.36        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $50000000.00       | $45868137.98       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1235068.00        | $1289909.14        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2063-07-20      | 3.0000%  | N/A     | $275092.00         | $242465.90         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1132450.00        | $1018339.81        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $13067800.00       | $13602669.41       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-07-20      | 5.0000%  | N/A     | $25000.00          | $20739.75          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $18916800.00       | $18550743.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 2.3750%  | N/A     | $11751200.00       | $8749172.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 4.2500%  | N/A     | $120060800.00      | $124925004.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 1.3750%  | N/A     | $22499700.00       | $19620902.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 3.6250%  | N/A     | $20000.00          | $16281.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 2.8750%  | N/A     | $149900.00         | $111346.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 4.3750%  | N/A     | $444200.00         | $438891.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 1.0000%  | N/A     | $31164400.00       | $29417910.44       | U.S. Treasuries (including strips) |

### Security 147: FIXED INCOME CLEARING CORPORATION (REPO GS)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO GS)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0WB001D36
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $17000.00          | $12652.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.5000%  | N/A     | $2184712.00        | $288615.42         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 3.5000%  | N/A     | $2041564.00        | $295068.28         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 5.0000%  | N/A     | $7429040.00        | $135098.76         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $4545488.00        | $4274775.89        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 4.1900%  | N/A     | $42844000.00       | $43056860.90       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-03-01      | 2.5000%  | N/A     | $94504.00          | $16827.92          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $2624544.00        | $2691903.02        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 2.5000%  | N/A     | $345000.00         | $204025.17         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 3.5000%  | N/A     | $2650000.00        | $111513.35         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $2303004.00        | $2324992.59        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.0000%  | N/A     | $16201440.00       | $7052818.44        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $20228384.00       | $17367570.02       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 4.0000%  | N/A     | $500000.00         | $350213.08         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $16142144.00       | $13457888.97       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 3.0000%  | N/A     | $13182704.00       | $10155865.17       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.4160%  | N/A     | $1221090.00        | $1150714.09        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 3.5000%  | N/A     | $198000.00         | $151792.50         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 3.0000%  | N/A     | $986673.00         | $160920.92         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1191646.00        | $1197094.15        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 4.5000%  | N/A     | $2015556.00        | $259148.39         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $168500.00         | $104588.76         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 4.0000%  | N/A     | $500000.00         | $414689.39         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 2.5000%  | N/A     | $17396576.00       | $1249151.10        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $538796.00         | $439343.76         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 2.0000%  | N/A     | $1000000.00        | $489048.45         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-08-01      | 4.0000%  | N/A     | $104497.00         | $9936.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 3.0000%  | N/A     | $93105024.00       | $12612960.36       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $1000000.00        | $808077.11         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $2141456.00        | $2208437.65        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $617222.00         | $336193.73         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $628000.00         | $513513.82         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 4.0000%  | N/A     | $350000.00         | $54393.21          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $2542344.00        | $2585982.77        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 4.5000%  | N/A     | $5485808.00        | $5408079.59        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 3.0000%  | N/A     | $2181836.00        | $220815.65         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 2.5000%  | N/A     | $833908.00         | $677334.42         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $5002952.00        | $3961195.95        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $2297672.00        | $2365787.70        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 4.1000%  | N/A     | $7094000.00        | $7020646.47        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 5.5000%  | N/A     | $2157816.00        | $11738.27          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $7128616.00        | $7194796.49        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-10-01      | 4.1500%  | N/A     | $25410000.00       | $25212870.64       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $955000.00         | $709586.63         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 3.5000%  | N/A     | $335500.00         | $89451.28          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $40058.00          | $5155.78           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $17691264.00       | $15722906.04       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $390000.00         | $224009.95         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-09-01      | 3.5000%  | N/A     | $1727020.00        | $14172.52          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $2808332.00        | $2491633.58        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $298666.00         | $274324.11         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-03-01      | 4.5000%  | N/A     | $397049.00         | $78982.66          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 4.5000%  | N/A     | $2832720.00        | $2794526.44        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-03-01      | 3.5000%  | N/A     | $150000.00         | $30456.17          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 2.0000%  | N/A     | $103205760.00      | $82357771.07       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $27775300.00       | $19020583.51       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.0000%  | N/A     | $28000.00          | $24581.51          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $7265176.00        | $6493351.27        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-12-01      | 6.0000%  | N/A     | $4113943.00        | $23429.33          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 5.0000%  | N/A     | $124640.00         | $127660.34         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $99995000.00       | $80764768.54       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 4.7400%  | N/A     | $6598528.00        | $6767610.02        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | 2.5000%  | N/A     | $3960580.00        | $1537608.88        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $50000000.00       | $41829456.07       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1042996.00        | $821656.27         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2970468.00        | $3039534.13        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $1725000.00        | $107421.42         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $70000.00          | $49904.22          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 6.0000%  | N/A     | $2025128.00        | $25282.75          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-12-01      | 4.0000%  | N/A     | $1295236.00        | $84101.34          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-07-01      | 6.2860%  | N/A     | $1434000.00        | $79819.12          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-04-01      | 3.0000%  | N/A     | $89560000.00       | $44843939.13       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $33484416.00       | $20626876.45       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.2810%  | N/A     | $11312576.00       | $7674549.65        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | 5.0000%  | N/A     | $62627.00          | $11051.97          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $885415.00         | $466279.05         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $1935870.00        | $2066596.52        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-02-01      | 3.5000%  | N/A     | $91803.00          | $43244.80          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $200000.00         | $142827.27         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $200000.00         | $126397.10         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $18419072.00       | $11140853.91       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $21637728.00       | $12315359.55       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | 4.0000%  | N/A     | $6245010.00        | $129063.58         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $1184030.00        | $465036.98         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 4.7000%  | N/A     | $8046064.00        | $8273712.18        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $2116540.00        | $2170321.60        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | 4.0200%  | N/A     | $27525376.00       | $27505016.39       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-11-01      | 6.0000%  | N/A     | $261986.00         | $201496.03         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $77890304.00       | $65872792.15       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 4.8200%  | N/A     | $1975000.00        | $2041008.01        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $3170000.00        | $2602046.08        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $3610924.00        | $1982826.59        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $1188210.00        | $1225600.99        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $33603648.00       | $33072417.99       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 4.8900%  | N/A     | $15507000.00       | $15944904.76       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-08-01      | 4.6500%  | N/A     | $4799000.00        | $4879315.91        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $3228808.00        | $3249975.35        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $34899600.00       | $32719272.56       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | 4.6100%  | N/A     | $995677.00         | $1013320.01        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-07-01      | 4.5200%  | N/A     | $44083904.00       | $45047054.03       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.5000%  | N/A     | $1077538.00        | $458606.91         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $10840448.00       | $10723478.55       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 4.5000%  | N/A     | $42240000.00       | $42810577.92       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $487663.00         | $39860.24          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-05-01      | 4.5000%  | N/A     | $334800.00         | $242230.77         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-01-01      | 4.0000%  | N/A     | $2475000.00        | $573227.14         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-04-01      | 3.5000%  | N/A     | $2700000.00        | $84022.47          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 7.0000%  | N/A     | $670991.00         | $711075.04         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $11949408.00       | $9856372.03        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.0000%  | N/A     | $500000.00         | $69535.44          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.5000%  | N/A     | $121000.00         | $95113.12          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $1892504.00        | $1910103.87        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1507032.00        | $1501190.30        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-04-01      | 5.0000%  | N/A     | $1310000.00        | $20269.22          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1313048.00        | $1201972.88        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $27086784.00       | $27072977.05       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 5.3600%  | N/A     | $1176000.00        | $1231959.70        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $5663848.00        | $4957089.99        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $385000.00         | $367492.07         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 3.0000%  | N/A     | $125000.00         | $16958.08          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-09-01      | 5.2900%  | N/A     | $9000000.00        | $9394032.50        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.4580%  | N/A     | $5478384.00        | $5273940.34        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $219000.00         | $140606.31         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $7651000.00        | $4789647.06        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.0000%  | N/A     | $1007128.00        | $604528.22         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1047724.00        | $375168.52         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0500%  | N/A     | $2312200.00        | $2055344.91        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-04-01      | 4.0000%  | N/A     | $863000.00         | $69138.48          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-05-01      | 3.4400%  | N/A     | $1499000.00        | $1447443.49        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | 5.0000%  | N/A     | $1820450.00        | $127445.32         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.0000%  | N/A     | $1056080.00        | $1055065.75        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.4190%  | N/A     | $2702600.00        | $2241644.22        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | 5.0700%  | N/A     | $8970000.00        | $9322630.14        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $2595000.00        | $41073.43          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.8800%  | N/A     | $9373536.00        | $9641788.89        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $3898000.00        | $3059709.21        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-09-20      | 5.0000%  | N/A     | $1884130.00        | $15050.70          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $3132136.00        | $3250863.79        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $800356.00         | $828112.79         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.0000%  | N/A     | $1790060.00        | $1468365.21        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $2129956.00        | $2229016.70        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2048-03-20      | 3.0000%  | N/A     | $500000.00         | $66456.98          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1317240.00        | $1363517.76        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1067608.00        | $1092437.72        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.0000%  | N/A     | $25373.00          | $23099.37          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-08-20      | 4.5000%  | N/A     | $1634692.00        | $1591985.43        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-07-20      | 4.5000%  | N/A     | $1048404.00        | $79914.75          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $2585736.00        | $2661551.22        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-15      | 3.1000%  | N/A     | $1259992.00        | $382493.93         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2073-02-20      | 6.4750%  | N/A     | $5271232.00        | $4432862.80        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.0000%  | N/A     | $224608000.00      | $76566138.40       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-11-20      | 3.5000%  | N/A     | $1243998.00        | $151664.58         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2057-09-15      | 4.1000%  | N/A     | $982143.00         | $910777.48         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1286208.00        | $1316126.91        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 7.0000%  | N/A     | $4753024.00        | $8510.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1395402.00        | $1460111.44        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2065-12-15      | 5.8500%  | N/A     | $7350000.00        | $7556788.58        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $2713616.00        | $2747391.78        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 6.0000%  | N/A     | $700000.00         | $8763.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $8000.00           | $8373.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $1114642.00        | $1128516.82        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-04-15      | 3.5000%  | N/A     | $51839.00          | $33319.11          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2048-11-20      | 5.0000%  | N/A     | $5601688.00        | $473686.58         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-07-20      | 4.5000%  | N/A     | $111000.00         | $94888.08          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 5.5000%  | N/A     | $4162200.00        | $72430.49          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $1176772.00        | $1213959.83        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-04-20      | 3.0000%  | N/A     | $147934.00         | $130417.35         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $100000.00         | $56105.30          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | 4.5000%  | N/A     | $420192.00         | $36578.47          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1385994.00        | $1438531.95        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-04-20      | 2.5000%  | N/A     | $3177968.00        | $2452837.70        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $5894336.00        | $6141546.20        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $2263844.00        | $2286440.68        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $4553368.00        | $4752925.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $3287712.00        | $3335051.82        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $5533016.00        | $5588094.72        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $2125752.00        | $2218140.49        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1291180.00        | $1353584.88        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-05-20      | 2.5000%  | N/A     | $1815330.00        | $1236793.04        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-11-20      | 3.5000%  | N/A     | $2202312.00        | $271064.14         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | 2.5000%  | N/A     | $4445648.00        | $50355.68          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $499974656.00      | $458658130.13      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $8161968.00        | $8509488.11        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 6.0000%  | N/A     | $1000000.00        | $7664.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $12826096.00       | $13126008.68       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-15      | 5.0000%  | N/A     | $190000.00         | $14348.96          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2065-12-15      | 5.8500%  | N/A     | $5461000.00        | $5614642.50        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $1277390.00        | $1336600.84        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-05-20      | 5.0000%  | N/A     | $1091508.00        | $902222.92         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 7.0000%  | N/A     | $398485.00         | $425532.79         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $481160.00         | $498559.98         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $4697656.00        | $4806887.46        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $4067144.00        | $4175263.15        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | 6.0000%  | N/A     | $936828.00         | $6023.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-07-20      | 3.0000%  | N/A     | $60115000.00       | $16088890.42       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $2872356.00        | $2939162.21        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-05-20      | 4.0000%  | N/A     | $8387810.00        | $3354688.65        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2073-01-20      | 6.4900%  | N/A     | $4623360.00        | $3901712.97        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $1552670.00        | $1616372.26        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-10-15      | 4.0000%  | N/A     | $961200.00         | $116511.28         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2057-11-15      | 3.8500%  | N/A     | $918143.00         | $840589.21         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2057-08-15      | 3.2700%  | N/A     | $5741160.00        | $5044674.27        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $70000000.00       | $70077319.38       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 6.5000%  | N/A     | $196997.00         | $33813.69          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $8717520.00        | $8949262.68        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $3330504.00        | $3407965.97        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $2257290.00        | $2355482.87        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2057-10-15      | 3.6400%  | N/A     | $2630256.00        | $2371313.08        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $2429956.00        | $2529983.30        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2073-03-20      | 6.4790%  | N/A     | $5286296.00        | $4537465.54        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-09-20      | 3.3100%  | N/A     | $410000.00         | $122910.34         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-15      | 6.0000%  | N/A     | $16480352.00       | $584593.12         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 5.5000%  | N/A     | $10000000.00       | $86789.52          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1351482.00        | $1407821.68        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2065-12-15      | 5.8500%  | N/A     | $5978000.00        | $6146188.04        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2065-07-20      | 2.5000%  | N/A     | $253810.00         | $210964.27         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $6194328.00        | $6256064.11        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.0000%  | N/A     | $2341312.00        | $2444166.91        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-08-20      | 3.5000%  | N/A     | $39000000.00       | $28541033.20       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $1188842.00        | $1227314.78        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-20      | 5.5000%  | N/A     | $1050702.00        | $73239.27          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $18944960.00       | $19754318.84       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-09-15      | 5.0000%  | N/A     | $1359536.00        | $74890.88          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $2302872.00        | $2397127.01        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-11-20      | 4.0000%  | N/A     | $240000.00         | $84201.23          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-10-15      | 4.4200%  | N/A     | $198690.00         | $191400.08         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $15999520.00       | $16271570.79       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $5792376.00        | $5946357.95        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2065-12-15      | 5.8500%  | N/A     | $3126000.00        | $3213948.45        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $756589.00         | $793411.81         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2067-10-15      | 5.5200%  | N/A     | $752347.00         | $756565.91         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1077050.00        | $1123617.62        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1441342.00        | $1490217.87        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.8000%  | N/A     | $6060160.00        | $5148643.85        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $14669760.00       | $14815849.62       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2057-10-15      | 4.1500%  | N/A     | $2185000.00        | $2035098.08        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2048-02-20      | 4.0000%  | N/A     | $109000.00         | $15274.10          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-02-20      | 2.5000%  | N/A     | $186857472.00      | $117582033.63      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $34811904.00       | $32979589.46       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $2940150.00        | $3112508.45        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2065-08-20      | 2.0000%  | N/A     | $1108302.00        | $867173.43         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-06-20      | 4.0000%  | N/A     | $3383992.00        | $3183407.06        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-10-20      | 2.5000%  | N/A     | $208000.00         | $74748.97          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $3014996.00        | $3085158.98        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $9141904.00        | $9531994.69        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.0000%  | N/A     | $134000.00         | $73170.37          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $5507312.00        | $5645212.40        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $12130032.00       | $12552102.52       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-12-15      | 5.4300%  | N/A     | $3884000.00        | $4012359.62        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $3521932.00        | $3691781.48        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $1087702.00        | $1097901.14        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-20      | 5.0000%  | N/A     | $7350000.00        | $44429.10          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-07-20      | 4.0000%  | N/A     | $1898012.00        | $371499.43         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-03-20      | 4.0000%  | N/A     | $1036724.00        | $971751.76         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1374600.00        | $1426117.32        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $4240592.00        | $4498158.49        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $1417872.00        | $1430731.78        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-10-15      | 4.0000%  | N/A     | $24993.00          | $8045.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $5963736.00        | $6149367.05        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $2048600.00        | $2169935.16        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-07-20      | 5.5000%  | N/A     | $1116712.00        | $1141876.13        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-11-20      | 3.5000%  | N/A     | $3463332.00        | $103780.71         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $4813752.00        | $4861670.76        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1707804.00        | $1777703.28        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1970028.00        | $2044706.51        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.0000%  | N/A     | $3655344.00        | $1756637.15        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-11-20      | 3.0000%  | N/A     | $426791.00         | $49177.85          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $2227616.00        | $2309940.11        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-05-20      | 3.0000%  | N/A     | $7725368.00        | $88523.52          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-01-20      | 4.0000%  | N/A     | $116558240.00      | $107956470.41      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 2.0000%  | N/A     | $863403.00         | $427598.17         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2061-01-15      | 5.0000%  | N/A     | $7316800.00        | $7420382.31        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-02-15      | 4.0000%  | N/A     | $75000.00          | $8363.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $3900948.00        | $3913017.27        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.5000%  | N/A     | $1244000.00        | $643329.17         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-03-15      | 2.5000%  | N/A     | $643283.00         | $109037.80         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-20      | 3.0000%  | N/A     | $4500000.00        | $45912.70          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2061-01-15      | 5.3900%  | N/A     | $11515640.00       | $11887801.81       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-03-15      | 4.0000%  | N/A     | $337745.00         | $12968.78          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $2596708.00        | $2729091.64        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2057-12-15      | 4.2100%  | N/A     | $1127170.00        | $1054899.63        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-15      | 5.5000%  | N/A     | $3009696.00        | $32319.90          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1950048.00        | $2043942.61        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-08-15      | 5.7300%  | N/A     | $1240000.00        | $1301146.72        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-09-15      | 6.0000%  | N/A     | $3237172.00        | $3403210.90        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-03-20      | 2.5000%  | N/A     | $22642.00          | $10807.20          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-07-20      | 2.5000%  | N/A     | $3589000.00        | $2178783.14        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-04-20      | 4.0000%  | N/A     | $570000.00         | $35585.20          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $999950.00         | $1029269.09        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $2122464.00        | $2216167.55        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $1049042.00        | $1055127.53        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $1680006.00        | $1729583.91        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-15      | 4.0000%  | N/A     | $430000.00         | $40027.27          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-04-15      | 2.9800%  | N/A     | $842472.00         | $728953.85         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $2914648.00        | $3070590.74        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.5000%  | N/A     | $5989408.00        | $3964318.25        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-04-20      | 3.5000%  | N/A     | $165123.00         | $149331.56         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 1.5000%  | N/A     | $163515.00         | $97394.38          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-05-20      | 4.5000%  | N/A     | $1441418.00        | $275385.08         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-04-15      | 5.0000%  | N/A     | $194705.00         | $10765.63          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $1158620.00        | $1145689.33        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $7950968.00        | $6282828.93        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2061-01-15      | 5.0000%  | N/A     | $5374700.00        | $5450788.43        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-12-20      | 3.0000%  | N/A     | $150000000.00      | $92077648.12       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $3433668.00        | $3513505.36        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2048-01-20      | 3.0000%  | N/A     | $30895160.00       | $4326155.88        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-10-20      | 3.0000%  | N/A     | $3235020.00        | $406640.21         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.0000%  | N/A     | $1099000.00        | $560164.79         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-05-15      | 5.0000%  | N/A     | $736095.00         | $44138.06          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-09-20      | 5.5000%  | N/A     | $44468.00          | $5471.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $5085384.00        | $5203605.62        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2048-12-20      | 5.0000%  | N/A     | $1000000.00        | $134534.98         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2057-06-15      | 3.7100%  | N/A     | $790794.00         | $714649.55         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2059-07-15      | 3.3600%  | N/A     | $10682260.00       | $10432238.15       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-12-20      | 7.0000%  | N/A     | $20000000.00       | $12079594.80       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 3.5000%  | N/A     | $28755456.00       | $26346892.99       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2057-06-15      | 3.2000%  | N/A     | $7105160.00        | $6212426.68        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $857385.00         | $879276.20         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2065-08-20      | 2.5000%  | N/A     | $711464.00         | $592198.09         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2048-07-20      | 4.0000%  | N/A     | $10675200.00       | $266962.96         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2065-12-15      | 5.8500%  | N/A     | $2797000.00        | $2875692.20        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $1701600.00        | $1717033.13        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-09-20      | 3.5000%  | N/A     | $300000000.00      | $34777152.22       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-20      | 3.5000%  | N/A     | $2555512.00        | $265441.19         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $1716518.00        | $1733605.17        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $4006392.00        | $4189095.53        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1654432.00        | $1692932.84        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $2927484.00        | $3057924.88        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $486642.00         | $502538.92         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-08-20      | 3.0000%  | N/A     | $419999.00         | $121013.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $293705.00         | $203761.49         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1766352.00        | $1504469.77        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2065-12-15      | 5.8500%  | N/A     | $2574000.00        | $2646418.20        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-02-20      | 3.0000%  | N/A     | $625000.00         | $53201.45          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $7604752.00        | $7877577.15        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-06-20      | 5.5000%  | N/A     | $132843008.00      | $107429794.40      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-04-20      | 6.3170%  | N/A     | $3823212.00        | $3796191.02        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-15      | 5.0000%  | N/A     | $354649.00         | $8280.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2057-07-15      | 3.5800%  | N/A     | $19681088.00       | $17636973.84       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-02-20      | 3.5000%  | N/A     | $1012330.00        | $10723.97          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-20      | 1.5000%  | N/A     | $82116.00          | $42086.06          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1015786.00        | $1040462.47        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2065-11-15      | 5.8500%  | N/A     | $632035.00         | $668391.73         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-07-20      | 3.0000%  | N/A     | $2470184.00        | $1225691.41        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $2076472.00        | $2216285.24        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $3865756.00        | $3905847.12        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-06-15      | 4.2900%  | N/A     | $170000.00         | $15398.38          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2048-01-20      | 3.5000%  | N/A     | $250000000.00      | $28951709.73       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 5.5000%  | N/A     | $3000000.00        | $8630.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.0000%  | N/A     | $26429200.00       | $4300700.12        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2058-04-15      | 4.7400%  | N/A     | $30349056.00       | $29410608.69       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $3605960.00        | $3742652.33        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2057-07-15      | 2.9500%  | N/A     | $16355000.00       | $14039758.74       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 6.0000%  | N/A     | $690965.00         | $7239.54           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2061-02-15      | 5.6300%  | N/A     | $55753800.00       | $57931335.91       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-12-20      | 5.0000%  | N/A     | $66000.00          | $32502.23          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $3344020.00        | $3508362.23        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 3.5000%  | N/A     | $418639.00         | $385754.26         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2065-05-20      | 5.0000%  | N/A     | $131725.00         | $131494.10         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1057176.00        | $1104903.62        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $1840620.00        | $1871633.63        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $3857712.00        | $3896183.25        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $3684056.00        | $3769652.59        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $3431272.00        | $3511122.27        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2057-09-15      | 3.4300%  | N/A     | $24585000.00       | $21816708.11       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $355648.00         | $215022.73         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.5000%  | N/A     | $4560000.00        | $62781.16          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $2055128.00        | $1962194.62        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-03-20      | 6.5000%  | N/A     | $300000.00         | $284353.07         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.0000%  | N/A     | $558714240.00      | $423053198.18      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $2639832.00        | $2739893.07        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $5751840.00        | $5969865.41        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $6077544.00        | $6307909.25        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $63947400.00       | $55799494.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 5.5000%  | N/A     | $120800.00         | $129367.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 4.2500%  | N/A     | $770006400.00      | $801202832.66      | U.S. Treasuries (including strips) |

### Security 148: FIXED INCOME CLEARING CORPORATION (REPO SSB)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO SSB)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OSA005IW2
- **C.18 - Value (incl. sponsor support):** $3100000000.00
- **C.18.a - Value (excl. sponsor support):** $3100000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2031-04-30      | 4.6250%  | N/A     | $969266400.00      | $1016012121.78     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-03-31      | 4.1250%  | N/A     | $125000000.00      | $128378583.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 1.6250%  | N/A     | $40000000.00       | $21195839.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 2.3750%  | N/A     | $500000000.00      | $318176690.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 2.0000%  | N/A     | $370353000.00      | $216131918.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 2.8750%  | N/A     | $49000000.00       | $36527048.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-15      | 1.1250%  | N/A     | $62827700.00       | $62828165.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 4.8750%  | N/A     | $159531000.00      | $164552107.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 3.0000%  | N/A     | $150000000.00      | $112714504.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 2.3750%  | N/A     | $209582000.00      | $135897933.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 3.0000%  | N/A     | $250000000.00      | $189445680.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 2.8750%  | N/A     | $20418700.00       | $14409954.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 5.0000%  | N/A     | $18193200.00       | $18844693.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 1.3750%  | N/A     | $342900000.00      | $171352160.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 3.3750%  | N/A     | $250000000.00      | $199710862.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 2.0000%  | N/A     | $121000000.00      | $72234820.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 3.0000%  | N/A     | $375600000.00      | $283586928.01      | U.S. Treasuries (including strips) |

### Security 149: FIXED INCOME CLEARING CORPORATION (REPO SSB)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO SSB)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OSA005IX0
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $200000000.00      | $179432324.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $1427571500.00     | $1459255036.15     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-31      | 4.6250%  | N/A     | $50000000.00       | $52217614.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-04-30      | 4.6250%  | N/A     | $333033600.00      | $349095134.47      | U.S. Treasuries (including strips) |

### Security 150: FIXED INCOME CLEARING CORPORATION (REPO SSB)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO SSB)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OSA005IZ5
- **C.18 - Value (incl. sponsor support):** $3100000000.00
- **C.18.a - Value (excl. sponsor support):** $3100000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2031-08-15      | 1.2500%  | N/A     | $100000000.00      | $87527684.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-09-30      | 3.6250%  | N/A     | $35460000.00       | $35401869.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 1.3750%  | N/A     | $800000000.00      | $697653152.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $1648370400.00     | $1684954316.17     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-31      | 4.3750%  | N/A     | $50000000.00       | $52263587.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-31      | 4.1250%  | N/A     | $100000000.00      | $103297386.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $425000000.00      | $481827098.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-30      | 4.1250%  | N/A     | $18742600.00       | $19074964.21       | U.S. Treasuries (including strips) |

### Security 151: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25TR0
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2048-04-01      | 3.5000%  | N/A     | $50240512.00       | $16272863.86       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 3.5000%  | N/A     | $5238064.00        | $790276.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $10612672.00       | $8945998.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 3.5000%  | N/A     | $8162800.00        | $999276.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 4.0000%  | N/A     | $264767.00         | $46433.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.5000%  | N/A     | $331964.00         | $40814.22          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $11037344.00       | $8395227.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 4.5000%  | N/A     | $16398592.00       | $2015600.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.0000%  | N/A     | $7880128.00        | $1613527.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 5.0000%  | N/A     | $1691490.00        | $331054.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $30062.00          | $21357.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-11-01      | 5.5000%  | N/A     | $55331840.00       | $49452202.14       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $1500000.00        | $1192362.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 4.5000%  | N/A     | $635000.00         | $56755.83          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 5.5000%  | N/A     | $50000000.00       | $1315672.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1056840.00        | $1072212.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.5000%  | N/A     | $15031760.00       | $661816.45         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 4.0000%  | N/A     | $127714.00         | $9010.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-12-01      | 2.0000%  | N/A     | $19857536.00       | $12310488.70       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.0000%  | N/A     | $2004316.00        | $749521.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $1580000.00        | $1155839.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 4.0000%  | N/A     | $22398368.00       | $3200641.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 6.0000%  | N/A     | $9754360.00        | $9369771.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1979000.00        | $1784431.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1657194.00        | $1328536.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $518000.00         | $347004.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $26980160.00       | $22391041.24       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $15010352.00       | $10133328.24       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | 3.5000%  | N/A     | $23000.00          | $16545.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $13284360.00       | $1888633.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $16000000.00       | $5685857.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $75464320.00       | $63185301.37       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $1590000.00        | $1009939.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-04-01      | 6.0000%  | N/A     | $2869230.00        | $51627.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $9300000.00        | $6525642.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.0000%  | N/A     | $2800000.00        | $795210.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.5000%  | N/A     | $3019868.00        | $273229.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1001030.00        | $984340.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.0000%  | N/A     | $5700000.00        | $404891.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2062-03-01      | 2.5000%  | N/A     | $6575000.00        | $4411869.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $17225000.00       | $9216601.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $61473.00          | $13008.40          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $175522816.00      | $144423005.97      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-06-01      | 3.5000%  | N/A     | $605000.00         | $53292.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $26761216.00       | $22073561.62       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $624000.00         | $467698.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $3000000.00        | $1655539.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.5000%  | N/A     | $475000.00         | $312218.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $9358992.00        | $5350765.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-06-01      | 4.0000%  | N/A     | $1785000.00        | $187546.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.0000%  | N/A     | $5000000.00        | $218491.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $601347.00         | $617630.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-01-16      | 3.2500%  | N/A     | $97515392.00       | $84619137.36       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $2226740.00        | $2306237.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.0000%  | N/A     | $100000.00         | $76667.71          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 4.7030%  | N/A     | $75000000.00       | $62393859.56       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-09-15      | 4.0000%  | N/A     | $5905000.00        | $526596.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $12547500.00       | $13072471.82       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-02-15      | 2.9400%  | N/A     | $875577.00         | $751488.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-12-20      | 4.0000%  | N/A     | $128066000.00      | $6381021.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.0000%  | N/A     | $50000000.00       | $30021340.11       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-15      | 5.3700%  | N/A     | $4218248.00        | $4325502.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $3392624.00        | $3514994.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-06-20      | 4.0000%  | N/A     | $195000.00         | $33033.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-06-20      | 3.5000%  | N/A     | $663763.00         | $597846.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $10996688.00       | $11241326.24       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-20      | 2.5000%  | N/A     | $150000000.00      | $8568253.92        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1403218.00        | $1505433.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-20      | 5.0000%  | N/A     | $256598.00         | $260478.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | 3.5600%  | N/A     | $7300408.00        | $6534719.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $721511.00         | $739960.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-05-15      | 5.5000%  | N/A     | $2500000.00        | $27142.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 4.9530%  | N/A     | $55000000.00       | $52251832.89       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-11-20      | 3.5000%  | N/A     | $1056002.00        | $83090.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $2382392.00        | $1484970.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | 3.0000%  | N/A     | $2123000.00        | $945313.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | 3.8100%  | N/A     | $159427.00         | $145030.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-08-20      | 4.0000%  | N/A     | $303714.00         | $49273.31          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.0000%  | N/A     | $75000000.00       | $52248159.19       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1193818.00        | $1096734.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-16      | 3.2500%  | N/A     | $22938496.00       | $19943371.92       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-10-15      | 4.3000%  | N/A     | $1783900.00        | $1715228.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 5.0000%  | N/A     | $53412416.00       | $53621567.16       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.7230%  | N/A     | $182623000.00      | $93370460.27       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1422878.00        | $1493818.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-02-16      | 3.2500%  | N/A     | $90670592.00       | $82669267.70       | Agency Collateralized Mortgage Obligation |

### Security 152: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25U56
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $1190000.00        | $1101005.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $48270144.00       | $45493815.99       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $68614016.00       | $68487843.47       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $121412480.00      | $113679482.18      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.0000%  | N/A     | $6000.00           | $5622.23           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $49280960.00       | $50370435.09       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $2543956.00        | $2045915.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1075384.00        | $1104007.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $2000000.00        | $1578777.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $9902688.00        | $7975139.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.0000%  | N/A     | $53136128.00       | $50995391.47       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $500000.00         | $320182.93         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $2045000.00        | $1297687.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $5409728.00        | $5676131.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $3361832.00        | $2897960.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5209%  | N/A     | $155803392.00      | $156022419.54      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $459682.00         | $473701.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $3194924.00        | $3328712.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-20      | 3.0000%  | N/A     | $2805000.00        | $117403.47         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $7231010.00        | $7423228.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $767505.00         | $803096.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5384%  | N/A     | $43879360.00       | $44083648.16       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2037-09-20      | 6.0000%  | N/A     | $8021960.00        | $71767.24          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $433277.00         | $453425.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 4.0000%  | N/A     | $7000000.00        | $1753186.32        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0386%  | N/A     | $25000000.00       | $25094240.14       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.5000%  | N/A     | $942473.00         | $797890.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 4.9030%  | N/A     | $3071900.00        | $1797591.71        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $11671408.00       | $11752148.21       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1029202.00        | $1077555.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $74257280.00       | $74364909.50       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.4067%  | N/A     | $127347200.00      | $127506521.25      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | 4.5000%  | N/A     | $23571424.00       | $23041137.67       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.0000%  | N/A     | $90346000.00       | $66447556.07       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5237%  | N/A     | $64612352.00       | $64906053.19       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.6384%  | N/A     | $5126900.00        | $5143221.26        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-12-15      | 6.0000%  | N/A     | $9147792.00        | $206487.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.1030%  | N/A     | $50000000.00       | $46403966.80       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-07-20      | 3.5000%  | N/A     | $966234.00         | $116149.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-03-20      | 4.0000%  | N/A     | $1200366.00        | $327891.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2067-12-16      | 4.2500%  | N/A     | $10448352.00       | $8352042.84        | Agency Collateralized Mortgage Obligation |

### Security 153: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25WE5
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2033-01-01      | 3.0000%  | N/A     | $1351000.00        | $156300.65         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $375000.00         | $233536.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $60058.00          | $43372.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $2610000.00        | $2149973.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.0000%  | N/A     | $2260000.00        | $282225.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 4.0000%  | N/A     | $14190000.00       | $3143480.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 3.0000%  | N/A     | $25000.00          | $17336.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 4.0000%  | N/A     | $2400000.00        | $1950592.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $4736816.00        | $4942764.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $511459.00         | $505506.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $534969.00         | $384780.13         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $8399536.00        | $5427487.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 3.5000%  | N/A     | $970000.00         | $103024.63         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-09-01      | 3.0000%  | N/A     | $2220000.00        | $865920.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 4.5000%  | N/A     | $6332232.00        | $342602.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 4.0000%  | N/A     | $1400000.00        | $158351.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $1300000.00        | $145777.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 3.0000%  | N/A     | $300000.00         | $187723.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.0000%  | N/A     | $2867952.00        | $3005916.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $371243.00         | $293464.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $485347.00         | $466099.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.0000%  | N/A     | $1234104.00        | $1272424.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 2.5000%  | N/A     | $350000.00         | $62095.02          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 3.5000%  | N/A     | $2000000.00        | $121071.73         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.5000%  | N/A     | $6000000.00        | $1094002.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $300000.00         | $273673.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-01-01      | 3.5000%  | N/A     | $43032.00          | $8057.91           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $622146.00         | $109629.63         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $630800.00         | $488330.50         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1018648.00        | $730325.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $1309258.00        | $1087058.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 3.5000%  | N/A     | $113000.00         | $86376.90          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-12-01      | 4.0000%  | N/A     | $4000000.00        | $83695.53          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 3.5000%  | N/A     | $1130000.00        | $103703.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1350000.00        | $1407006.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.0000%  | N/A     | $5182000.00        | $4139490.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 2.0000%  | N/A     | $300000.00         | $174500.11         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 3.0000%  | N/A     | $360000.00         | $209508.27         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $345769.00         | $231928.41         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 6.0000%  | N/A     | $11127760.00       | $48564.02          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.0000%  | N/A     | $389082.00         | $174237.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 5.0000%  | N/A     | $2102592.00        | $377924.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 6.0000%  | N/A     | $10595141.00       | $76424.06          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 3.0000%  | N/A     | $750000.00         | $164547.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.0000%  | N/A     | $6153000.00        | $4875555.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.5000%  | N/A     | $185000.00         | $112076.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $3700580.00        | $3725308.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $238000.00         | $163341.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-04-01      | 4.5000%  | N/A     | $1059368.00        | $379493.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.0000%  | N/A     | $3254984.00        | $704757.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-04-01      | 5.0000%  | N/A     | $10000000.00       | $146307.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $800000.00         | $270222.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $900000.00         | $730653.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $3850256.00        | $3503823.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $500000.00         | $459142.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $204998.00         | $117090.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 4.0000%  | N/A     | $2084000.00        | $316610.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $139235.00         | $121389.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-02-01      | 5.0000%  | N/A     | $15000000.00       | $223138.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 4.5000%  | N/A     | $15632780.00       | $14707387.28       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $540000.00         | $409026.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.0000%  | N/A     | $140000.00         | $56860.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $200000.00         | $126724.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 5.5000%  | N/A     | $200000.00         | $124796.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.0000%  | N/A     | $200000.00         | $18249.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-01      | 3.5000%  | N/A     | $63000.00          | $14750.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-01      | 3.0000%  | N/A     | $680000.00         | $225601.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 3.5000%  | N/A     | $5837352.00        | $3912155.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $4536504.00        | $3287705.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.0000%  | N/A     | $1272286.00        | $1092888.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 5.0000%  | N/A     | $15721700.00       | $3796362.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-05-01      | 3.0000%  | N/A     | $20294208.00       | $15454966.63       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $42104256.00       | $41494566.15       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.0000%  | N/A     | $1700000.00        | $9892.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.0000%  | N/A     | $2055472.00        | $623647.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $481831.00         | $358880.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.5000%  | N/A     | $183000.00         | $25622.86          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.0000%  | N/A     | $13000000.00       | $15563.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $5807160.00        | $4432296.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $2823008.00        | $2530884.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 2.5000%  | N/A     | $252171.00         | $185796.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-01      | 6.0000%  | N/A     | $3482684.00        | $2635552.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $25269472.00       | $19509908.42       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1055700.00        | $1085943.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $106000.00         | $15002.45          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 2.5000%  | N/A     | $6455000.00        | $1498537.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $14543488.00       | $14107917.16       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $3807460.00        | $3958359.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-01      | 4.6300%  | N/A     | $1585000.00        | $1598231.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.0000%  | N/A     | $7435368.00        | $1454730.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.0000%  | N/A     | $600000.00         | $180019.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $8870448.00        | $8125113.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $100000.00         | $54669.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.0000%  | N/A     | $74352.00          | $15293.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $920000.00         | $554572.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $6417032.00        | $4110614.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 4.0000%  | N/A     | $184000.00         | $79137.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.5000%  | N/A     | $94000.00          | $28180.23          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $129505792.00      | $116040278.80      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-05-01      | 6.0000%  | N/A     | $6438500.00        | $86474.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $2000000.00        | $201105.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.0000%  | N/A     | $365000.00         | $123734.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-06-01      | 4.3000%  | N/A     | $9392000.00        | $9523693.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-01-01      | 4.5000%  | N/A     | $3576988.00        | $234192.30         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 3.0000%  | N/A     | $132681000.00      | $17733396.55       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-01      | 3.0000%  | N/A     | $339000.00         | $36104.06          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $4871752.00        | $4539580.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $185571.00         | $51400.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | 4.0000%  | N/A     | $90000.00          | $11330.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $1022192.00        | $213140.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $3630740.00        | $2494315.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 1.5000%  | N/A     | $75000.00          | $40949.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | 2.0000%  | N/A     | $25000000.00       | $12570378.70       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $449000.00         | $363813.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.0000%  | N/A     | $74000.00          | $67536.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-04-01      | 4.5000%  | N/A     | $2878444.00        | $322546.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $4125800.00        | $2818785.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1250294.00        | $915720.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $53359520.00       | $55176754.67       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $500000.00         | $254813.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $575000.00         | $389187.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-04-01      | 4.0000%  | N/A     | $21679168.00       | $2108634.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $87506048.00       | $87504050.93       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.5000%  | N/A     | $1855000.00        | $1105688.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | 3.0000%  | N/A     | $796529.00         | $347429.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-01      | 3.5000%  | N/A     | $800000.00         | $147839.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | 3.5000%  | N/A     | $2249432.00        | $926882.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $1178300.00        | $1230269.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $97992448.00       | $70395916.50       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $174927360.00      | $177820903.13      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-03-20      | 3.0000%  | N/A     | $290000.00         | $379648.83         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2058-02-15      | 5.5000%  | N/A     | $2927072.00        | $2957699.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | 3.0000%  | N/A     | $1740008.00        | $232909.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1429034.00        | $1498025.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $18350000.00       | $3105997.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-05-20      | 3.0000%  | N/A     | $4690440.00        | $251527.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $375871.00         | $384433.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-03-20      | 4.0000%  | N/A     | $2303000.00        | $3535542.38        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $5924592.00        | $6075889.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-06-15      | 2.8400%  | N/A     | $1941880.00        | $1408775.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $8016000.00        | $8218973.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-11-20      | 4.5000%  | N/A     | $2628624.00        | $531740.99         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-02-20      | 6.5000%  | N/A     | $141693.00         | $237616.56         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-03-20      | 4.5000%  | N/A     | $1000000.00        | $159284.91         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $384500.00         | $394719.52         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-01-20      | 4.0000%  | N/A     | $135000.00         | $201403.35         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $1477596.00        | $1493719.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | 2.8000%  | N/A     | $5539880.00        | $4713165.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $5445504.00        | $5504340.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.8300%  | N/A     | $54845632.00       | $46897972.32       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-05-15      | 2.7800%  | N/A     | $6848720.00        | $5902428.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-15      | 4.0000%  | N/A     | $131658.00         | $5176.84           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1095450.00        | $1153377.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1305218.00        | $1354546.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-02-16      | 2.0000%  | N/A     | $200000.00         | $108217.21         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.0000%  | N/A     | $30000000.00       | $29973598.25       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-02-20      | 4.0000%  | N/A     | $9219488.00        | $1195837.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $4129264.00        | $4285789.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $8298256.00        | $8580410.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-20      | 4.0000%  | N/A     | $7722980.00        | $2293622.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-20      | 2.5000%  | N/A     | $5000000.00        | $654145.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-09-15      | 5.4300%  | N/A     | $2200000.00        | $2232873.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $5566568.00        | $5708752.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.0000%  | N/A     | $3256000.00        | $3265831.82        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-10-20      | 5.0000%  | N/A     | $3000000.00        | $2043361.37        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $2766184.00        | $2874860.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.9300%  | N/A     | $3060160.00        | $2411460.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $634463.00         | $649946.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $2140384.00        | $2202229.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-15      | 4.0000%  | N/A     | $525311.00         | $83490.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-12-15      | 4.0000%  | N/A     | $4500000.00        | $613245.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-01-15      | 4.0000%  | N/A     | $12969099.00       | $12124411.49       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 3.5000%  | N/A     | $2778392.00        | $2545673.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-08-20      | 3.5000%  | N/A     | $150000.00         | $151667.02         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $2125856.00        | $1695917.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1001296.00        | $1049220.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $10954528.00       | $11234255.14       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 4.0000%  | N/A     | $19104960.00       | $1541530.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $10634928.00       | $11007205.94       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-10-20      | 3.0000%  | N/A     | $4963280.00        | $653311.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-09-15      | 3.7900%  | N/A     | $21149280.00       | $19247729.47       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.6384%  | N/A     | $19873000.00       | $19936264.81       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.0000%  | N/A     | $2582472.00        | $2552057.52        | Agency Collateralized Mortgage Obligation |

### Security 154: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25XP9
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $9000000.00        | $7521396.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 2.5000%  | N/A     | $1216388.00        | $512697.25         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 4.0000%  | N/A     | $394000.00         | $56855.73          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.5000%  | N/A     | $1935000.00        | $1108936.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $5044968.00        | $4616546.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $141669.00         | $141192.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-11-01      | 4.0000%  | N/A     | $500000.00         | $52763.51          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-07-01      | 4.0000%  | N/A     | $22752288.00       | $14282946.76       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 5.5000%  | N/A     | $535000.00         | $542460.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $2000000.00        | $1255346.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $17000.00          | $9976.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $1001844.00        | $963434.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $17609000.00       | $12428824.18       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.5000%  | N/A     | $2784250.00        | $2326148.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $1400000.00        | $1155697.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 3.0000%  | N/A     | $1615000.00        | $517743.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $1755630.00        | $1338397.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-07-01      | 6.0000%  | N/A     | $267335.00         | $142521.47         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $6626944.00        | $5159757.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 3.5000%  | N/A     | $89000.00          | $15599.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $243878.00         | $146688.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.5000%  | N/A     | $2500000.00        | $1560154.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $6703960.00        | $6450852.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $650354.00         | $323133.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-09-01      | 4.5000%  | N/A     | $1600000.00        | $1013758.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $1742416.00        | $875326.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 3.5000%  | N/A     | $4393544.00        | $1296547.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $10000.00          | $5982.51           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $40000000.00       | $33731162.88       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.5000%  | N/A     | $2154700.00        | $1672756.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-08-25      | 2.0000%  | N/A     | $200000.00         | $147892.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-11-01      | 5.5000%  | N/A     | $187521536.00      | $158344014.42      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $13853160.00       | $14141383.94       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 3.5000%  | N/A     | $117614208.00      | $13555845.71       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.5000%  | N/A     | $312000.00         | $36417.12          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $27281.00          | $20375.42          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.5000%  | N/A     | $1500000.00        | $179559.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-02-01      | 6.0000%  | N/A     | $5378470.00        | $34964.01          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 3.5000%  | N/A     | $20949632.00       | $3146479.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $540000.00         | $422436.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $30554880.00       | $27663724.25       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 3.0000%  | N/A     | $5132552.00        | $4399022.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 3.0000%  | N/A     | $8973168.00        | $5505059.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $14804848.00       | $15152521.87       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.0000%  | N/A     | $1490692.00        | $1553541.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-07-01      | 3.0000%  | N/A     | $125000.00         | $89070.61          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $4075368.00        | $3907364.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-09-01      | 5.0000%  | N/A     | $1162588.00        | $503666.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.0000%  | N/A     | $1132338.00        | $1183620.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $200000.00         | $119140.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 4.0000%  | N/A     | $150000.00         | $22149.91          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 3.0000%  | N/A     | $59000.00          | $12841.26          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 3.0000%  | N/A     | $17655520.00       | $15895793.96       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-11-01      | 4.5000%  | N/A     | $1217024.00        | $202851.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $914049.00         | $908568.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $1820000.00        | $1390710.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.0000%  | N/A     | $642177.00         | $601344.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $100000.00         | $58871.74          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.0000%  | N/A     | $1023282.00        | $917441.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $7904496.00        | $7800938.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 5.0000%  | N/A     | $200000.00         | $14988.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 5.5000%  | N/A     | $204000.00         | $204087.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $300000.00         | $172699.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 2.5000%  | N/A     | $2443884.00        | $1885915.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-06-01      | 2.5000%  | N/A     | $2083996.00        | $407745.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.5000%  | N/A     | $38000.00          | $23459.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 6.0000%  | N/A     | $125000.00         | $111781.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 3.5000%  | N/A     | $216000.00         | $15073.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $85000.00          | $60787.27          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $220531.00         | $40592.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $461602.00         | $350442.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-03-01      | 2.0000%  | N/A     | $265000.00         | $181633.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $200000.00         | $127443.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | 4.5000%  | N/A     | $1523116.00        | $18603.45          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $1047308.00        | $442106.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $26009856.00       | $24536856.60       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.0000%  | N/A     | $172673536.00      | $168119107.55      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 2.5000%  | N/A     | $200000.00         | $117654.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $300000.00         | $271136.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 4.5000%  | N/A     | $1301536.00        | $854980.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $13385000.00       | $4146578.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $225047.00         | $146894.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-02      | 3.0000%  | N/A     | $25000000.00       | $17515897.30       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $12069184.00       | $8896827.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.0000%  | N/A     | $423000.00         | $349326.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $1007346.00        | $17440.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $160000.00         | $24166.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 5.0000%  | N/A     | $381000.00         | $30605.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $3112352.00        | $2872524.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $46620992.00       | $47611993.08       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 4.0000%  | N/A     | $68178000.00       | $42068750.82       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-08-01      | 6.5000%  | N/A     | $2329932.00        | $1812221.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-01      | 2.5000%  | N/A     | $1000000.00        | $196860.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $8000.00           | $6146.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2060-03-01      | 3.5000%  | N/A     | $1900000.00        | $846765.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | 4.0000%  | N/A     | $1138926.00        | $49708.74          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.0000%  | N/A     | $496321.00         | $33334.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-12-15      | 4.3400%  | N/A     | $10030500.00       | $9618921.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1785904.00        | $1879730.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1047882.00        | $1087705.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-20      | 3.0000%  | N/A     | $6725632.00        | $592584.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1065344.00        | $1117110.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $2089052.00        | $2161352.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-20      | 5.0000%  | N/A     | $2486120.00        | $235532.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-10-20      | 4.0000%  | N/A     | $7437000.00        | $535924.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-06-20      | 2.5000%  | N/A     | $638064.00         | $443594.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | 3.5000%  | N/A     | $16622000.00       | $15581088.76       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $5040180.00        | $5162385.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $18650496.00       | $18423161.01       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | 3.6800%  | N/A     | $14498096.00       | $13079459.55       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-15      | 4.0000%  | N/A     | $95000.00          | $6925.46           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-20      | 4.5000%  | N/A     | $1360000.00        | $45868.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $2518312.00        | $2584398.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $1028830.00        | $1061538.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.0000%  | N/A     | $25625000.00       | $25559394.31       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-06-15      | 5.5000%  | N/A     | $5107056.00        | $191704.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | 3.5000%  | N/A     | $710000.00         | $29520.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | 3.0000%  | N/A     | $570306.00         | $38578.45          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-09-15      | 3.0700%  | N/A     | $39432640.00       | $34310293.73       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $3166852.00        | $3283916.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.0000%  | N/A     | $291299840.00      | $162969230.07      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-20      | 4.0000%  | N/A     | $435000.00         | $6007.54           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $110000000.00      | $92188332.85       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.5000%  | N/A     | $2758788.00        | $1021165.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1450084.00        | $1497514.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $852865.00         | $666784.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-15      | 3.0000%  | N/A     | $1164796.00        | $500540.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.7400%  | N/A     | $9590864.00        | $8114449.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | 4.0000%  | N/A     | $1000000.00        | $41143.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-06-15      | 6.2000%  | N/A     | $2760664.00        | $2945219.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $588407.00         | $604048.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $2132768.00        | $2230975.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-20      | 4.7498%  | N/A     | $50000000.00       | $554721.40         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2038-07-15      | 5.0000%  | N/A     | $734574.00         | $13053.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-01-15      | 5.1000%  | N/A     | $13500000.00       | $13672399.50       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $3081164.00        | $3220327.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $2382920.00        | $2468658.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.1330%  | N/A     | $100000000.00      | $69977158.50       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-12-15      | 4.7000%  | N/A     | $18000000.00       | $17677444.53       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-01-15      | 5.5000%  | N/A     | $6007072.00        | $42204.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1116790.00        | $1067567.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1218492.00        | $1265420.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.6830%  | N/A     | $29066656.00       | $29192651.26       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $763922.00         | $665338.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1032524.00        | $1079308.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | 5.0000%  | N/A     | $3936270.00        | $267615.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $425375.00         | $430754.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-11-15      | 4.0000%  | N/A     | $707488.00         | $78157.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1746250.00        | $1827186.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $5947240.00        | $6091226.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-09-16      | 2.5000%  | N/A     | $44196352.00       | $41748584.57       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-06-20      | 5.5000%  | N/A     | $536987.00         | $56775.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-07-20      | 4.5000%  | N/A     | $648045.00         | $82524.49          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $626567.00         | $643223.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-04-20      | 3.5000%  | N/A     | $548983.00         | $494022.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.5000%  | N/A     | $900000.00         | $14717.93          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-10-20      | 5.0000%  | N/A     | $3250000.00        | $16511.69          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $4176640.00        | $4454735.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-15      | 5.5000%  | N/A     | $4390000.00        | $4477046.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $215450.00         | $219182.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-07-20      | 6.5000%  | N/A     | $4500000.00        | $12708.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $488657.00         | $496478.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-03-20      | 3.5000%  | N/A     | $8122.00           | $6806.65           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-06-15      | 4.0000%  | N/A     | $1072328.00        | $43457.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-10-15      | 3.8300%  | N/A     | $24840928.00       | $22653765.84       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-15      | 4.0000%  | N/A     | $35000.00          | $9186.20           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | 3.7000%  | N/A     | $19844703.00       | $17830421.79       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-06-15      | 6.0000%  | N/A     | $300000.00         | $32288.15          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $2640792.00        | $2708256.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $1013306.00        | $1063106.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-16      | 4.4919%  | N/A     | $100000000.00      | $1494165.68        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $7400000.00        | $5374726.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-02-15      | 5.0000%  | N/A     | $1174330.00        | $33855.20          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-01-16      | 1.1000%  | N/A     | $3000000.00        | $1939111.36        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2030-08-20      | 3.0000%  | N/A     | $500000.00         | $28351.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-07-16      | 4.0000%  | N/A     | $121441280.00      | $108396469.84      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-03-20      | 3.0000%  | N/A     | $6550000.00        | $6300457.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $621434.00         | $473273.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $1141676.00        | $1137841.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $1114458.00        | $1105636.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-08-20      | 4.5000%  | N/A     | $284352.00         | $275171.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.5000%  | N/A     | $6024290.00        | $5508768.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | 6.5000%  | N/A     | $39000.00          | $15737.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.7030%  | N/A     | $117803000.00      | $66916762.42       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-09-20      | 3.0000%  | N/A     | $150000.00         | $9292.51           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-12-20      | 3.5000%  | N/A     | $1840000.00        | $88816.91          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-07-20      | 2.5000%  | N/A     | $309699.00         | $253836.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 6.0000%  | N/A     | $170000.00         | $133409.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | 4.0000%  | N/A     | $600000.00         | $8160.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1405790.00        | $1471731.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-08-20      | 3.7500%  | N/A     | $287000.00         | $63247.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | 4.5000%  | N/A     | $50512000.00       | $37144320.23       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1532636.00        | $1598566.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1155808.00        | $999805.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 4.0000%  | N/A     | $50000000.00       | $14932710.89       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $326000.00         | $224068.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 5.5000%  | N/A     | $575000000.00      | $427164555.27      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-15      | 4.0000%  | N/A     | $928728.00         | $95970.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-12-15      | 3.1000%  | N/A     | $469665.00         | $183450.71         | Agency Mortgage-Backed Securities         |

### Security 155: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25Y29
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $1004122.00        | $848594.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $58149840.00       | $55174859.48       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $971910.00         | $664213.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $482550272.00      | $363222114.03      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-16      | 2.2000%  | N/A     | $30405000.00       | $8372717.43        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-10-20      | 3.5000%  | N/A     | $2040000.00        | $1453349.42        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-08-20      | 2.5000%  | N/A     | $1395000.00        | $951323.71         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $2029596.00        | $2084721.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | 5.0000%  | N/A     | $19375000.00       | $14528119.82       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | 5.0000%  | N/A     | $3757168.00        | $3705423.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1453276.00        | $1518774.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $5150000.00        | $5034386.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $2943544.00        | $2862357.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $2871672.00        | $2383359.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-06-16      | 1.5000%  | N/A     | $1223000.00        | $727037.24         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $5346944.00        | $5416602.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-20      | 2.0000%  | N/A     | $3400000.00        | $1538175.54        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $3481132.00        | $3101334.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $4101640.00        | $4286318.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $1340906.00        | $1332312.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $1040506.00        | $729288.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $2550704.00        | $1980584.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $2681696.00        | $2767758.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1225658.00        | $1276944.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-15      | 4.0000%  | N/A     | $2968000.00        | $48136.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $1514312.00        | $1570555.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1724836.00        | $1554283.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-16      | 4.5000%  | N/A     | $14897984.00       | $13884481.16       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-04-20      | 3.0000%  | N/A     | $2353000.00        | $2621059.03        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2037-11-20      | 5.5000%  | N/A     | $4893343.00        | $586981.30         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | 4.5000%  | N/A     | $429421.00         | $386916.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $1669194.00        | $1704704.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $433089.00         | $444601.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.5000%  | N/A     | $1000000.00        | $1022624.56        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $6824760.00        | $5449137.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | 5.5000%  | N/A     | $2008899.00        | $793169.01         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $788124.00         | $823531.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.0000%  | N/A     | $38660672.00       | $38564862.23       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1522548.00        | $1591309.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-05-16      | 2.4500%  | N/A     | $20000000.00       | $9433324.15        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-16      | 1.5000%  | N/A     | $25000000.00       | $18177078.86       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-15      | 4.1400%  | N/A     | $5604031.00        | $5150609.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $718128.00         | $757500.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | 3.0000%  | N/A     | $637064.00         | $628693.40         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $1558292.00        | $1627016.12        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-12-20      | 5.0000%  | N/A     | $16866496.00       | $13278162.24       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $774699.00         | $810989.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-10-16      | 2.2500%  | N/A     | $588614.00         | $442234.45         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $441000000.00      | $413803537.11      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-12-20      | 2.6250%  | N/A     | $4245000.00        | $203702.94         | Agency Collateralized Mortgage Obligation |

### Security 156: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25YF0
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2044-06-25      | 4.0000%  | N/A     | $500000.00         | $273609.50         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2047-03-15      | 3.5000%  | N/A     | $4284000.00        | $2926600.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-06-25      | 2.9030%  | N/A     | $1300000.00        | $1261421.89        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 5.0973%  | N/A     | $907000.00         | $556595.69         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2027-08-25      | 4.1911%  | N/A     | $15249000.00       | $2378626.77        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-12-25      | 5.0000%  | N/A     | $3125000.00        | $1941704.79        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2047-10-15      | 3.0000%  | N/A     | $1416000.00        | $164744.92         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-03-15      | 3.0000%  | N/A     | $625000.00         | $758268.76         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-05-25      | 4.8473%  | N/A     | $2800000.00        | $1240321.19        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2029-01-25      | 3.5630%  | N/A     | $17500000.00       | $17375998.40       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-03-25      | 4.2311%  | N/A     | $26284000.00       | $6433843.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-07-15      | 3.0000%  | N/A     | $875000.00         | $789982.62         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 4.9973%  | N/A     | $5634000.00        | $4290230.55        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2035-02-15      | 5.0000%  | N/A     | $2500000.00        | $268240.66         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-02-25      | 3.6000%  | N/A     | $8000000.00        | $7972456.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-07-25      | 1.7500%  | N/A     | $100000000.00      | $49333942.87       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2041-01-15      | 4.0000%  | N/A     | $3000000.00        | $1776597.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-10-15      | 4.4891%  | N/A     | $2000000.00        | $525803.77         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 6.0000%  | N/A     | $17911776.00       | $17943790.31       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2047-06-15      | 4.0000%  | N/A     | $1210000.00        | $5286.30           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-05-15      | 5.0000%  | N/A     | $3350000.00        | $515759.36         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-03-25      | 4.8173%  | N/A     | $10000000.00       | $8907721.96        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2033-01-25      | 4.3500%  | N/A     | $5000000.00        | $5035265.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-08-25      | 1.1010%  | N/A     | $1000000.00        | $811396.90         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-07-15      | 4.0000%  | N/A     | $784800.00         | $677621.12         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-04-15      | 5.0000%  | N/A     | $1600000.00        | $591657.52         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-04-25      | 4.0000%  | N/A     | $400000.00         | $369482.09         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-07-25      | 1.8750%  | N/A     | $50000000.00       | $24984146.27       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 4.8473%  | N/A     | $200000.00         | $139622.68         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2039-04-25      | 2.0000%  | N/A     | $6250000.00        | $970602.81         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-05-25      | 4.6473%  | N/A     | $6960970.00        | $3074282.83        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2035-02-25      | 5.0000%  | N/A     | $1200000.00        | $1252331.73        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-04-15      | 6.0000%  | N/A     | $150000.00         | $13535.66          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-11-15      | 4.0000%  | N/A     | $5125336.00        | $4112243.22        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-10-25      | 1.6250%  | N/A     | $49809728.00       | $27324711.03       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-11-25      | 9.7011%  | N/A     | $5166000.00        | $1146360.31        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-06-15      | 4.0000%  | N/A     | $600000.00         | $14403.57          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-09-27      | 4.6866%  | N/A     | $76250000.00       | $53772216.89       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-10-15      | 1.7500%  | N/A     | $1335000.00        | $103629.40         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-02-25      | 6.2511%  | N/A     | $1500000.00        | $514053.41         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-07-25      | 2.5080%  | N/A     | $1242000.00        | $1187445.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-02-25      | 4.3630%  | N/A     | $1020000.00        | $1017272.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-02-15      | 1.2500%  | N/A     | $11000000.00       | $963294.40         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-06-15      | 3.0000%  | N/A     | $1664286.00        | $1389030.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 4.9973%  | N/A     | $110000.00         | $84416.05          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-01-15      | 4.0000%  | N/A     | $150000.00         | $187309.23         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-01-25      | 6.1511%  | N/A     | $447000.00         | $80822.43          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-02-15      | 2.0000%  | N/A     | $3100000.00        | $5375.24           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-09-25      | 4.0500%  | N/A     | $53225000.00       | $53594780.69       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-07-15      | 4.5000%  | N/A     | $200000.00         | $11900.30          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-10-25      | 9.9011%  | N/A     | $2295000.00        | $1160771.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-11-15      | 6.0000%  | N/A     | $9186214.00        | $104778.99         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 5.0973%  | N/A     | $651000.00         | $417743.78         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-06-25      | 1.7500%  | N/A     | $76329728.00       | $35972822.11       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2041-11-15      | 4.6391%  | N/A     | $7287200.00        | $550950.25         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-03-15      | 5.0000%  | N/A     | $865000.00         | $30149.36          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-11-25      | 4.3811%  | N/A     | $62000000.00       | $8838310.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-01-27      | 10.0366% | N/A     | $19041000.00       | $5976854.75        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 4.8973%  | N/A     | $10000000.00       | $8752465.43        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2029-02-15      | 6.0000%  | N/A     | $10000000.00       | $21704.63          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-09-15      | 3.5000%  | N/A     | $200000.00         | $23191.72          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-11-26      | 4.6666%  | N/A     | $111155000.00      | $100040932.06      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-25      | 4.7973%  | N/A     | $41591280.00       | $33200106.50       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-04-15      | 3.2500%  | N/A     | $16125000.00       | $16977505.42       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 4.9473%  | N/A     | $977000.00         | $903354.13         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2041-09-15      | 2.0000%  | N/A     | $10000000.00       | $309729.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-11-25      | 3.4390%  | N/A     | $11500000.00       | $11479441.51       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-05-15      | 4.0718%  | N/A     | $2000000.00        | $20417.17          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-05-15      | 2.5000%  | N/A     | $51000.00          | $43580.51          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-08-25      | 3.0000%  | N/A     | $15196368.00       | $4338712.88        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-09-25      | 4.9473%  | N/A     | $5000000.00        | $2684172.94        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2029-07-25      | 6.3011%  | N/A     | $291000.00         | $64504.90          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 4.5000%  | N/A     | $90617000.00       | $89956673.92       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2040-12-15      | 4.0000%  | N/A     | $324000.00         | $445874.67         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-07-27      | 6.1011%  | N/A     | $4831000.00        | $1429355.25        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 5.1473%  | N/A     | $100000000.00      | $90914674.23       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-11-25      | 2.0000%  | N/A     | $1199978.00        | $56276.80          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2026-10-26      | 6.0011%  | N/A     | $7000000.00        | $3352718.84        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-08-15      | 4.0000%  | N/A     | $472000.00         | $644188.47         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-04-15      | 3.0000%  | N/A     | $1196000.00        | $112950.25         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-12-25      | 4.4411%  | N/A     | $27250000.00       | $3869593.69        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-09-25      | 10.1866% | N/A     | $59962000.00       | $19002486.80       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-03-15      | 4.0000%  | N/A     | $6000000.00        | $637852.17         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-01-25      | 3.6900%  | N/A     | $3800000.00        | $3787040.10        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-04-15      | 4.0000%  | N/A     | $1600000.00        | $1249520.80        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-04-15      | 4.0000%  | N/A     | $1100000.00        | $685637.76         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 4.7973%  | N/A     | $200000.00         | $148763.31         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2043-08-15      | 3.0000%  | N/A     | $3250000.00        | $1478998.87        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-02-25      | 2.5000%  | N/A     | $622059.00         | $549464.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-07-25      | 5.0000%  | N/A     | $177449472.00      | $184410952.80      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-25      | 4.5973%  | N/A     | $34508224.00       | $34155608.63       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-09-25      | 4.2118%  | N/A     | $700000.00         | $7860.83           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-09-25      | 1.5000%  | N/A     | $50000000.00       | $28639449.18       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2057-06-25      | 4.0000%  | N/A     | $75000.00          | $93680.07          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-06-25      | 1.8750%  | N/A     | $25000000.00       | $10786588.30       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-02-25      | 4.2618%  | N/A     | $400000.00         | $14914.46          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-25      | 5.4973%  | N/A     | $50000000.00       | $37751385.49       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-02-25      | 3.0000%  | N/A     | $407000.00         | $207414.99         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-12-25      | 6.5538%  | N/A     | $1675000.00        | $25849.02          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-09-25      | 3.0000%  | N/A     | $2000000.00        | $145542.55         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-25      | 4.5000%  | N/A     | $17530432.00       | $17298066.12       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-07-25      | 3.5000%  | N/A     | $1269570.00        | $1136555.47        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-02-25      | 2.5000%  | N/A     | $900000.00         | $1007670.17        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-25      | 6.0000%  | N/A     | $14516640.00       | $14547565.28       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-11-25      | 1.5000%  | N/A     | $98388000.00       | $53674818.41       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-06-25      | 1.0000%  | N/A     | $1000000.00        | $23592.74          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-04-25      | 6.0000%  | N/A     | $300000.00         | $9032.60           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-07-25      | 1.8750%  | N/A     | $50000000.00       | $27975228.43       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-12-25      | 6.0000%  | N/A     | $500000.00         | $517744.17         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-12-25      | 4.2818%  | N/A     | $135667200.00      | $6752467.52        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-25      | 4.5000%  | N/A     | $49601024.00       | $47038932.88       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-01-25      | 2.5000%  | N/A     | $16093536.00       | $10109873.13       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-11-25      | 3.0000%  | N/A     | $781000.00         | $750545.43         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-07-25      | 5.5000%  | N/A     | $1643996.00        | $126957.59         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-07-25      | 2.0000%  | N/A     | $2100000.00        | $1404520.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.0473%  | N/A     | $38000000.00       | $31094415.66       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-02-25      | 6.0000%  | N/A     | $200000.00         | $6034.08           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-07-25      | 3.0000%  | N/A     | $109000.00         | $86723.42          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-07-25      | 2.0000%  | N/A     | $500000.00         | $282261.73         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-05-25      | 4.0000%  | N/A     | $480000.00         | $17393.07          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-06-25      | 2.0000%  | N/A     | $7500000.00        | $159076.78         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-12-25      | 3.5000%  | N/A     | $355000.00         | $25367.62          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-11-25      | 5.4973%  | N/A     | $5000000.00        | $2303277.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-11-25      | 1.7500%  | N/A     | $4285000.00        | $288615.31         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-03-25      | 4.0000%  | N/A     | $15000000.00       | $6525244.36        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-09-25      | 2.0000%  | N/A     | $195000.00         | $8899.85           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-09-25      | 4.0000%  | N/A     | $8000000.00        | $79666.51          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-07-25      | 3.0000%  | N/A     | $2000000.00        | $12570.77          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-02-25      | 3.6517%  | N/A     | $16287648.00       | $2272234.63        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-11-25      | 3.0000%  | N/A     | $2950000.00        | $572915.04         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-08-25      | 5.0000%  | N/A     | $100000.00         | $20818.14          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-08-25      | 2.0000%  | N/A     | $130000.00         | $97674.41          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-08-25      | 3.5000%  | N/A     | $6992000.00        | $1077220.01        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-04-25      | 1.5000%  | N/A     | $40000000.00       | $10561160.30       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-06-25      | 5.8000%  | N/A     | $192643584.00      | $4454771.08        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-07-25      | 3.5000%  | N/A     | $311255.00         | $117749.29         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-06-25      | 4.0000%  | N/A     | $618369.00         | $841054.66         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-25      | 5.0000%  | N/A     | $4934536.00        | $4980692.28        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-09-25      | 5.0000%  | N/A     | $2869192.00        | $489574.57         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-25      | 5.0000%  | N/A     | $1714828.00        | $1751405.28        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2026-10-25      | 2.4199%  | N/A     | $25062592.00       | $15874216.75       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-12-25      | 4.5000%  | N/A     | $22278000.00       | $4911268.10        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-09-25      | 5.5000%  | N/A     | $4000000.00        | $4304760.90        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-03-25      | 4.2500%  | N/A     | $2286000.00        | $561534.59         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-03-25      | 3.5000%  | N/A     | $10998000.00       | $4422734.85        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-06-25      | 3.0000%  | N/A     | $560000.00         | $60517.56          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-09-25      | 1.5000%  | N/A     | $100000128.00      | $46472667.84       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-07-25      | 4.1618%  | N/A     | $3100000.00        | $6297.39           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2038-01-25      | 4.5118%  | N/A     | $1835000.00        | $20011.98          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-02-25      | 4.0000%  | N/A     | $50180544.00       | $43022795.74       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-01-25      | 4.0000%  | N/A     | $1500000.00        | $215541.54         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-25      | 4.5000%  | N/A     | $19000000.00       | $16724744.59       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-12-25      | 2.5000%  | N/A     | $6500000.00        | $172593.05         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-11-25      | 6.5000%  | N/A     | $10000000.00       | $10616591.11       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-10-25      | 5.2710%  | N/A     | $14869000.00       | $277073.01         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-06-25      | 3.5000%  | N/A     | $630812.00         | $655464.61         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-06-25      | 3.0000%  | N/A     | $4300000.00        | $392091.67         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2057-09-25      | 3.0000%  | N/A     | $445000.00         | $341443.46         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-03-25      | 3.5000%  | N/A     | $2521696.00        | $2112506.01        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-02-25      | 3.5000%  | N/A     | $540761.00         | $14038.55          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-11-25      | 2.5000%  | N/A     | $13713840.00       | $1755610.32        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-12-25      | 4.6863%  | N/A     | $1000000.00        | $20360.73          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-11-25      | 5.0000%  | N/A     | $20128000.00       | $12483485.64       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-09-25      | 2.0000%  | N/A     | $418558.00         | $325046.55         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-03-25      | 3.0000%  | N/A     | $1000000.00        | $858861.41         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-07-25      | 4.8973%  | N/A     | $8725000.00        | $6838148.76        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-25      | 5.0473%  | N/A     | $100000000.00      | $58377503.07       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-04-25      | 3.0000%  | N/A     | $10000000.00       | $1571682.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-03-25      | 4.1087%  | N/A     | $5000000.00        | $5896.89           | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K- | 2030-09-25      | 4.2311%  | N/A     | $11100000.00       | $3352740.88        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K- | 2029-04-25      | 3.2980%  | N/A     | $190000.00         | $187108.53         | Agency Collateralized Mortgage Obligation |

### Security 157: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25YL7
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $5016700.00        | $5104997.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1310616.00        | $1356780.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-25      | 1.5000%  | N/A     | $1267.00           | $542.89            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2029-02-15      | 6.0000%  | N/A     | $74000.00          | $403.21            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 3.5000%  | N/A     | $46000.00          | $41728.17          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $1506436.00        | $1574238.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.0000%  | N/A     | $42259776.00       | $40853508.48       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-15      | 6.0000%  | N/A     | $15000.00          | $82.81             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 2.0000%  | N/A     | $160000000.00      | $91937582.75       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $1148272.00        | $831678.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-15      | 3.5000%  | N/A     | $45000.00          | $4219.33           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 3.5000%  | N/A     | $10825072.00       | $1210315.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $20000000.00       | $7704106.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 4.0000%  | N/A     | $2096412.00        | $513023.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $1050830.00        | $838613.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.0000%  | N/A     | $15128032.00       | $12636632.60       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $34905024.00       | $33498889.44       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $15366528.00       | $11262766.74       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $374580.00         | $270283.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $200000.00         | $111822.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 5.5000%  | N/A     | $5544520.00        | $207910.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-05-15      | 6.0000%  | N/A     | $810000.00         | $119.36            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $73715328.00       | $63936924.95       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-11-15      | 2.5000%  | N/A     | $105000.00         | $3801.76           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1348426.00        | $1374112.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $25405632.00       | $22923777.53       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 5.5000%  | N/A     | $41607808.00       | $36700073.00       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $1661924.00        | $1020984.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 4.5000%  | N/A     | $201982.00         | $66872.37          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-25      | 1.5000%  | N/A     | $1250.00           | $543.17            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2032-09-15      | 6.0000%  | N/A     | $29000.00          | $923.54            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-05-15      | 6.0000%  | N/A     | $27000.00          | $309.63            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 7.5000%  | N/A     | $1528426.00        | $8247.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-04-15      | 6.0000%  | N/A     | $37000.00          | $290.10            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1378462.00        | $1421782.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $456065.00         | $393199.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $1050000.00        | $181719.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-25      | 1.5000%  | N/A     | $1000.00           | $425.53            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2038-01-01      | 3.0000%  | N/A     | $2302220.00        | $1048157.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.0000%  | N/A     | $64155000.00       | $55898932.61       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $700000.00         | $454479.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-01-01      | 4.5000%  | N/A     | $200000.00         | $31634.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 3.5000%  | N/A     | $73000.00          | $56187.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $143615.00         | $85844.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-25      | 6.0000%  | N/A     | $64000.00          | $1018.34           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-03-01      | 3.0000%  | N/A     | $192000.00         | $146896.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.0000%  | N/A     | $2000000.00        | $5323.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.5000%  | N/A     | $228137.00         | $124373.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-04-01      | 3.0000%  | N/A     | $70000.00          | $5003.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $113416.00         | $100393.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $3236450.00        | $3299604.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $122321.00         | $33480.35          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-04-01      | 6.0000%  | N/A     | $227955968.00      | $555330.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $7480536.00        | $4799011.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-25      | 3.0000%  | N/A     | $1000.00           | $711.82            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $167000.00         | $25735.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $78629376.00       | $57311882.25       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | 3.0000%  | N/A     | $70000000.00       | $12329735.67       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $55000.00          | $42167.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-25      | 3.0000%  | N/A     | $1000.00           | $656.72            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $800000.00         | $473165.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 5.0000%  | N/A     | $3500392.00        | $764427.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.5000%  | N/A     | $11964928.00       | $10631882.95       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $6554176.00        | $4304236.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $86581248.00       | $86394362.70       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 4.5000%  | N/A     | $2500000.00        | $12299.78          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $6665190.00        | $5628225.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $1657572.00        | $1426110.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $385789.00         | $356141.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.5000%  | N/A     | $27003.00          | $5004.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-10-25      | 6.5000%  | N/A     | $500000.00         | $873.52            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-10-25      | 6.5000%  | N/A     | $140000.00         | $312.83            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-03-25      | 3.5000%  | N/A     | $200000.00         | $130.29            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-11-01      | 3.0000%  | N/A     | $815780.00         | $149904.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-25      | 3.0000%  | N/A     | $2700.00           | $1605.42           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-11-25      | 6.0000%  | N/A     | $52000.00          | $278.29            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-11-25      | 6.0000%  | N/A     | $337000.00         | $4397.91           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 4.5000%  | N/A     | $1006378.00        | $979462.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | 4.0000%  | N/A     | $2165296.00        | $231433.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-25      | 1.0000%  | N/A     | $10000.00          | $3938.57           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $128910.00         | $104452.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 3.5000%  | N/A     | $6000.00           | $5305.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | 4.0000%  | N/A     | $5239088.00        | $3150718.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $11490000.00       | $10118735.07       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $68000.00          | $46090.45          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | 3.5000%  | N/A     | $81000.00          | $6078.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $1489522.00        | $930764.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.5000%  | N/A     | $15000.00          | $8930.47           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | 4.5000%  | N/A     | $325681.00         | $38084.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $10131184.00       | $10414366.36       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-12-20      | 7.5000%  | N/A     | $341951.00         | $131273.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $282870272.00      | $288324168.12      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $3034992.00        | $2539645.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-10-20      | 3.5000%  | N/A     | $883573.00         | $6237.38           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 4.0000%  | N/A     | $400640000.00      | $31457464.61       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-01-20      | 5.0000%  | N/A     | $2500000.00        | $43237.70          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 2.0000%  | N/A     | $10123000.00       | $4766332.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-09-20      | 2.5000%  | N/A     | $275398.00         | $106344.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-06-20      | 5.0000%  | N/A     | $541284.00         | $33758.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $2793584.00        | $2919916.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | 2.5000%  | N/A     | $850000.00         | $513298.26         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-02-20      | 3.5000%  | N/A     | $5581672.00        | $4455460.33        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0000%  | N/A     | $11704112.00       | $11618261.48       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.5000%  | N/A     | $200000000.00      | $161540621.11      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $1874940.00        | $1991178.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $12818576.00       | $12760013.83       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 3.0000%  | N/A     | $50000000.00       | $33425445.36       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $713120.00         | $741764.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-12-20      | 2.5000%  | N/A     | $496000.00         | $28895.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.0000%  | N/A     | $100000000.00      | $73269809.06       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $100000000.00      | $77539426.70       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.5000%  | N/A     | $2100.00           | $1744.86           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $3745156.00        | $3836484.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.5000%  | N/A     | $19065309.00       | $24551.62          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-15      | 4.0000%  | N/A     | $50000.00          | $16504.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.5000%  | N/A     | $149000.00         | $56499.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | 4.0000%  | N/A     | $2499990.00        | $91573.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 4.5000%  | N/A     | $601740288.00      | $556831219.38      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-10-16      | 3.5000%  | N/A     | $89426048.00       | $81131654.20       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-10-20      | 2.5000%  | N/A     | $6272920.00        | $1263365.08        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-08-15      | 6.1250%  | N/A     | $1187600.00        | $1316035.33        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $24430182.40       | $20062847.55       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $72579584.00       | $40624389.92       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2054-11-15      | 4.5000%  | N/A     | $115000.00         | $109613.11         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-15      | 6.5000%  | N/A     | $211900.00         | $219442.88         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $68000.00          | $77136.15          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-08-15      | 0.0000%  | N/A     | $20570624.00       | $16530862.01       | U.S. Treasuries (including strips)        |

### Security 158: HSBC SECURITIES (USA) INC. (REPO)

- **C.1 - Title:** HSBC SECURITIES (USA) INC. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: 0HSB14TF6
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $7135109.12        | $5859843.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $47819328.00       | $27080611.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 0.0000%  | N/A     | $43504189.44       | $41926597.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 0.0000%  | N/A     | $9506396.16        | $2487738.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $87698000.00       | $23170425.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $16198512.64       | $4752141.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 0.0000%  | N/A     | $24360.83          | $22053.62          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $8857528.32        | $2124522.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $3351577.60        | $1347126.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $15603148.80       | $12682629.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 2.2500%  | N/A     | $122841400.00      | $90660240.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $24080097.28       | $7840094.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $133783552.00      | $57973229.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 0.0000%  | N/A     | $5500.00           | $1270.48           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $40391352.32       | $14937570.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $21908234.24       | $8334834.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $45724000.00       | $11502832.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $23779353.60       | $21056165.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $2409128.96        | $1805182.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 0.0000%  | N/A     | $20154368.00       | $5990160.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $13716193.28       | $6208264.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $25740533.76       | $13951008.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $57002475.52       | $25438950.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $52398243.84       | $17266478.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 2.6250%  | N/A     | $4500.00           | $4558.74           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $72820654.08       | $49255599.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 0.0000%  | N/A     | $43149632.00       | $23063305.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $18112860.16       | $5044304.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 0.0000%  | N/A     | $17693102.08       | $16292993.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 0.0000%  | N/A     | $47529492.48       | $37326478.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 1.6250%  | N/A     | $4487500.00        | $2368285.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 0.0000%  | N/A     | $7905904.64        | $2175009.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 0.0000%  | N/A     | $106621400.00      | $28503738.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 0.0000%  | N/A     | $42932715.52       | $38394598.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 3.5000%  | N/A     | $300134800.00      | $301520542.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 0.0000%  | N/A     | $66900459.52       | $66811682.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 0.1250%  | N/A     | $23101900.00       | $27396579.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $15707328.00       | $10221936.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 0.0000%  | N/A     | $8010045.44        | $7512365.30        | U.S. Treasuries (including strips) |

### Security 159: ING FINANCIAL MARKETS LLC (REPO)

- **C.1 - Title:** ING FINANCIAL MARKETS LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0QZ003I26
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **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:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1024.00           | $966.94            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $974.33            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.0000%  | N/A     | $1024.00           | $781.82            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 4.0000%  | N/A     | $1000.00           | $179.94            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $1024.00           | $796.65            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $1008.00           | $793.40            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $1024.00           | $774.23            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $1024.00           | $808.21            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 4.0000%  | N/A     | $1008.00           | $253.95            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $854.41            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $770.64            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-10-15      | 4.0000%  | N/A     | $1056.00           | $846.07            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $12541376.00       | $12142453.08       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 5.5000%  | N/A     | $1024.00           | $27.36             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $20785200.00       | $18802937.42       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $1008.00           | $1032.53           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 3.0000%  | N/A     | $1008.00           | $439.59            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $1000.00           | $791.38            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $22417920.00       | $15079984.68       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $636.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $1152.00           | $940.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.5000%  | N/A     | $1008.00           | $326.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1029.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $1024.00           | $708.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | 4.1750%  | N/A     | $1024.00           | $24.76             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $26912096.00       | $23361112.82       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $1000.00           | $831.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $738.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 5.5000%  | N/A     | $1008.00           | $94.01             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $34399680.00       | $25752971.77       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $38668032.00       | $37592522.22       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $1000.00           | $177.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 6.4600%  | N/A     | $104448.00         | $1013.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $482.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $2546272.00        | $2222174.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $31553184.00       | $19650839.65       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $1000.00           | $288.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $2379800.00        | $2467614.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $8253088.00        | $6478175.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $1024.00           | $170.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.0000%  | N/A     | $1024.00           | $617.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.5000%  | N/A     | $1000.00           | $202.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.5000%  | N/A     | $1024.00           | $281.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.0000%  | N/A     | $1000.00           | $900.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $1000.00           | $226.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $1024.00           | $790.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 4.0000%  | N/A     | $2700.00           | $260.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-08-01      | 2.5000%  | N/A     | $3710792.00        | $178346.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $1024.00           | $104.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $1152.00           | $973.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $10124480.00       | $3084307.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $701.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.5000%  | N/A     | $1024.00           | $154.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $155024384.00      | $135442550.03      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-10-01      | 6.4300%  | N/A     | $1024.00           | $31.08             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $50000000.00       | $48447733.13       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1024.00           | $1045.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $1008.00           | $219.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $9200.00           | $1922.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.0000%  | N/A     | $1024.00           | $226.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-06-01      | 4.4000%  | N/A     | $1000.00           | $981.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $925.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $24495840.00       | $20548923.19       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-07-01      | 4.3400%  | N/A     | $1000.00           | $1005.51           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $1008.00           | $681.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $61976896.00       | $10739659.20       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.5000%  | N/A     | $1000.00           | $244.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | 4.6800%  | N/A     | $11711000.00       | $11956696.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $31856416.00       | $14144725.09       | Agency Mortgage-Backed Securities |

### Security 160: METROPOLITAN LIFE INSURANCE COMPANY (REPO)

- **C.1 - Title:** METROPOLITAN LIFE INSURANCE COMPANY (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0QT002SZ1
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **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 Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2032-04-30      | 4.0000%  | N/A     | $30000000.00       | $30373342.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $50000000.00       | $47277824.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 2.0000%  | N/A     | $50000000.00       | $29133804.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 4.5000%  | N/A     | $35000000.00       | $36603741.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $25000000.00       | $25360131.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $114207700.00      | $44591900.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $45000000.00       | $45297186.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 3.7500%  | N/A     | $25000000.00       | $25147032.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $117240000.00      | $50115335.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $25000000.00       | $24682500.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 2.8750%  | N/A     | $25000000.00       | $24588694.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 1.2500%  | N/A     | $55000000.00       | $48139990.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.5000%  | N/A     | $75000000.00       | $76223233.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-17      | 0.0000%  | N/A     | $75000000.00       | $74675372.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $20000000.00       | $19285848.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 4.1250%  | N/A     | $50000000.00       | $50772313.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 2.8750%  | N/A     | $150000000.00      | $105940348.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $38000000.00       | $37707400.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 1.8750%  | N/A     | $110492800.00      | $62794033.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $25000000.00       | $25681370.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $65000000.00       | $59974634.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 4.1250%  | N/A     | $35000000.00       | $36165528.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 3.2500%  | N/A     | $40000000.00       | $39572143.60       | U.S. Treasuries (including strips) |

### Security 161: MITSUBISHI UFJ TRUST AND BANKING CORPORATION NEW YORK BRANCH (REPO)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: JBONEPAGQXF4QP29B387, C.5 - Other ID: ORL001T58
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2041-08-20      | 4.5000%  | N/A     | $75000000.00       | $3334324.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-08-20      | 3.5000%  | N/A     | $90000000.00       | $6421398.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | 3.0000%  | N/A     | $100000000.00      | $60405918.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-09-20      | 3.5000%  | N/A     | $20000000.00       | $1501643.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-07-20      | 3.5000%  | N/A     | $30000000.00       | $2011725.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-04-20      | 4.0000%  | N/A     | $100000000.00      | $5916972.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-02-15      | 5.0000%  | N/A     | $25000000.00       | $640659.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-12-20      | 3.0000%  | N/A     | $50000000.00       | $30710885.50       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $60000000.00       | $60096482.40       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $100000000.00      | $100771325.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $60000000.00       | $60219915.60       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-05-20      | 3.0000%  | N/A     | $100000000.00      | $11614226.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-07-20      | 4.5000%  | N/A     | $30000000.00       | $2017263.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-05-20      | 5.0000%  | N/A     | $40000000.00       | $26096208.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-09-20      | 4.0000%  | N/A     | $22500000.00       | $1243929.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 6.0000%  | N/A     | $8636000.00        | $8746310.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.0000%  | N/A     | $100000000.00      | $55834966.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-08-15      | 5.0000%  | N/A     | $43999700.00       | $535817.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-11-20      | 3.0000%  | N/A     | $150000000.00      | $24457635.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-03-20      | 3.5000%  | N/A     | $35000000.00       | $2549561.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-05-20      | 5.0000%  | N/A     | $25000000.00       | $848333.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-09-20      | 4.5000%  | N/A     | $150000000.00      | $7168675.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-05-20      | 3.5000%  | N/A     | $100000000.00      | $9582725.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-05-20      | 3.5000%  | N/A     | $224993000.00      | $17485243.24       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-10-20      | 4.5000%  | N/A     | $87500000.00       | $4027077.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-03-20      | 4.0000%  | N/A     | $35000000.00       | $1889316.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-02-20      | 3.5000%  | N/A     | $50000000.00       | $4078863.00        | Agency Mortgage-Backed Securities |

### Security 162: NATIXIS NEW YORK BRANCH (REPO)

- **C.1 - Title:** NATIXIS NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0RG005UJ9
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $6792328.00        | $6394290.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-15      | 3.0000%  | N/A     | $3432937.00        | $1849788.08        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $1024.00           | $1023.21           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-25      | 2.5000%  | N/A     | $2602000.00        | $1787329.26        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-05-25      | 2.0000%  | N/A     | $2255145.00        | $1295790.63        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 7.0000%  | N/A     | $1016823.00        | $941285.27         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-25      | 2.5000%  | N/A     | $1904000.00        | $1356680.88        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-11-25      | 5.5000%  | N/A     | $3000000.00        | $3595201.19        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $3615860.00        | $3070565.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.0000%  | N/A     | $6811194.00        | $5208748.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-15      | 3.0000%  | N/A     | $5159010.00        | $3293026.40        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-01-25      | 2.5000%  | N/A     | $3447000.00        | $2385282.61        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1888469.00        | $1948633.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-25      | 2.0000%  | N/A     | $1581428.00        | $840372.82         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-01-25      | 2.5000%  | N/A     | $1642538.00        | $1016430.58        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $2279122.00        | $2359671.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 2.7700%  | N/A     | $465152.00         | $367236.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $4892128.00        | $4853863.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-25      | 3.0000%  | N/A     | $1614454.00        | $1290211.16        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-11-25      | 5.5000%  | N/A     | $19915654.00       | $24045670.83       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2043-03-15      | 3.0000%  | N/A     | $4999956.00        | $4641322.49        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $25900000.00       | $4183896.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $3791587.00        | $3622242.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-25      | 2.0000%  | N/A     | $9797315.00        | $6336629.57        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-02-25      | 2.5000%  | N/A     | $4297759.00        | $3059978.89        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2047-12-15      | 3.0000%  | N/A     | $533000.00         | $398509.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.0000%  | N/A     | $95766719.00       | $28105789.47       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $3000000.00        | $2520221.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-12-15      | 3.5000%  | N/A     | $1007353.00        | $1202116.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1300896.00        | $1343646.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-25      | 2.5000%  | N/A     | $1864788.00        | $1232038.73        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-11-25      | 2.5000%  | N/A     | $1750028.00        | $1131587.61        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2049-12-25      | 3.0000%  | N/A     | $2000000.00        | $2039743.93        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $8012607.00        | $6192806.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 2.9200%  | N/A     | $17222592.00       | $14317092.89       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $24930495.00       | $15572815.48       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1065426.00        | $1092686.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1991118.00        | $1385552.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 3.0000%  | N/A     | $9390163.00        | $1594221.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-25      | 6.0000%  | N/A     | $4000000.00        | $4836066.84        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1582047.00        | $1597478.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-25      | 2.5000%  | N/A     | $592270.00         | $434852.81         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $4173193.00        | $4172605.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-06-15      | 3.5000%  | N/A     | $1922844.00        | $1162873.72        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $2276500.00        | $2371679.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | 4.6500%  | N/A     | $37673479.00       | $37972110.38       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-11-15      | 6.0000%  | N/A     | $2304843.00        | $1305952.51        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-10-15      | 4.0000%  | N/A     | $2247283.00        | $1109907.34        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1170639.00        | $1092151.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-25      | 2.5000%  | N/A     | $2920359.00        | $2044234.33        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-06-25      | 4.0000%  | N/A     | $1500000.00        | $1409757.44        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 4.0000%  | N/A     | $18600000.00       | $6011734.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-03-01      | 3.8300%  | N/A     | $4931173.00        | $3740487.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-25      | 4.5000%  | N/A     | $1500000.00        | $1472217.80        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-02-25      | 3.0000%  | N/A     | $1000000.00        | $725798.56         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-10-25      | 3.0000%  | N/A     | $7637000.00        | $3674515.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $3375000.00        | $3523792.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.0000%  | N/A     | $1093412.00        | $422647.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1180319.00        | $1215450.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.6100%  | N/A     | $14280000.00       | $14054348.24       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $22704521.00       | $2677782.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-01      | 4.4400%  | N/A     | $19993000.00       | $20378598.33       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 4.4800%  | N/A     | $4072100.00        | $4120871.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-25      | 2.5000%  | N/A     | $1207240.00        | $781773.35         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-04-25      | 3.5000%  | N/A     | $4753517.00        | $5042275.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-02-25      | 3.0000%  | N/A     | $1289932.00        | $694301.55         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $11610531.00       | $11242990.26       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1287113.00        | $1327539.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 4.6300%  | N/A     | $22465000.00       | $22804484.83       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $53633664.00       | $37962046.69       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | 4.9450%  | N/A     | $41532235.00       | $43002994.11       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-25      | 2.5000%  | N/A     | $5442395.00        | $3409623.76        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-04-25      | 3.5000%  | N/A     | $1295951.00        | $1081957.34        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $65160567.00       | $6111317.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $2031382.00        | $2039823.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $110881024.00      | $98722282.57       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 3.8300%  | N/A     | $5500000.00        | $4679068.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $2378650.00        | $2436076.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-25      | 3.5000%  | N/A     | $6702000.00        | $4464950.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-06-01      | 3.4000%  | N/A     | $6585329.00        | $6146653.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.9700%  | N/A     | $1877142.00        | $1821563.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $1171312.00        | $1225876.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-25      | 4.5000%  | N/A     | $3000000.00        | $2982070.57        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-01-25      | 3.0000%  | N/A     | $997654.00         | $1185070.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.4900%  | N/A     | $286815.00         | $195562.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-11-01      | 3.5100%  | N/A     | $1192615.00        | $1035169.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $3052818.00        | $3139046.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-06-01      | 3.8900%  | N/A     | $13798.00          | $13635.16          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-25      | 3.5000%  | N/A     | $2000000.00        | $835856.79         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $5241124.00        | $2909080.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 3.8300%  | N/A     | $7888515.00        | $7753063.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.3580%  | N/A     | $69798521.00       | $1864155.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-25      | 2.5000%  | N/A     | $1461217.00        | $866851.77         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.3920%  | N/A     | $28996325.00       | $25484024.12       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-01      | 4.7650%  | N/A     | $24378900.00       | $25028462.92       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.8900%  | N/A     | $25000000.00       | $24888165.28       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | 4.8800%  | N/A     | $3150000.00        | $3259623.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 4.5000%  | N/A     | $17960512.00       | $16359608.24       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-01      | 4.7200%  | N/A     | $28014000.00       | $28810500.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-25      | 3.0000%  | N/A     | $5317338.00        | $2105970.47        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-02-01      | 4.0000%  | N/A     | $26482989.00       | $2519043.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $11343.00          | $11731.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 3.7800%  | N/A     | $14000000.00       | $13402130.00       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.8600%  | N/A     | $5159.00           | $5060.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-25      | 5.5000%  | N/A     | $1500000.00        | $1711810.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-06-25      | 4.0000%  | N/A     | $3911000.00        | $2413716.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-12-01      | 1.2700%  | N/A     | $4999000.00        | $3880517.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 4.0000%  | N/A     | $4888000.00        | $4713644.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1429690.00        | $1479946.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $4938325.00        | $5149609.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-25      | 3.0000%  | N/A     | $1000.00           | $601.01            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $3396265.00        | $3564250.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-01      | 4.5200%  | N/A     | $25155000.00       | $25719908.63       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 2.3000%  | N/A     | $1467500.00        | $1387412.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $1200.00           | $1208.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 4.6800%  | N/A     | $11250608.00       | $11460611.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-25      | 2.5000%  | N/A     | $2000010.00        | $1299639.44        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.8700%  | N/A     | $1000.00           | $966.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-25      | 3.5000%  | N/A     | $3095000.00        | $1298604.59        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.7500%  | N/A     | $794024.00         | $763232.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $63628.00          | $66535.74          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 3.3700%  | N/A     | $5958802.00        | $5224044.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-25      | 5.0000%  | N/A     | $512811.00         | $582949.19         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $2005395.00        | $2074197.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $18204963.00       | $10741037.63       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $49999983.00       | $8458397.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1021663.00        | $1064157.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | 3.0000%  | N/A     | $8328705.00        | $2940193.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-25      | 5.5000%  | N/A     | $2204431.00        | $2646143.69        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $2318745.00        | $2427533.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | 3.3700%  | N/A     | $5360000.00        | $4884339.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1153042.00        | $651419.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-25      | 4.5000%  | N/A     | $3000000.00        | $3021901.54        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $4130434.00        | $3766773.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-12-25      | 4.5000%  | N/A     | $9900000.00        | $1189659.28        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.7300%  | N/A     | $1397364.00        | $1336354.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.0000%  | N/A     | $39186360.00       | $5722185.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.2100%  | N/A     | $1500000.00        | $1292486.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-12-01      | 4.0850%  | N/A     | $8000000.00        | $7540941.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1830650.00        | $1907023.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | 4.6100%  | N/A     | $8540000.00        | $8627591.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.9600%  | N/A     | $15240584.00       | $14856826.09       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1407386.00        | $1461291.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $2063903.00        | $2114933.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.8000%  | N/A     | $264740.00         | $254824.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 3.5200%  | N/A     | $12000000.00       | $11853546.67       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-25      | 3.0000%  | N/A     | $2500000.00        | $1449371.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1425654.00        | $1502697.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-25      | 3.5000%  | N/A     | $2000000.00        | $739885.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.0000%  | N/A     | $21150000.00       | $5332931.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.5000%  | N/A     | $6820899.00        | $5177497.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5100%  | N/A     | $3832731.00        | $3651356.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-04-01      | 3.5100%  | N/A     | $2404589.00        | $2179462.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-12-01      | 3.2600%  | N/A     | $1928031.00        | $1688619.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5800%  | N/A     | $8997000.00        | $8235808.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $6399122.00        | $6266695.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $3374866.00        | $3456809.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-25      | 3.0000%  | N/A     | $6604235.00        | $2744158.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $814700.00         | $847118.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 3.6900%  | N/A     | $1151.00           | $1101.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.0000%  | N/A     | $20000000.00       | $4069482.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 3.3700%  | N/A     | $24892987.00       | $21823525.42       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 4.5900%  | N/A     | $44822000.00       | $45801786.51       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $44666068.00       | $9015423.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $555000.00         | $326377.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0200%  | N/A     | $2868914.00        | $2406577.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 3.9500%  | N/A     | $16225000.00       | $16244173.55       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $4476156.00        | $4250257.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $854388.00         | $764631.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $44752465.00       | $8152411.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.7500%  | N/A     | $32476528.00       | $31391644.16       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $4863960.00        | $2885028.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5200%  | N/A     | $12000000.00       | $10978899.67       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-25      | 3.5000%  | N/A     | $2220000.00        | $1285449.24        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.5000%  | N/A     | $11999800.00       | $9940858.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $6964187.00        | $4274162.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-25      | 4.0000%  | N/A     | $5000000.00        | $4797363.21        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.0000%  | N/A     | $4485052.00        | $2408893.37        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2071-04-20      | 5.5530%  | N/A     | $5000000.00        | $1543593.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.0000%  | N/A     | $2000000.00        | $1392385.39        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.5000%  | N/A     | $5000000.00        | $6182502.99        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2072-07-20      | 4.5030%  | N/A     | $2197996.00        | $1715561.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $1380193.00        | $1156352.01        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2071-05-20      | 5.2030%  | N/A     | $1000000.00        | $790096.25         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.0000%  | N/A     | $7667094.00        | $8970068.34        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-05-20      | 3.5000%  | N/A     | $2500000.00        | $2172045.02        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2071-03-20      | 5.2030%  | N/A     | $4075000.00        | $2594897.07        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.9530%  | N/A     | $7346000.00        | $7320061.05        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-09-16      | 5.5000%  | N/A     | $1614668.00        | $917812.49         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-05-20      | 3.0000%  | N/A     | $6114418.00        | $5704742.93        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $2430232.00        | $2033760.68        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $3156348.00        | $3592663.76        | Agency Collateralized Mortgage Obligation |
| TENNESSEE VALLEY AUTH | 2038-01-15      | 0.0000%  | N/A     | $1000.00           | $558.88            | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2039-09-15      | 0.0000%  | N/A     | $16349000.00       | $8425506.20        | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2042-12-15      | 0.0000%  | N/A     | $15535000.00       | $6210178.39        | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2056-04-01      | 5.3750%  | N/A     | $689000.00         | $709510.40         | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2056-04-01      | 0.0000%  | N/A     | $1505000.00        | $281630.65         | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2040-08-15      | 1.1250%  | N/A     | $17500000.00       | $11067995.22       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-11-30      | 3.3750%  | N/A     | $500000.00         | $501267.95         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-11-15      | 4.0000%  | N/A     | $800.00            | $792.22            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-03-15      | 4.2500%  | N/A     | $51800.00          | $53018.14          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-08-15      | 1.2500%  | N/A     | $100.00            | $87.55             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-08-15      | 4.1250%  | N/A     | $230000.00         | $215451.93         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-05-15      | 1.6250%  | N/A     | $631000.00         | $629395.12         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-11-30      | 4.1250%  | N/A     | $84152900.00       | $85688082.40       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-10-31      | 4.8750%  | N/A     | $5562900.00        | $5813007.06        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-04-16      | 0.0000%  | N/A     | $600.00            | $595.45            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-15      | 2.0000%  | N/A     | $2000000.00        | $1983047.79        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2049-02-15      | 1.0000%  | N/A     | $100.00            | $93.93             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-07-31      | 2.6250%  | N/A     | $2100.00           | $2055.49           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-11-15      | 4.0000%  | N/A     | $11957200.00       | $10483568.25       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-10-15      | 4.6250%  | N/A     | $3000100.00        | $3061102.43        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-05-31      | 3.8750%  | N/A     | $30900000.00       | $31228585.00       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $1200.00           | $1140.31           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $23113400.00       | $23470332.19       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-03-31      | 2.5000%  | N/A     | $7321400.00        | $7294040.81        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-08-15      | 4.8750%  | N/A     | $2357000.00        | $2431918.27        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2054-05-15      | 4.6250%  | N/A     | $11461400.00       | $11152285.41       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-08-15      | 4.3750%  | N/A     | $4000000.00        | $4094895.30        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-05-15      | 1.1250%  | N/A     | $200.00            | $127.32            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-11-15      | 2.2500%  | N/A     | $1000000.00        | $982128.76         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-04-15      | 3.7500%  | N/A     | $100.00            | $101.47            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $5585500.00        | $4933933.94        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $352600.00         | $347196.10         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-08-15      | 3.6250%  | N/A     | $300.00            | $264.06            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-08-15      | 3.0000%  | N/A     | $1945000.00        | $1422152.20        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-09-30      | 3.5000%  | N/A     | $300.00            | $301.49            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-11-15      | 3.0000%  | N/A     | $99800.00          | $76966.19          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-05-15      | 3.8750%  | N/A     | $400.00            | $362.12            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-08-31      | 3.1250%  | N/A     | $10000000.00       | $9943475.47        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-11-15      | 3.7500%  | N/A     | $200.00            | $176.87            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-01-31      | 4.0000%  | N/A     | $4893500.00        | $5042268.78        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-12-31      | 1.7500%  | N/A     | $500000.00         | $492485.14         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-05-31      | 3.7500%  | N/A     | $2020000.00        | $2032148.97        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-12-15      | 3.5000%  | N/A     | $100.00            | $100.13            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-04-30      | 3.8750%  | N/A     | $100.00            | $101.47            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-02-15      | 0.1250%  | N/A     | $4999800.00        | $3394787.54        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-05-15      | 3.0000%  | N/A     | $5000000.00        | $4056121.71        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-09-30      | 1.2500%  | N/A     | $100.00            | $94.47             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-05-15      | 4.5000%  | N/A     | $300.00            | $306.33            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-05-15      | 2.8750%  | N/A     | $7700000.00        | $7627942.72        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-02-28      | 4.1250%  | N/A     | $45896000.00       | $46958512.69       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-02-15      | 4.7500%  | N/A     | $100.00            | $101.61            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-08-31      | 3.6250%  | N/A     | $177300.00         | $179610.40         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $4000000.00        | $3789523.65        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2050-11-15      | 1.6250%  | N/A     | $100.00            | $52.97             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-07-31      | 0.3750%  | N/A     | $100.00            | $95.58             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2050-02-15      | 0.2500%  | N/A     | $1700.00           | $1246.33           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-04-30      | 0.7500%  | N/A     | $4999800.00        | $4972727.88        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-12-31      | 3.8750%  | N/A     | $90000.00          | $89571.72          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-08-31      | 0.5000%  | N/A     | $6322200.00        | $6041035.63        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2039-05-15      | 4.2500%  | N/A     | $5000100.00        | $4935821.97        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-11-15      | 3.5000%  | N/A     | $2310000.00        | $2320113.33        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-06-30      | 1.8750%  | N/A     | $7105900.00        | $7065459.38        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-03-31      | 3.8750%  | N/A     | $1000.00           | $1016.55           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-06-30      | 3.2500%  | N/A     | $15832900.00       | $15809378.17       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2046-02-15      | 2.5000%  | N/A     | $500000.00         | $354389.02         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2048-11-15      | 3.3750%  | N/A     | $59490500.00       | $47521882.06       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-02-28      | 4.0000%  | N/A     | $100.00            | $102.68            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $36910800.00       | $35619499.11       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-05-31      | 4.5000%  | N/A     | $99900.00          | $103259.76         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-05-15      | 5.0000%  | N/A     | $9100.00           | $9429.11           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-07-31      | 2.7500%  | N/A     | $3937300.00        | $3945498.53        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2048-08-15      | 3.0000%  | N/A     | $3000.00           | $2265.26           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-04-15      | 4.5000%  | N/A     | $900.00            | $921.79            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $3399000.00        | $3491642.09        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-04-30      | 4.8750%  | N/A     | $1250000.00        | $1268689.79        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-10-31      | 4.0000%  | N/A     | $463600.00         | $472963.44         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-11-15      | 3.1250%  | N/A     | $100.00            | $83.30             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-30      | 1.2500%  | N/A     | $50042900.00       | $49184403.05       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-07-31      | 4.0000%  | N/A     | $3300000.00        | $3400819.30        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-05-31      | 4.0000%  | N/A     | $2792200.00        | $2838196.74        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-02-29      | 4.0000%  | N/A     | $3000000.00        | $3076039.74        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $1532600.00        | $1544648.27        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $4485200.00        | $4525657.97        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-02-15      | 3.6250%  | N/A     | $100.00            | $87.58             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-12-31      | 1.3750%  | N/A     | $500000.00         | $469758.25         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-02-28      | 4.2500%  | N/A     | $29822000.00       | $30882717.96       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-02-28      | 1.8750%  | N/A     | $863800.00         | $855129.98         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-05-15      | 0.6250%  | N/A     | $943000.00         | $828195.55         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-07-31      | 4.3750%  | N/A     | $6999700.00        | $7176905.20        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-10-15      | 3.8750%  | N/A     | $1642000.00        | $1669242.09        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-12-31      | 4.5000%  | N/A     | $9300000.00        | $9621680.32        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $700.00            | $715.07            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-11-30      | 3.5000%  | N/A     | $736700.00         | $731466.03         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-09-15      | 3.3750%  | N/A     | $100.00            | $100.99            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-11-30      | 0.6250%  | N/A     | $30627000.00       | $29080501.58       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-12-31      | 3.7500%  | N/A     | $8960000.00        | $8964728.50        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-04-30      | 3.7500%  | N/A     | $10000000.00       | $10118467.96       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-09-30      | 4.6250%  | N/A     | $11500000.00       | $11973516.80       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $2000.00           | $1277.01           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-01-31      | 3.5000%  | N/A     | $3450000.00        | $3506665.88        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-08-15      | 1.5000%  | N/A     | $800.00            | $796.23            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $7912400.00        | $6903278.31        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $4000000.00        | $4425716.82        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-01-31      | 1.7500%  | N/A     | $100.00            | $95.56             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-01-15      | 2.1250%  | N/A     | $100.00            | $105.56            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-03-31      | 1.2500%  | N/A     | $100.00            | $95.61             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-09-30      | 3.6250%  | N/A     | $10000000.00       | $10053097.25       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-06-30      | 3.7500%  | N/A     | $44684200.00       | $44948629.25       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-08-15      | 1.7500%  | N/A     | $23700000.00       | $16176888.39       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-08-31      | 3.6250%  | N/A     | $13026600.00       | $13140608.73       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $900.00            | $910.46            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-03-31      | 4.1250%  | N/A     | $10795600.00       | $11092376.98       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-07-31      | 1.0000%  | N/A     | $9000000.00        | $8491174.43        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-08-31      | 3.7500%  | N/A     | $15969300.00       | $16230331.88       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-11-30      | 4.3750%  | N/A     | $636700.00         | $654209.72         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $1000.00           | $897.65            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $621600.00         | $767560.14         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $1639200.00        | $1717974.14        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-11-15      | 1.3750%  | N/A     | $365500.00         | $238138.87         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-05-15      | 2.3750%  | N/A     | $300.00            | $297.00            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-11-15      | 4.6250%  | N/A     | $500.00            | $494.46            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-11-15      | 4.5000%  | N/A     | $920000.00         | $954459.07         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-08-15      | 2.7500%  | N/A     | $200.00            | $188.41            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2054-02-15      | 2.1250%  | N/A     | $300.00            | $289.65            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-02-15      | 2.2500%  | N/A     | $19000000.00       | $11750944.04       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2036-01-15      | 1.8750%  | N/A     | $514500.00         | $513244.48         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-08-31      | 3.7500%  | N/A     | $800000.00         | $807497.49         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $6596100.00        | $6239883.63        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-05-15      | 2.2500%  | N/A     | $43395000.00       | $32131947.39       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-04-30      | 0.5000%  | N/A     | $5249400.00        | $5061659.97        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-03-31      | 0.7500%  | N/A     | $6000000.00        | $5985514.42        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-06-30      | 3.7500%  | N/A     | $1000.00           | $1002.72           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-11-15      | 1.8750%  | N/A     | $217300.00         | $121313.04         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-04-30      | 3.5000%  | N/A     | $734000.00         | $739203.58         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-07-31      | 4.1250%  | N/A     | $47204000.00       | $48776880.12       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-02-15      | 4.6250%  | N/A     | $908800.00         | $958551.47         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2054-08-15      | 4.2500%  | N/A     | $103300.00         | $95482.48          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-11-15      | 2.7500%  | N/A     | $400.00            | $309.46            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-11-15      | 4.2500%  | N/A     | $300.00            | $291.59            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-07-31      | 4.1250%  | N/A     | $8300000.00        | $8577194.33        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-06-30      | 4.6250%  | N/A     | $10444400.00       | $10525269.66       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-11-15      | 3.0000%  | N/A     | $200.00            | $156.14            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-12-31      | 0.6250%  | N/A     | $100.00            | $94.66             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $1461500.00        | $1657860.00        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-03-31      | 4.5000%  | N/A     | $6000000.00        | $6097550.51        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-11-15      | 0.8750%  | N/A     | $5413500.00        | $4736200.86        | U.S. Treasuries (including strips)        |

### Security 163: NOMURA SECURITIES INTERNATIONAL INC (REPO)

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: XPSKD1VTEQPKCHBEKQ95, C.5 - Other ID: 0QJ005O14
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **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 Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A3; Moody's Short Rating: P-2; Standard & Poor's Long Rating: A-; Standard & Poor's Short Rating: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $145773800.00      | $149065678.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 3.6250%  | N/A     | $5003000.00        | $5039719.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-27      | 0.0000%  | N/A     | $100.00            | $97.15             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 4.2500%  | N/A     | $58402300.00       | $59255618.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 2.5000%  | N/A     | $566600.00         | $401593.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 0.7500%  | N/A     | $6931900.00        | $6584054.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 4.1250%  | N/A     | $253793300.00      | $229693474.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 2.7500%  | N/A     | $783800.00         | $563459.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 2.8750%  | N/A     | $53520600.00       | $38773796.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 3.5000%  | N/A     | $10336500.00       | $10431646.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 2.1250%  | N/A     | $592200.00         | $591135.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 1.2500%  | N/A     | $21186400.00       | $23080718.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 3.5000%  | N/A     | $4775000.00        | $4808851.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 3.2500%  | N/A     | $28902500.00       | $24281140.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 4.0000%  | N/A     | $18157100.00       | $16776648.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 4.0000%  | N/A     | $100.00            | $100.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-06-30      | 4.0000%  | N/A     | $3163000.00        | $3180285.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $35016800.00       | $37866654.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 3.5000%  | N/A     | $256863000.00      | $259665572.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 3.7500%  | N/A     | $290517500.00      | $293894164.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 4.3750%  | N/A     | $67617000.00       | $65903167.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 3.6250%  | N/A     | $48801500.00       | $42742350.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 4.6250%  | N/A     | $100.00            | $100.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.1250%  | N/A     | $13848700.00       | $13557513.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 2.1250%  | N/A     | $11200.00          | $10813.78          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $15552000.00       | $20043052.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 4.5000%  | N/A     | $12100900.00       | $12349579.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 3.8750%  | N/A     | $19095300.00       | $19252753.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-19      | 0.0000%  | N/A     | $87900.00          | $86948.48          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 3.8577%  | N/A     | $3124200.00        | $3154891.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 2.3750%  | N/A     | $24999100.00       | $24829292.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.8750%  | N/A     | $454300.00         | $397461.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 2.3750%  | N/A     | $3668200.00        | $3558473.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 5.2500%  | N/A     | $2840800.00        | $3045676.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 2.7500%  | N/A     | $7524400.00        | $5821293.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $82479400.00       | $91257616.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 4.6250%  | N/A     | $24842100.00       | $25347226.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-03      | 0.0000%  | N/A     | $310900.00         | $304514.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-11      | 0.0000%  | N/A     | $330500.00         | $326216.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 3.6250%  | N/A     | $15588700.00       | $12892773.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.2500%  | N/A     | $19319300.00       | $14163679.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 2.7500%  | N/A     | $9819900.00        | $7148969.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 6.3750%  | N/A     | $298400.00         | $319627.96         | U.S. Treasuries (including strips) |

### Security 164: NORINCHUKIN BANK NEW YORK BRANCH (REPO)

- **C.1 - Title:** NORINCHUKIN BANK NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 5493007VSMFZCPV1NB83, C.5 - Other ID: 0QP001T78
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $99073350.00       | $97815118.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $156853200.00      | $151252348.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $57374350.00       | $56932567.50       | U.S. Treasuries (including strips) |

### Security 165: NORINCHUKIN BANK NEW YORK BRANCH (REPO)

- **C.1 - Title:** NORINCHUKIN BANK NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 5493007VSMFZCPV1NB83, C.5 - Other ID: 0QP001T86
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $156853200.00      | $151252348.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $57374350.00       | $56932567.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $99073350.00       | $97815118.45       | U.S. Treasuries (including strips) |

### Security 166: PRUDENTIAL INSURANCE COMPANY OF AMERICA (REPO)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0VS001F87
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **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 Long Rating: A+; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: NR; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $99000000.00       | $27884045.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $50000000.00       | $22782067.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 4.6250%  | N/A     | $47000000.00       | $47812262.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 1.8750%  | N/A     | $3790000.00        | $2153890.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 3.8750%  | N/A     | $2600000.00        | $2350213.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 0.0000%  | N/A     | $106000000.00      | $100455791.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $4345000.00        | $1165788.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 3.0000%  | N/A     | $111000000.00      | $81179684.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $3950000.00        | $1249119.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 4.3750%  | N/A     | $5500000.00        | $5641651.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $20000000.00       | $5433886.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $32985000.00       | $17463725.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $8000000.00        | $2272597.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $9500000.00        | $5326721.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 1.2500%  | N/A     | $2600000.00        | $1254213.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $15800000.00       | $9786463.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 2.0000%  | N/A     | $8993000.00        | $5371331.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 3.0000%  | N/A     | $80000000.00       | $62122236.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $40000000.00       | $13263167.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $100000000.00      | $27530606.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 3.7500%  | N/A     | $1200000.00        | $1100181.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $215510000.00      | $56409542.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 0.0000%  | N/A     | $144000000.00      | $43274188.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 0.0000%  | N/A     | $2150000.00        | $1180250.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $7500000.00        | $3852186.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $99000000.00       | $41430523.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 1.3750%  | N/A     | $4600000.00        | $2301031.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 2.8750%  | N/A     | $2400000.00        | $1786695.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 1.7500%  | N/A     | $5200000.00        | $3551702.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $11362000.00       | $5259476.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 2.8750%  | N/A     | $3475000.00        | $2716603.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $1800000.00        | $1570385.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 4.0000%  | N/A     | $15000000.00       | $13126309.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 2.5000%  | N/A     | $4500000.00        | $3242537.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 2.8750%  | N/A     | $2700000.00        | $1956918.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 0.0000%  | N/A     | $161700000.00      | $38128473.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 4.5000%  | N/A     | $16800000.00       | $17569795.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 0.0000%  | N/A     | $98000000.00       | $26249593.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 3.1250%  | N/A     | $4400000.00        | $3375237.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 2.5000%  | N/A     | $5300000.00        | $3705651.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $15500000.00       | $6851600.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 3.3750%  | N/A     | $1825000.00        | $1458645.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 2.8750%  | N/A     | $7092000.00        | $5412592.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 1.3750%  | N/A     | $3700000.00        | $3226950.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 4.5000%  | N/A     | $1800000.00        | $1865921.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $2800000.00        | $1257673.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 2.7500%  | N/A     | $1395000.00        | $1016141.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $10550000.00       | $3051259.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $45000000.00       | $22247154.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 4.7500%  | N/A     | $6280000.00        | $6220598.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $5600000.00        | $3185668.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $14900000.00       | $4571449.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $25000000.00       | $7318486.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $33000000.00       | $14427187.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $2710000.00        | $2675583.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 4.5000%  | N/A     | $8000000.00        | $7611145.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $176000000.00      | $52623197.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 2.8750%  | N/A     | $5000000.00        | $3531344.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 3.6250%  | N/A     | $1640000.00        | $1353738.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $35800000.00       | $19503520.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $85000000.00       | $27222692.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 3.5000%  | N/A     | $64000000.00       | $64499305.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 1.6250%  | N/A     | $7900000.00        | $4180022.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $5500000.00        | $3311359.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 3.1250%  | N/A     | $3400000.00        | $2829733.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 0.0000%  | N/A     | $100000000.00      | $25952508.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 2.7500%  | N/A     | $10862800.00       | $8411819.80        | U.S. Treasuries (including strips) |

### Security 167: PRUDENTIAL LEGACY INSURANCE COMPANY OF NEW JERSEY (REPO)

- **C.1 - Title:** PRUDENTIAL LEGACY INSURANCE COMPANY OF NEW JERSEY (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0VT001F86
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **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 Long Rating: A+; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: NR; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2031-11-30      | 4.1250%  | N/A     | $39500000.00       | $40207028.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $52000000.00       | $22332791.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $60000000.00       | $29492686.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $6600000.00        | $2465209.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 3.0000%  | N/A     | $8000000.00        | $6246598.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $20028742.00       | $8904778.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $9400000.00        | $4549910.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 4.6250%  | N/A     | $11000000.00       | $10577600.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $54500000.00       | $20614394.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $133200000.00      | $51743885.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $22000000.00       | $11470358.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $10000000.00       | $5136248.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $16000000.00       | $6134442.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 0.0000%  | N/A     | $20000000.00       | $11547591.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $10000000.00       | $3936024.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $24000000.00       | $24182502.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $25000000.00       | $10269760.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $97000000.00       | $61956443.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $31800000.00       | $14996880.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 2.8750%  | N/A     | $91000000.00       | $71139840.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.7500%  | N/A     | $4700000.00        | $4713630.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 4.7500%  | N/A     | $92700000.00       | $91823165.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-12-31      | 3.8750%  | N/A     | $71000000.00       | $70620453.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $90000000.00       | $44861394.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $88000000.00       | $46591113.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 4.0000%  | N/A     | $4600000.00        | $4025401.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $33000000.00       | $17978105.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $198200000.00      | $73004048.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $107000000.00      | $44560900.07       | U.S. Treasuries (including strips) |

### Security 168: RBC CAPITAL MARKETS LLC (REPO)

- **C.1 - Title:** RBC CAPITAL MARKETS LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: 0PO004J43
- **C.18 - Value (incl. sponsor support):** $3600000000.00
- **C.18.a - Value (excl. sponsor support):** $3600000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: A2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL FARM CREDIT B | 2040-01-26      | 5.1400%  | N/A     | $170000.00         | $169707.79         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2046-01-29      | 5.1500%  | N/A     | $1050000.00        | $1047262.71        | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2035-04-19      | 4.4500%  | N/A     | $991000.00         | $994426.60         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2028-07-13      | 3.7400%  | N/A     | $150000.00         | $149988.17         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2037-06-08      | 4.9900%  | N/A     | $688000.00         | $689223.11         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2028-09-25      | 3.9500%  | N/A     | $70000.00          | $70828.47          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2029-01-16      | 4.7500%  | N/A     | $20000.00          | $20604.74          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2036-01-28      | 4.7800%  | N/A     | $120000.00         | $119849.11         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2030-07-26      | 1.5500%  | N/A     | $425000.00         | $384524.79         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2026-06-04      | 5.0000%  | N/A     | $70000.00          | $70832.84          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2027-08-23      | 1.1000%  | N/A     | $385000.00         | $372067.55         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2037-01-13      | 5.0000%  | N/A     | $196000.00         | $195972.78         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2040-10-01      | 5.4400%  | N/A     | $20000.00          | $20309.64          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2029-03-01      | 1.2000%  | N/A     | $75000.00          | $69965.30          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2043-01-26      | 5.1000%  | N/A     | $275000.00         | $274101.76         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2029-07-24      | 4.0000%  | N/A     | $1985000.00        | $1984436.26        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2033-05-25      | 4.5000%  | N/A     | $495000.00         | $496529.06         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2032-09-16      | 4.8000%  | N/A     | $800000.00         | $813734.13         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2046-01-22      | 5.3500%  | N/A     | $25000.00          | $24951.47          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2038-01-22      | 4.5200%  | N/A     | $190000.00         | $189438.44         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2030-02-13      | 5.0000%  | N/A     | $655000.00         | $670386.90         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2045-03-24      | 5.4500%  | N/A     | $15000.00          | $15052.95          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2044-09-26      | 5.5800%  | N/A     | $25000.00          | $25153.95          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2039-09-20      | 5.5000%  | N/A     | $200000.00         | $203422.02         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2035-01-30      | 4.8500%  | N/A     | $500000.00         | $499451.00         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-05-25      | 0.7990%  | N/A     | $7545000.00        | $5119065.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-06-25      | 0.9400%  | N/A     | $750000.00         | $518984.45         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-09-25      | 4.4611%  | N/A     | $4344789.00        | $2281832.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-11-26      | 4.5011%  | N/A     | $6200000.00        | $2637043.87        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-07-25      | 4.4660%  | N/A     | $9790000.00        | $9263965.93        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 4.0000%  | N/A     | $1000.00           | $81.08             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-07-25      | 3.9866%  | N/A     | $8000000.00        | $2927662.37        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-09-25      | 4.6011%  | N/A     | $56250000.00       | $4211673.44        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-07-25      | 4.3166%  | N/A     | $138098000.00      | $138180655.24      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-07-25      | 1.7120%  | N/A     | $33735000.00       | $30507856.11       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-10-25      | 4.7600%  | N/A     | $17400000.00       | $17119465.52       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-04-25      | 2.4500%  | N/A     | $27975000.00       | $25379776.34       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-10-25      | 3.6901%  | N/A     | $20000000.00       | $8034497.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-10-25      | 3.0000%  | N/A     | $3000000.00        | $2960621.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-02-15      | 3.5000%  | N/A     | $30000.00          | $27714.61          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-10-25      | 4.2611%  | N/A     | $80387000.00       | $36753739.62       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-08-25      | 4.4211%  | N/A     | $26150000.00       | $3929375.71        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-10-25      | 4.4866%  | N/A     | $15000000.00       | $10516898.13       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-08-25      | 4.2840%  | N/A     | $20000000.00       | $20192360.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-10-25      | 4.3311%  | N/A     | $51247000.00       | $4353595.65        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-06-26      | 4.5211%  | N/A     | $18500000.00       | $2705497.62        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-09-27      | 4.6866%  | N/A     | $50000000.00       | $35260470.09       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-03-25      | 1.3940%  | N/A     | $15000000.00       | $6151311.86        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-10-25      | 4.5111%  | N/A     | $20509000.00       | $7968700.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-05-25      | 4.2500%  | N/A     | $25000000.00       | $24851390.28       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-04-25      | 4.3466%  | N/A     | $3000000.00        | $2968804.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-06-25      | 4.2711%  | N/A     | $15950000.00       | $8382946.28        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-05-25      | 3.8500%  | N/A     | $52700000.00       | $52854695.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-12-25      | 3.3640%  | N/A     | $2000000.00        | $1987175.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-01-25      | 2.2600%  | N/A     | $178248000.00      | $170672737.18      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-12-25      | 4.4411%  | N/A     | $36206332.00       | $5141423.63        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-01-25      | 4.3500%  | N/A     | $63240000.00       | $63686042.22       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.8500%  | N/A     | $25412678.00       | $24830788.38       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-08-25      | 4.6148%  | N/A     | $840000.00         | $438999.86         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-04-25      | 4.1566%  | N/A     | $3900000.00        | $2191340.99        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $17371.00          | $17887.88          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-12-25      | 4.8560%  | N/A     | $11500000.00       | $9439453.13        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-01-21      | 4.1250%  | N/A     | $43226000.00       | $43215161.08       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2027-12-25      | 1.1990%  | N/A     | $45000000.00       | $42902498.79       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-06-25      | 4.1866%  | N/A     | $63440000.00       | $7010672.32        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-08-25      | 3.1230%  | N/A     | $12483000.00       | $11686531.55       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-04-25      | 3.1300%  | N/A     | $5000000.00        | $3103362.25        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-01-07      | 4.0000%  | N/A     | $100000.00         | $100089.83         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2037-10-25      | 4.6011%  | N/A     | $4770000.00        | $299039.58         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-09-25      | 4.4211%  | N/A     | $36275000.00       | $3995453.65        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-09-25      | 4.2211%  | N/A     | $5080000.00        | $2077145.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-12-25      | 1.7520%  | N/A     | $22350000.00       | $21096574.74       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-05-25      | 4.3411%  | N/A     | $28552000.00       | $12369626.66       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-09-25      | 2.0310%  | N/A     | $9500000.00        | $9088004.80        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-06-25      | 3.4484%  | N/A     | $7500000.00        | $4111366.02        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-09-01      | 4.0000%  | N/A     | $66000000.00       | $66169657.38       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-12-26      | 4.0366%  | N/A     | $9945000.00        | $1949357.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-04-25      | 4.1884%  | N/A     | $13000000.00       | $7986031.07        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-07-07      | 3.7500%  | N/A     | $70000.00          | $70056.24          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2035-08-27      | 4.3966%  | N/A     | $10000000.00       | $10056748.43       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-05-25      | 2.8300%  | N/A     | $4500000.00        | $2662470.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-04-25      | 4.6011%  | N/A     | $36000000.00       | $9770741.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-05-28      | 4.3711%  | N/A     | $39250000.00       | $16458694.63       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-07-25      | 4.4211%  | N/A     | $57250000.00       | $13187327.96       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-02-15      | 3.0000%  | N/A     | $6340000.00        | $8043252.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-10-15      | 4.4891%  | N/A     | $8590000.00        | $2258327.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-03-15      | 3.0000%  | N/A     | $27000.00          | $23219.45          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-10-25      | 3.8000%  | N/A     | $50379000.00       | $49135551.11       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-03-25      | 3.1500%  | N/A     | $15000000.00       | $3279255.22        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-10-25      | 4.6148%  | N/A     | $50450000.00       | $20414631.62       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $653146.00         | $661426.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-08-25      | 4.3366%  | N/A     | $50000000.00       | $8960976.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-05-25      | 2.8300%  | N/A     | $31725000.00       | $18172125.34       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-01-25      | 3.9666%  | N/A     | $8095000.00        | $1462016.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-02-25      | 4.4411%  | N/A     | $15000000.00       | $4981126.98        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-03-25      | 4.6011%  | N/A     | $48750000.00       | $5528437.07        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-06-25      | 3.8540%  | N/A     | $58390000.00       | $58565497.63       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-05-25      | 4.0166%  | N/A     | $44110000.00       | $12712825.68       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-02-25      | 4.6011%  | N/A     | $17500000.00       | $5129889.44        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-02-15      | 1.2500%  | N/A     | $45000000.00       | $13815789.20       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-01-22      | 4.2500%  | N/A     | $935000.00         | $935247.26         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2033-06-25      | 4.8250%  | N/A     | $26620000.00       | $27440982.26       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-12-26      | 4.4111%  | N/A     | $25950000.00       | $4338349.07        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-11-25      | 0.7500%  | N/A     | $113597432.00      | $54903109.20       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-08-01      | 3.9000%  | N/A     | $1000000.00        | $992701.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-01-25      | 2.5900%  | N/A     | $28420000.00       | $26121373.04       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-04-25      | 4.7400%  | N/A     | $25000000.00       | $22885683.16       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-11-25      | 4.6011%  | N/A     | $61074000.00       | $12334883.71       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-07-25      | 3.9260%  | N/A     | $19000.00          | $19065.28          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-03-25      | 3.4920%  | N/A     | $10000000.00       | $9891020.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-09-25      | 3.9766%  | N/A     | $5000000.00        | $4947785.30        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-02-25      | 3.6500%  | N/A     | $1500000.00        | $1497288.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-06-25      | 3.9260%  | N/A     | $66451000.00       | $66681758.47       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.0000%  | N/A     | $66621.00          | $68803.86          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-25      | 3.9000%  | N/A     | $24250000.00       | $17495437.57       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-05-25      | 4.3866%  | N/A     | $16000000.00       | $16019603.97       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 3.0000%  | N/A     | $12774700.00       | $12082632.51       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-07-25      | 4.5666%  | N/A     | $13000000.00       | $10754523.99       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-04-25      | 4.6044%  | N/A     | $4596000.00        | $2884601.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-01-27      | 4.3866%  | N/A     | $34000000.00       | $30915586.94       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-01-25      | 4.6011%  | N/A     | $24529000.00       | $4554405.11        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-09-25      | 2.7700%  | N/A     | $5780000.00        | $4178008.31        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-11-15      | 5.5000%  | N/A     | $12000.00          | $33.75             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-07-25      | 3.5000%  | N/A     | $22000000.00       | $21141503.77       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-10-25      | 4.4866%  | N/A     | $9000000.00        | $5184991.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-03-25      | 4.6148%  | N/A     | $14500000.00       | $8003786.85        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-10-25      | 4.1811%  | N/A     | $108467927.00      | $77348989.81       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-03-25      | 0.7500%  | N/A     | $369485994.00      | $67680138.62       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 4.1250%  | N/A     | $37062000.00       | $36623535.99       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-26      | 4.6266%  | N/A     | $17000000.00       | $16540061.81       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-01-25      | 0.7500%  | N/A     | $199949916.00      | $62804551.29       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-04-25      | 4.2411%  | N/A     | $16500000.00       | $9276330.58        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-11-25      | 3.1600%  | N/A     | $22500000.00       | $6320614.03        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-11-25      | 4.1266%  | N/A     | $8000000.00        | $2361507.58        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-09-25      | 4.6011%  | N/A     | $32140000.00       | $7008522.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-06-25      | 4.3366%  | N/A     | $9000000.00        | $6815777.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-09-01      | 4.2900%  | N/A     | $31694000.00       | $31837251.59       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-25      | 3.0000%  | N/A     | $33000.00          | $24228.01          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-12-25      | 5.0000%  | N/A     | $54000.00          | $50865.23          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-07-25      | 6.5000%  | N/A     | $300000.00         | $24297.89          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-01-01      | 4.0900%  | N/A     | $48778000.00       | $48291377.11       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-03-25      | 3.0304%  | N/A     | $23035000.00       | $19113085.98       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-07-25      | 2.0000%  | N/A     | $200000.00         | $133763.88         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-11-25      | 3.0000%  | N/A     | $29294000.00       | $20548604.89       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-08-28      | 1.0000%  | N/A     | $60000.00          | $53041.93          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2041-05-25      | 2.0000%  | N/A     | $330000.00         | $16190.94          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-12-25      | 2.9831%  | N/A     | $57500000.00       | $33858872.23       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-09-25      | 2.9345%  | N/A     | $17240000.00       | $11279002.63       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.8300%  | N/A     | $178713000.00      | $174807277.07      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-01      | 4.0900%  | N/A     | $116080000.00      | $116372141.09      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-25      | 2.5000%  | N/A     | $52000.00          | $161.44            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-10-01      | 3.9900%  | N/A     | $37229912.00       | $37201660.71       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-25      | 3.5000%  | N/A     | $12993330.00       | $10455632.18       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2026-12-25      | 2.4777%  | N/A     | $21000000.00       | $12007718.24       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-06-25      | 2.8980%  | N/A     | $107416000.00      | $104720786.01      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-11-20      | 4.5000%  | N/A     | $44000.00          | $44632.28          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2042-07-25      | 3.0000%  | N/A     | $110000.00         | $93945.24          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2026-10-29      | 0.7000%  | N/A     | $46000.00          | $45067.09          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2031-01-13      | 4.0100%  | N/A     | $13000.00          | $13011.32          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2029-09-01      | 2.4000%  | N/A     | $66030000.00       | $62891153.88       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 4.2500%  | N/A     | $72195000.00       | $72119455.95       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-25      | 3.2730%  | N/A     | $11585652.00       | $10092321.95       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-06-01      | 4.2000%  | N/A     | $23600000.00       | $23529373.06       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-25      | 4.0000%  | N/A     | $35067140.00       | $25293393.42       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-10-25      | 2.9669%  | N/A     | $26560000.00       | $18045661.15       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-12-25      | 3.0202%  | N/A     | $1196603.00        | $1067937.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-25      | 1.9361%  | N/A     | $3500000.00        | $2574118.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-25      | 5.0000%  | N/A     | $13000.00          | $12831.21          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-01-08      | 4.0000%  | N/A     | $477000.00         | $477572.14         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2028-06-25      | 3.3112%  | N/A     | $18260000.00       | $14267937.82       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-08-01      | 4.3950%  | N/A     | $29951063.00       | $30230009.74       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-25      | 4.0000%  | N/A     | $6000.00           | $207.80            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-02-25      | 2.5000%  | N/A     | $63000.00          | $23498.94          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-01-01      | 3.6600%  | N/A     | $44905000.00       | $44119626.50       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-01-25      | 2.9280%  | N/A     | $55090000.00       | $41557410.97       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-10-25      | 3.0000%  | N/A     | $35000.00          | $24961.12          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K- | 2030-09-25      | 4.2311%  | N/A     | $17769000.00       | $5367103.84        | Agency Collateralized Mortgage Obligation |
| FHLMC SERIES FRESR 20 | 2027-11-25      | 3.0890%  | N/A     | $630000.00         | $395622.63         | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 201 | 2039-04-25      | 4.6011%  | N/A     | $103145000.00      | $43855920.31       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2016-SB1 | 2036-01-25      | 4.6011%  | N/A     | $42562000.00       | $5112688.47        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2016-SB2 | 2036-07-25      | 4.6011%  | N/A     | $28250000.00       | $9849980.07        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2016-SB2 | 2036-09-25      | 4.6011%  | N/A     | $17500000.00       | $2841354.03        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB4 | 2038-01-25      | 4.6011%  | N/A     | $30000000.00       | $5618409.13        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB5 | 2038-11-25      | 4.6011%  | N/A     | $21185000.00       | $5823409.15        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB6 | 2039-02-25      | 4.6011%  | N/A     | $21375887.00       | $6344539.04        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-03-20      | 1.0000%  | N/A     | $216000000.00      | $77220986.97       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-11-15      | 7.0000%  | N/A     | $25000.00          | $6.58              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $6000.00           | $3.43              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2076-01-20      | 4.6384%  | N/A     | $26000000.00       | $26240823.56       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-01-20      | 3.5000%  | N/A     | $70000.00          | $61431.26          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2062-07-16      | 1.2500%  | N/A     | $110000.00         | $62393.92          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | 1.0000%  | N/A     | $150000000.00      | $68892489.74       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $45000.00          | $45463.98          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2061-11-20      | 4.7000%  | N/A     | $375000.00         | $646.25            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-12-15      | 8.0000%  | N/A     | $25000.00          | $0.83              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $20000.00          | $19676.16          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $475000.00         | $434100.60         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $25000.00          | $69.65             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $10000.00          | $10160.04          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-02-20      | 5.5000%  | N/A     | $248333086.00      | $1420432.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 1.5000%  | N/A     | $34000.00          | $15816.54          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-01-20      | 2.0000%  | N/A     | $9606823.00        | $208509.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-11-20      | 3.0000%  | N/A     | $10000000.00       | $261599.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-09-20      | 3.5000%  | N/A     | $6000000.00        | $623220.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $5000.00           | $3.36              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | 4.5290%  | N/A     | $150000.00         | $95.56             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-12-20      | 3.0000%  | N/A     | $3000.00           | $26.20             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $11000.00          | $10761.51          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2032-09-20      | 2.5000%  | N/A     | $10471965.00       | $1196500.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 4.5000%  | N/A     | $650000.00         | $645856.25         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-11-20      | 1.2500%  | N/A     | $23000.00          | $7028.56           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | 4.0000%  | N/A     | $30000.00          | $11683.98          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-01-20      | 5.5000%  | N/A     | $10000.00          | $10250.44          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.0000%  | N/A     | $49000.00          | $48533.07          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0000%  | N/A     | $102225.00         | $101246.07         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-06-20      | 3.0000%  | N/A     | $6750000.00        | $68869.06          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-03-16      | 3.0000%  | N/A     | $1000000.00        | $188247.05         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2062-12-16      | 1.5000%  | N/A     | $67000.00          | $44396.79          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-08-20      | 5.3750%  | N/A     | $5000000.00        | $307214.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-03-20      | 4.8330%  | N/A     | $1000.00           | $17.53             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $25000.00          | $25123.82          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-05-20      | 5.5000%  | N/A     | $16000.00          | $16441.74          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-02-16      | 4.5000%  | N/A     | $400000.00         | $12385.25          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-08-20      | 5.5000%  | N/A     | $1250000.00        | $1269129.44        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.5000%  | N/A     | $22000.00          | $21259.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-01-20      | 2.5000%  | N/A     | $4555000.00        | $388690.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-09-20      | 2.5000%  | N/A     | $142123.00         | $4096.94           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-09-20      | 2.5000%  | N/A     | $444880.00         | $40544.48          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.0000%  | N/A     | $5000.00           | $3808.87           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $49000.00          | $48228.53          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-10-20      | 1.5000%  | N/A     | $15000.00          | $8067.44           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $25000.00          | $25196.25          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-04-20      | 2.5000%  | N/A     | $5000000.00        | $134038.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 1.5000%  | N/A     | $9000.00           | $4840.46           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.7500%  | N/A     | $53892.00          | $51300.03          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-08-20      | 4.3900%  | N/A     | $235000.00         | $236.68            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $50000.00          | $35698.08          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2026-09-20      | 8.0000%  | N/A     | $25000.00          | $1.18              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $2000.00           | $2038.56           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-09-16      | 1.5000%  | N/A     | $56000.00          | $37245.89          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-01-20      | 3.5000%  | N/A     | $100000.00         | $77542.44          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | 1.2500%  | N/A     | $154672000.00      | $70031235.90       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $13000.00          | $11727.08          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-06-20      | 2.5000%  | N/A     | $36547329.00       | $491315.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-04-20      | 2.0000%  | N/A     | $25000000.00       | $719655.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5000%  | N/A     | $300000.00         | $297085.80         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2029-06-20      | 7.5000%  | N/A     | $25230.00          | $11.07             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-06-15      | 7.0000%  | N/A     | $68000.00          | $3.36              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $36000.00          | $35380.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 1.5000%  | N/A     | $15000.00          | $7042.18           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.5000%  | N/A     | $25000.00          | $12.32             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.5000%  | N/A     | $25216.00          | $30.71             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $10636.00          | $10297.91          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $50000.00          | $48829.14          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-09-20      | 2.5000%  | N/A     | $34590629.00       | $599205.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.5000%  | N/A     | $80000.00          | $80883.08          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $25000.00          | $10.79             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-10-20      | 2.0000%  | N/A     | $33000.00          | $291.92            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2026-04-20      | 7.5000%  | N/A     | $100000.00         | $2.28              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $33000.00          | $33991.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-05-15      | 7.0000%  | N/A     | $10200.00          | $0.96              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 0.7500%  | N/A     | $200000000.00      | $76545485.93       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2029-04-15      | 7.0000%  | N/A     | $37126.00          | $29.45             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $32000.00          | $31588.31          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-05-16      | 2.0000%  | N/A     | $69000.00          | $54645.73          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2032-01-20      | 6.5000%  | N/A     | $25000.00          | $52.59             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.0000%  | N/A     | $155388000.00      | $81522879.31       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-09-20      | 4.0000%  | N/A     | $1000000.00        | $956190.34         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-05-20      | 2.5000%  | N/A     | $40911575.00       | $454882.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-11-15      | 7.0000%  | N/A     | $25000.00          | $3.18              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $105000.00         | $102642.83         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.0000%  | N/A     | $128849000.00      | $72713897.13       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2062-10-16      | 1.2500%  | N/A     | $62000.00          | $35668.67          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.0000%  | N/A     | $50000.00          | $214.50            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | 1.2500%  | N/A     | $50000.00          | $24348.10          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-07-20      | 0.7500%  | N/A     | $150000000.00      | $66838071.91       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | 0.7500%  | N/A     | $83714455.00       | $38880419.82       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-07-20      | 3.0000%  | N/A     | $41500.00          | $11209.87          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2029-02-20      | 2.5000%  | N/A     | $2000000.00        | $45176.66          | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2033-07-15      | 4.7000%  | N/A     | $17000.00          | $17652.06          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2055-02-01      | 5.2500%  | N/A     | $87000.00          | $88811.79          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2052-02-15      | 0.1250%  | N/A     | $9700.00           | $6018.61           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-06-30      | 3.2500%  | N/A     | $1630000.00        | $1627578.42        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-05-31      | 4.0000%  | N/A     | $22000.00          | $22362.41          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-15      | 4.6250%  | N/A     | $999700.00         | $1016915.78        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-04-15      | 3.7500%  | N/A     | $500000.00         | $505543.68         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-07-15      | 0.1250%  | N/A     | $22800.00          | $30898.82          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-12-31      | 3.6250%  | N/A     | $7876900.00        | $7838414.60        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-01-15      | 2.3750%  | N/A     | $8800.00           | $14360.59          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-07-15      | 0.6250%  | N/A     | $899600.00         | $952582.79         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $708600.00         | $784015.73         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2049-02-15      | 1.0000%  | N/A     | $102900.00         | $96656.43          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-11-30      | 3.5000%  | N/A     | $2344000.00        | $2327346.78        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-01-15      | 3.5000%  | N/A     | $2730000.00        | $2724786.45        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-02-28      | 4.2500%  | N/A     | $14000.00          | $14523.65          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-03-31      | 3.8750%  | N/A     | $400.00            | $406.62            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-08-15      | 2.2500%  | N/A     | $700000.00         | $693558.42         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-07-15      | 1.8750%  | N/A     | $17900.00          | $18190.59          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-06-30      | 3.2500%  | N/A     | $1580000.00        | $1562893.92        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-10-31      | 4.0000%  | N/A     | $15000.00          | $15302.96          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $20000.00          | $17515.86          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-05-15      | 0.6250%  | N/A     | $700000.00         | $614779.31         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-07-15      | 4.3750%  | N/A     | $999500.00         | $1012936.12        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-08-15      | 1.6250%  | N/A     | $10000.00          | $9400.95           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $55000.00          | $20192.87          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $780000.00         | $700169.03         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $1400.00           | $1416.26           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-10-15      | 0.1250%  | N/A     | $794200.00         | $941326.56         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2046-02-15      | 1.0000%  | N/A     | $5800.00           | $6058.88           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $500000.00         | $482507.82         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-02-15      | 2.1250%  | N/A     | $955900.00         | $1441604.73        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-02-15      | 1.3750%  | N/A     | $953200.00         | $1125989.37        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-06-30      | 3.7500%  | N/A     | $750000.00         | $752038.30         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-01-15      | 1.7500%  | N/A     | $25900.00          | $40720.00          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-05-31      | 3.8750%  | N/A     | $400000.00         | $404253.53         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-02-15      | 4.1250%  | N/A     | $40000.00          | $40971.66          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-07-15      | 0.1250%  | N/A     | $833000.00         | $1005615.26        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $500000.00         | $473690.46         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-12-31      | 4.2500%  | N/A     | $100000.00         | $100957.21         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2054-02-15      | 2.1250%  | N/A     | $32600.00          | $31475.82          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-01-15      | 0.5000%  | N/A     | $7100.00           | $9250.25           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-07-31      | 3.8750%  | N/A     | $4600100.00        | $4710317.02        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-11-15      | 2.2500%  | N/A     | $2900000.00        | $2848173.40        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-02-15      | 3.5000%  | N/A     | $14000.00          | $13776.96          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $500000.00         | $441673.43         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-09-30      | 0.3750%  | N/A     | $4945000.00        | $4699712.51        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-02-15      | 0.0000%  | N/A     | $20000.00          | $17876.40          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-09-30      | 4.6250%  | N/A     | $128000.00         | $134534.58         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-02-15      | 4.2500%  | N/A     | $5000300.00        | $5163920.69        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-03-31      | 4.0000%  | N/A     | $100000.00         | $102317.66         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-06-30      | 4.0000%  | N/A     | $2200000.00        | $2228793.42        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-10-15      | 1.1250%  | N/A     | $7900.00           | $7904.88           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-01-15      | 0.1250%  | N/A     | $942700.00         | $1139005.29        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $911900.00         | $955722.68         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $995100.00         | $1002922.81        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-01-15      | 0.3750%  | N/A     | $71800.00          | $95901.39          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-12-31      | 1.7500%  | N/A     | $800000.00         | $787976.22         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-04-30      | 2.8750%  | N/A     | $900000.00         | $885114.19         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-08-31      | 3.6250%  | N/A     | $79800.00          | $80498.41          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-08-15      | 1.2500%  | N/A     | $450000.00         | $393962.63         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-05-15      | 2.3750%  | N/A     | $7000.00           | $6758.19           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-06-15      | 4.1250%  | N/A     | $17000.00          | $17122.18          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-11-15      | 4.1250%  | N/A     | $100000.00         | $101835.02         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-08-15      | 0.0000%  | N/A     | $20000.00          | $16072.30          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-08-31      | 4.3750%  | N/A     | $800000.00         | $829796.93         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-01-15      | 0.8750%  | N/A     | $738600.00         | $943091.58         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-04-30      | 3.8750%  | N/A     | $200000.00         | $202932.20         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-05-15      | 2.3750%  | N/A     | $200000.00         | $198000.64         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $916700.00         | $971426.94         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-10-31      | 3.6250%  | N/A     | $5754000.00        | $5764832.30        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $200000.00         | $190050.96         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-04-15      | 1.2500%  | N/A     | $11200.00          | $12201.41          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-02-29      | 4.0000%  | N/A     | $500000.00         | $512673.29         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-09-30      | 0.8750%  | N/A     | $250000.00         | $246196.92         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $800000.00         | $805334.19         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-08-31      | 3.6250%  | N/A     | $7399800.00        | $7520498.10        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-07-31      | 4.0000%  | N/A     | $12000.00          | $12353.54          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $197100.00         | $243381.76         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-04-15      | 0.1250%  | N/A     | $141000.00         | $174127.38         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-02-15      | 0.6250%  | N/A     | $500.00            | $531.35            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $1056200.00        | $1142159.19        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-02-28      | 0.5000%  | N/A     | $11000.00          | $10993.88          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-04-15      | 1.6250%  | N/A     | $53100.00          | $55130.62          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-12-15      | 4.0000%  | N/A     | $950000.00         | $962373.70         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-02-15      | 2.7500%  | N/A     | $15000.00          | $14947.84          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-09-30      | 3.8750%  | N/A     | $15000.00          | $15285.04          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2047-02-15      | 0.8750%  | N/A     | $949400.00         | $930709.61         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2050-02-15      | 0.2500%  | N/A     | $13700.00          | $10043.97          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-09-15      | 3.3750%  | N/A     | $1576000.00        | $1587272.80        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-02-28      | 4.2500%  | N/A     | $999900.00         | $1035464.75        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-11-30      | 1.5000%  | N/A     | $600000.00         | $567572.24         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-05-15      | 2.8750%  | N/A     | $600000.00         | $594385.15         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-07-15      | 1.3750%  | N/A     | $938200.00         | $987021.49         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-09-30      | 3.5000%  | N/A     | $930000.00         | $940147.02         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-07-31      | 0.3750%  | N/A     | $600000.00         | $573480.49         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-10-31      | 4.8750%  | N/A     | $999900.00         | $1044855.34        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-08-31      | 4.1250%  | N/A     | $300000.00         | $309462.13         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-04-30      | 4.6250%  | N/A     | $700000.00         | $734114.77         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-30      | 4.2500%  | N/A     | $40000.00          | $40495.29          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-01-31      | 1.5000%  | N/A     | $400000.00         | $394828.50         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-08-15      | 2.8750%  | N/A     | $900000.00         | $896157.90         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-02-15      | 0.7500%  | N/A     | $16400.00          | $16659.78          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-02-15      | 2.6250%  | N/A     | $920000.00         | $904443.44         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-03-31      | 0.7500%  | N/A     | $8000.00           | $7980.69           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-06-30      | 4.2500%  | N/A     | $12000.00          | $12264.51          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-01-31      | 1.7500%  | N/A     | $47000.00          | $44913.78          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $2200.00           | $2233.97           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-08-15      | 4.2500%  | N/A     | $4210800.00        | $4305985.87        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-03-15      | 4.2500%  | N/A     | $700000.00         | $716461.38         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-05-31      | 3.6250%  | N/A     | $20000.00          | $20140.04          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2048-02-15      | 1.0000%  | N/A     | $3600.00           | $3501.99           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-02-15      | 2.1250%  | N/A     | $968200.00         | $1426638.53        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-02-15      | 1.6250%  | N/A     | $2000000.00        | $2012764.96        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-02-15      | 0.1250%  | N/A     | $1400.00           | $950.58            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-11-30      | 4.3750%  | N/A     | $100.00            | $102.75            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-09-30      | 3.6250%  | N/A     | $965000.00         | $970123.88         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-10-31      | 3.5000%  | N/A     | $1350000.00        | $1360500.76        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-10-15      | 1.6250%  | N/A     | $106800.00         | $119199.65         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-05-15      | 4.2500%  | N/A     | $1550400.00        | $1570776.37        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-05-31      | 0.5000%  | N/A     | $3000.00           | $2884.09           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $945200.00         | $1072192.45        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-12-31      | 3.8750%  | N/A     | $8389700.00        | $8349776.15        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2055-02-15      | 2.3750%  | N/A     | $993200.00         | $986453.65         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-04-15      | 3.8750%  | N/A     | $912200.00         | $1973327.64        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $60000.00          | $17269.44          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-04-30      | 4.8750%  | N/A     | $4999000.00        | $5073744.22        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2053-02-15      | 1.5000%  | N/A     | $31100.00          | $26862.24          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-11-30      | 3.3750%  | N/A     | $447100.00         | $448233.80         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-01-15      | 2.5000%  | N/A     | $878800.00         | $1382666.66        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $933900.00         | $1096922.71        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-04-15      | 3.3750%  | N/A     | $981800.00         | $2014682.45        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $906600.00         | $956984.95         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-11-15      | 0.0000%  | N/A     | $20000.00          | $16621.44          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-04-15      | 0.1250%  | N/A     | $3667400.00        | $4167292.53        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-11-15      | 4.1250%  | N/A     | $300000.00         | $304812.07         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-04-30      | 4.6250%  | N/A     | $700000.00         | $728837.47         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-07-15      | 0.3750%  | N/A     | $11200.00          | $14789.31          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $150000.00         | $150843.48         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-10-15      | 3.8750%  | N/A     | $1056000.00        | $1073519.88        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-02-15      | 0.7500%  | N/A     | $11300.00          | $12774.51          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $957700.00         | $1011398.93        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-01-15      | 2.1250%  | N/A     | $828600.00         | $874640.01         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-08-15      | 3.6250%  | N/A     | $1265000.00        | $1286921.08        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-03-31      | 3.6250%  | N/A     | $600000.00         | $604597.04         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-08-31      | 1.1250%  | N/A     | $300000.00         | $283259.33         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-04-15      | 3.6250%  | N/A     | $31200.00          | $66718.57          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-07-15      | 3.8750%  | N/A     | $4000000.00        | $4032982.65        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $680000.00         | $686133.82         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-07-31      | 4.0000%  | N/A     | $300.00            | $309.17            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-12-31      | 3.7500%  | N/A     | $12000.00          | $12006.33          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $24000.00          | $30930.64          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-03-31      | 2.5000%  | N/A     | $100000.00         | $99626.31          | U.S. Treasuries (including strips)        |

### Security 169: ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)

- **C.1 - Title:** ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: OSG002DJ7
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $33326208.00       | $28358058.33       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $54239296.00       | $36621172.17       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-25      | 5.0473%  | N/A     | $74462208.00       | $65502200.76       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $57571809.00       | $47978353.83       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.5000%  | N/A     | $56330586.00       | $46272211.31       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $53198640.00       | $43748468.14       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.5000%  | N/A     | $46204867.00       | $38041907.91       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-25      | 4.5973%  | N/A     | $31236080.00       | $27748640.90       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $42487898.00       | $36129942.52       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 5.3473%  | N/A     | $85000000.00       | $64672630.62       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $27873473.00       | $18656645.41       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $58855000.00       | $50030189.09       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $250982656.00      | $28525560.50       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $18006234.00       | $14074764.88       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-25      | 4.3000%  | N/A     | $75000000.00       | $74907366.67       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $45595968.00       | $30505004.46       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $335184.00         | $344048.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-07-01      | 4.0000%  | N/A     | $99989632.00       | $32650506.00       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $473513527.00      | $35428045.94       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-25      | 4.8473%  | N/A     | $57420958.00       | $56495512.98       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-25      | 4.9973%  | N/A     | $1584.00           | $1468.38           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $39803323.00       | $24553040.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $1274438.00        | $1067272.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $83258571.00       | $22797517.80       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $122635774.00      | $29963717.97       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1442886.00        | $1333581.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2060-07-01      | 2.5000%  | N/A     | $61390080.00       | $29029150.18       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-25      | 4.3073%  | N/A     | $125000000.00      | $82507655.94       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $69668646.00       | $13156817.09       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $201744718.00      | $31633109.38       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $15045232.00       | $15644118.52       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $24714708.00       | $13839289.13       | Agency Mortgage-Backed Securities         |

### Security 170: ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)

- **C.1 - Title:** ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: OSG002DK4
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2041-05-01      | 5.0000%  | N/A     | $2564295.00        | $222976.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1577710.00        | $1596188.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $1024.00           | $715.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $698.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $751.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $1484812.00        | $1521278.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.5000%  | N/A     | $6733087.00        | $4742041.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 4.0000%  | N/A     | $1085020.00        | $383575.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $7681921.00        | $6040452.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $140000.00         | $101183.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 4.0000%  | N/A     | $1705000.00        | $189055.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-25      | 4.5973%  | N/A     | $31382278.00       | $27878516.22       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2039-11-01      | 4.5000%  | N/A     | $1059.00           | $20.98             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $3533956.00        | $2945076.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 6.0000%  | N/A     | $300000.00         | $152598.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $1035.00           | $691.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $279833721.00      | $73247705.08       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $500000.00         | $363914.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 2.5000%  | N/A     | $25457000.00       | $14454548.38       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $62599310.00       | $51892138.51       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 3.0000%  | N/A     | $1402704.00        | $222689.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $323200.00         | $215824.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $798.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1008.00           | $739.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 5.0973%  | N/A     | $70000000.00       | $41528047.33       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-05-25      | 5.2973%  | N/A     | $30000000.00       | $23271125.33       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $88938728.00       | $88979417.56       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $290000.00         | $182045.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $3001.00           | $3037.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 4.5000%  | N/A     | $1145327.00        | $116968.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 5.5000%  | N/A     | $3700732.00        | $297071.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.5000%  | N/A     | $1121109.00        | $192847.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 4.9473%  | N/A     | $70118899.00       | $39902459.85       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $23132639.00       | $19768259.83       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $1024.00           | $742.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 5.5000%  | N/A     | $1667883.00        | $117306.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.0000%  | N/A     | $1516990.00        | $224345.45         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-25      | 4.7973%  | N/A     | $40845313.00       | $36337326.96       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $770.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 5.5000%  | N/A     | $2820.00           | $113.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 4.0000%  | N/A     | $37650316.00       | $5133378.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 4.6373%  | N/A     | $41306200.00       | $32501145.99       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.0000%  | N/A     | $200000.00         | $147210.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 3.0000%  | N/A     | $2170778.00        | $126925.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-02-01      | 6.0000%  | N/A     | $2027.00           | $126.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $4284000.00        | $3624995.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $593000.00         | $403430.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-08-01      | 6.0000%  | N/A     | $1813647.00        | $89763.70          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 3.5000%  | N/A     | $115000.00         | $84733.18          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.0000%  | N/A     | $1880829.00        | $435032.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 4.0000%  | N/A     | $5582.00           | $413.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 3.0000%  | N/A     | $395819.00         | $219539.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $625000.00         | $315476.41         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $1502456.00        | $1215910.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-07-01      | 2.5000%  | N/A     | $600000.00         | $203978.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 5.0000%  | N/A     | $1520278.00        | $100267.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-11-01      | 6.0000%  | N/A     | $23236.00          | $299.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $11056.00          | $11592.64          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $100000.00         | $59008.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $215784.00         | $213254.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 3.5000%  | N/A     | $1006127.00        | $110596.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $1455722.00        | $1058620.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $90000000.00       | $72437455.86       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1075697.00        | $1124686.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 4.5000%  | N/A     | $1422171.00        | $385885.47         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.5000%  | N/A     | $1000.00           | $210.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 5.5000%  | N/A     | $364944.00         | $321419.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.5000%  | N/A     | $600000.00         | $256019.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $633.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 3.5000%  | N/A     | $1133180.00        | $205168.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 5.2473%  | N/A     | $50000000.00       | $41185399.20       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-08-25      | 4.8973%  | N/A     | $50000000.00       | $47004866.90       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 5.1473%  | N/A     | $120000000.00      | $77953730.59       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.5000%  | N/A     | $1000.00           | $833.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $846611.00         | $693453.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 3.0000%  | N/A     | $1050000.00        | $318646.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $400000.00         | $184790.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $4816000.00        | $2873372.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 6.0500%  | N/A     | $2567.00           | $94.27             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 4.5000%  | N/A     | $2718055.00        | $214957.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 5.1973%  | N/A     | $57517284.00       | $46364202.79       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $314001.00         | $208797.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $1963362.00        | $1165033.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 5.1973%  | N/A     | $50000000.00       | $33300314.86       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 7.0000%  | N/A     | $1086400.00        | $1150104.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 2.5000%  | N/A     | $2040000.00        | $96717.01          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-03-01      | 8.0000%  | N/A     | $1299.00           | $16.79             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-03-01      | 5.0000%  | N/A     | $21698000.00       | $4179042.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $620000.00         | $344156.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.5000%  | N/A     | $2142075.00        | $1177526.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.0000%  | N/A     | $12722000.00       | $1911638.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $7250.00           | $7529.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1213898.00        | $1213186.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 5.5000%  | N/A     | $4103.00           | $11.44             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $100000.00         | $70555.79          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $361451000.00      | $87098267.22       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-11-01      | 3.0000%  | N/A     | $5000000.00        | $29602.45          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | 5.0000%  | N/A     | $8026054.00        | $226048.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1489947.00        | $1056756.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 5.0000%  | N/A     | $2837999.00        | $417740.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $3623.00           | $3585.67           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-03-01      | 2.0000%  | N/A     | $1500000.00        | $61476.18          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $6001.00           | $6230.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.5000%  | N/A     | $2760.00           | $476.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 5.0000%  | N/A     | $1436959.00        | $196839.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 5.0000%  | N/A     | $1048726.00        | $150790.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 5.5000%  | N/A     | $1039371.00        | $129088.41         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 4.0000%  | N/A     | $1640035.00        | $1477273.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $33098835.00       | $30824145.53       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 5.0000%  | N/A     | $2535969.00        | $52155.86          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $400000.00         | $282526.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $5682440.00        | $4117644.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 5.0000%  | N/A     | $1854794.00        | $228830.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-12-01      | 3.5000%  | N/A     | $5600000.00        | $37557.98          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.0000%  | N/A     | $1000.00           | $807.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 7.5000%  | N/A     | $1060070.00        | $411367.50         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.0000%  | N/A     | $250000000.00      | $217090840.52      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.0000%  | N/A     | $190000.00         | $180640.80         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 3.5000%  | N/A     | $20215520.00       | $8173905.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $104095.00         | $77294.78          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.5000%  | N/A     | $2408092.00        | $948554.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-15      | 3.0000%  | N/A     | $15000000.00       | $19385625.90       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-09-01      | 3.0000%  | N/A     | $5000000.00        | $32460.86          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-02-01      | 3.5000%  | N/A     | $2000000.00        | $283785.80         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.0000%  | N/A     | $2091.00           | $324.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 5.0473%  | N/A     | $191127259.00      | $113180542.41      | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $10120000.00       | $10224802.06       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-05-01      | 3.5000%  | N/A     | $751236.00         | $198885.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-07-01      | 3.5000%  | N/A     | $555000.00         | $405986.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1173785.00        | $972324.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 3.0000%  | N/A     | $1351312.00        | $229047.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 6.0000%  | N/A     | $12646491.00       | $227769.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-25      | 5.0473%  | N/A     | $50000000.00       | $31074419.84       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $9011.00           | $9514.48           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $662079.00         | $489536.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 3.5000%  | N/A     | $364077.00         | $73996.22          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.0000%  | N/A     | $1394140.00        | $1164522.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $763849.00         | $769486.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $1024.00           | $828.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1557503.00        | $1304241.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $927.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $2102528.00        | $2119192.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $1000.00           | $160.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.0000%  | N/A     | $1000.00           | $117.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1033.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $11542640.00       | $9698896.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $887.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $545791.00         | $241809.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-08-01      | 5.0000%  | N/A     | $1000.00           | $939.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $225000.00         | $164405.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.0000%  | N/A     | $958095.00         | $192104.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $167000.00         | $131159.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $201000.00         | $131572.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1102888.00        | $1017139.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $3520.00           | $2878.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-01      | 7.5000%  | N/A     | $1011447.00        | $109344.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.5000%  | N/A     | $2174644.00        | $163317.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 4.0000%  | N/A     | $5182685.00        | $363770.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.5000%  | N/A     | $1071764.00        | $194742.93         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $2077.00           | $1822.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.0000%  | N/A     | $1192880.00        | $352170.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.0000%  | N/A     | $816000.00         | $167112.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | 5.5000%  | N/A     | $1271650.00        | $110317.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 7.0000%  | N/A     | $2239918.00        | $1362187.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.5000%  | N/A     | $1001.00           | $733.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.5000%  | N/A     | $53367657.00       | $485616.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $1112965.00        | $1146132.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $1688080.00        | $1334084.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-05-01      | 6.0000%  | N/A     | $2032588.00        | $192308.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-07-01      | 4.5000%  | N/A     | $3235535.00        | $133070.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | 3.0000%  | N/A     | $150000.00         | $48512.78          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 5.5000%  | N/A     | $11061619.00       | $121386.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.5000%  | N/A     | $4882925.00        | $135471.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-04-01      | 6.0000%  | N/A     | $1080228.00        | $185009.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $1086939.00        | $323632.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.0473%  | N/A     | $96395700.00       | $78878104.29       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $12033759.00       | $1923853.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $1000.00           | $834.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $1140598.00        | $826358.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $1879868.00        | $1499556.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $8000.00           | $6455.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $8577000.00        | $5969613.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | 3.5000%  | N/A     | $3047040.00        | $258292.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1008.00           | $962.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $1021.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.5000%  | N/A     | $1323880.00        | $237813.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-03-01      | 5.5000%  | N/A     | $1007813.00        | $117329.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $1008.00           | $652.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $2000.00           | $1284.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1164450.00        | $1209946.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $29642534.00       | $12427151.79       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.5000%  | N/A     | $1101406.00        | $438788.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.5000%  | N/A     | $2075068.00        | $92577.40          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-25      | 4.9973%  | N/A     | $52880000.00       | $38074449.67       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.0000%  | N/A     | $1000.00           | $357.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $987.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $1203644.00        | $1246553.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $623589.00         | $302989.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 7.0000%  | N/A     | $1000.00           | $935.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $39877963.00       | $1574573.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $6553600.00        | $6018255.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-03-01      | 5.5000%  | N/A     | $4263642.00        | $253313.07         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-25      | 4.9973%  | N/A     | $72276000.00       | $41703304.56       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-05-01      | 7.0000%  | N/A     | $1000.00           | $619.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $400000.00         | $229727.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $911.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $961000.00         | $490864.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-06-01      | 3.0000%  | N/A     | $3901024.00        | $131428.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.0000%  | N/A     | $1000.00           | $631.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1051.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 4.0000%  | N/A     | $1535028.00        | $47242.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.5000%  | N/A     | $665000.00         | $117041.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-09-01      | 4.5000%  | N/A     | $14002350.00       | $1279720.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $2079.00           | $507.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $1001.00           | $662.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $370000.00         | $229644.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-01      | 2.5000%  | N/A     | $530000.00         | $245169.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $1188288.00        | $244721.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $7000.00           | $7188.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $331640.00         | $348287.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $1024.00           | $598.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 4.5000%  | N/A     | $1000.00           | $809.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | 6.0000%  | N/A     | $2398288.00        | $378132.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $695.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 5.5000%  | N/A     | $1744576.00        | $173742.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $1162588.00        | $772810.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $5000000.00        | $1196828.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 4.0000%  | N/A     | $1284550.00        | $308058.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $1417206.00        | $1226162.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | 4.0000%  | N/A     | $4153477.00        | $285920.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 7.0000%  | N/A     | $2000177.00        | $1319359.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1039.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-03-01      | 2.0000%  | N/A     | $6930000.00        | $250116.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1545607.00        | $1193501.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $1024.00           | $601.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-01      | 5.5000%  | N/A     | $1053513.00        | $160654.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $36161290.00       | $37117679.28       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | 6.0000%  | N/A     | $1017411.00        | $112069.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-25      | 4.2973%  | N/A     | $50000000.00       | $36944167.25       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $650088.00         | $586486.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-03-01      | 5.5000%  | N/A     | $1340309.00        | $117725.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-25      | 4.4973%  | N/A     | $50789332.00       | $35250037.65       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-12-01      | 4.0000%  | N/A     | $130868.00         | $73779.51          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $1236708.00        | $1221674.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $2048.00           | $1452.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $2000.00           | $386.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.5000%  | N/A     | $2500000.00        | $361031.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $2748908.00        | $2423487.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 5.5000%  | N/A     | $19129844.00       | $269315.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 5.0000%  | N/A     | $1887887.00        | $368199.07         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $425000.00         | $93956.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1556021.00        | $1538907.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.0000%  | N/A     | $1541484.00        | $134714.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $784.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-08-01      | 4.0000%  | N/A     | $884126.00         | $150349.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $1024.00           | $620.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-04-01      | 4.0000%  | N/A     | $228620.00         | $81899.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $1049242.00        | $468317.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.0000%  | N/A     | $10000000.00       | $1243539.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $1000.00           | $909.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $1024.00           | $623.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $862.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $6437120.00        | $6360058.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.5000%  | N/A     | $2569603.00        | $301400.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $698174.00         | $484081.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $133306.00         | $113471.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-04-01      | 3.5000%  | N/A     | $212920.00         | $26047.64          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 7.0000%  | N/A     | $1024.00           | $705.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $6032.00           | $6194.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 3.5000%  | N/A     | $1000.00           | $452.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 5.5000%  | N/A     | $1543250.00        | $185033.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 3.5000%  | N/A     | $5973145.00        | $277573.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $2073924.00        | $1598214.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 4.0000%  | N/A     | $200000.00         | $17739.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 7.0000%  | N/A     | $1025016.00        | $849556.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $380476.00         | $287668.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1008.00           | $994.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 7.5000%  | N/A     | $1000.00           | $1050.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | 6.0000%  | N/A     | $1312642.00        | $143746.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $600000.00         | $428724.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1717348.00        | $1756428.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 4.0000%  | N/A     | $2951134.00        | $863295.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 4.0000%  | N/A     | $11884921.00       | $1724571.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1369000.00        | $1167540.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.5000%  | N/A     | $1932667.00        | $104452.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | 5.5000%  | N/A     | $1011959.00        | $188639.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $2173777.00        | $451254.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $815.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $993.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.5000%  | N/A     | $1027170.00        | $924220.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $225000.00         | $65489.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1232162.00        | $824232.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $13368.00          | $13784.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.5000%  | N/A     | $31707769.00       | $221535.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-09-01      | 3.5000%  | N/A     | $3125394.00        | $156752.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 5.0000%  | N/A     | $1136409.00        | $375084.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $9204688.00        | $7458524.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $5000.00           | $3724.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $2048.00           | $417.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.0000%  | N/A     | $1047250.00        | $1105404.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $300000.00         | $168456.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $767.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | 5.5000%  | N/A     | $1506477.00        | $190896.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1024.00           | $845.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 5.5000%  | N/A     | $6306604.00        | $413062.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.0000%  | N/A     | $350000.00         | $86147.78          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $8889296.00        | $7561054.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.0000%  | N/A     | $2000000.00        | $36284.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $2000.00           | $1866.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | 4.5000%  | N/A     | $1000.00           | $792.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1539500.00        | $1586603.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1280.00           | $1222.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $1024.00           | $618.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-25      | 4.5473%  | N/A     | $50000000.00       | $30674445.61       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $1000000.00        | $452747.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $1752540.00        | $1761008.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $1169270.00        | $833753.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $300000.00         | $155684.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $1000.00           | $1042.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $1000.00           | $829.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $1024.00           | $645.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $1024.00           | $622.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $932.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $2048.00           | $1236.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $500000.00         | $278566.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-01-01      | 3.5000%  | N/A     | $1000.00           | $340.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1008.00           | $938.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-25      | 1.6151%  | N/A     | $8000000.00        | $3816128.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $745000.00         | $468323.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-03-01      | 6.0000%  | N/A     | $1711447.00        | $153817.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | 5.5000%  | N/A     | $3151269.00        | $164269.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $1024.00           | $625.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $901.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $1024.00           | $625.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2769444.00        | $2677968.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.0000%  | N/A     | $34795.00          | $14533.71          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-04-01      | 4.0000%  | N/A     | $1995850.00        | $257610.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-12-01      | 6.0000%  | N/A     | $1167834.00        | $111009.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.0000%  | N/A     | $4138174.00        | $1215169.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | 6.0000%  | N/A     | $1848692.00        | $105422.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $2927776.00        | $2658203.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-10-01      | 5.5000%  | N/A     | $1197144.00        | $199898.93         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $17682688.00       | $10886054.64       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $1024.00           | $808.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $6063.00           | $5582.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $992.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1116682.00        | $889647.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | 5.5000%  | N/A     | $1500334.00        | $160320.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $5598000.00        | $3775354.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $31563789.00       | $6288346.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $11364420.00       | $10642695.98       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-10-01      | 3.0000%  | N/A     | $1001.00           | $17.73             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | 5.0000%  | N/A     | $585000.00         | $121450.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | 4.9473%  | N/A     | $17027615.00       | $13249925.08       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1938359.00        | $1891253.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.0000%  | N/A     | $1000.00           | $957.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $196000.00         | $154753.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-01-01      | 5.5000%  | N/A     | $3389678.00        | $186629.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $2710684.00        | $2484276.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 3.5000%  | N/A     | $1288792.00        | $186608.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $773885.00         | $166987.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-12-01      | 6.0000%  | N/A     | $1642490.00        | $224421.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-09-01      | 3.5000%  | N/A     | $7783264.00        | $313994.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.5000%  | N/A     | $55332352.00       | $12150946.49       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 5.5000%  | N/A     | $2042865.00        | $326403.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $924.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-02-01      | 5.5000%  | N/A     | $1788402.00        | $103818.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.5000%  | N/A     | $80225.00          | $21289.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 5.0000%  | N/A     | $1458131.00        | $485357.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $609001.00         | $370498.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1210603.00        | $1056191.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $839.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $1000.00           | $612.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.5000%  | N/A     | $5026504.00        | $334121.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.5000%  | N/A     | $33802038.00       | $56700.36          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $691.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $4070720.00        | $4196360.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $25509280.00       | $3901245.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $54425.00          | $44018.45          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $901.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 7.0000%  | N/A     | $1260090.00        | $899718.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $285847.00         | $145645.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $1000.00           | $623.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-25      | 4.7973%  | N/A     | $38968685.00       | $37966452.61       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.5000%  | N/A     | $1087500.00        | $1124445.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $1019.00           | $573.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.5000%  | N/A     | $1058448.00        | $380848.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $20185760.00       | $17109390.32       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $805.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $1900000.00        | $249741.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $80549239.00       | $78077054.37       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $3363377.00        | $3402415.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $1000.00           | $832.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1016.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $1035.00           | $851.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $683153.00         | $483847.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-25      | 4.8973%  | N/A     | $82973505.00       | $79929186.12       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1024.00           | $944.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-03-01      | 5.5000%  | N/A     | $1463300.00        | $198961.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 5.0000%  | N/A     | $3355319.00        | $160955.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.0000%  | N/A     | $1724269.00        | $482159.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.5000%  | N/A     | $2340203.00        | $148955.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1916602.00        | $1859007.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $4759900.00        | $4854422.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.0000%  | N/A     | $465000.00         | $144196.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.5000%  | N/A     | $1000.00           | $38.72             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $1024.00           | $606.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $766.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1008.00           | $969.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $29413115.00       | $27184960.65       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1085828.00        | $1082488.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 3.5000%  | N/A     | $2239.00           | $337.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $1727539.00        | $808501.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.0000%  | N/A     | $2814000.00        | $123047.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 7.0000%  | N/A     | $1000.00           | $966.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $1028.00           | $614.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-25      | 5.0973%  | N/A     | $50000000.00       | $33747250.13       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-06-01      | 7.0000%  | N/A     | $1000.00           | $829.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-11-01      | 6.0000%  | N/A     | $1950199.00        | $92158.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 3.5000%  | N/A     | $5641025.00        | $131868.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $2711840.00        | $2099295.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $2052484.00        | $1631850.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 3.0000%  | N/A     | $414621.00         | $78158.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1001.00           | $927.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $287111.00         | $291242.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1086830.00        | $1138500.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $1013.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-25      | 1.2445%  | N/A     | $48131000.00       | $42316674.94       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $750000.00         | $428510.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-10-01      | 5.5000%  | N/A     | $24500000.00       | $237738.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $847.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $4059641.00        | $1207909.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-25      | 5.1473%  | N/A     | $1000.00           | $779.01            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-03-01      | 6.0000%  | N/A     | $11270340.00       | $412968.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $14849729.00       | $12813726.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $470000.00         | $133896.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1458280.00        | $1191301.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $2226048.00        | $1492290.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $3461002.00        | $204969.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 3.5000%  | N/A     | $670000.00         | $375461.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.0000%  | N/A     | $1339549.00        | $320458.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-25      | 4.3973%  | N/A     | $50000000.00       | $40355787.17       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $375000.00         | $242496.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $1428433.00        | $289394.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $2403687.00        | $2278307.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 4.0000%  | N/A     | $3059022.00        | $453305.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $778621.00         | $652052.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $209886528.00      | $104517455.50      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1024.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $5555674.00        | $1469103.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.0000%  | N/A     | $1000.00           | $775.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $625000.00         | $385122.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $1024.00           | $619.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $506240.00         | $395707.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $925.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-07-01      | 3.0000%  | N/A     | $5000000.00        | $84378.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $157630464.00      | $94763354.22       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $12859184.00       | $12339513.66       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $22483407.00       | $4237260.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.5000%  | N/A     | $2150025.00        | $198463.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-01      | 3.5000%  | N/A     | $300000.00         | $28759.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 4.0000%  | N/A     | $2350833.00        | $379259.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $1048.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1011901.00        | $1064181.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.0000%  | N/A     | $1223.00           | $351.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | 2.5000%  | N/A     | $1000.00           | $456.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $5789712.00        | $5403622.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $607.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1725228.00        | $1155159.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 2.0000%  | N/A     | $616000.00         | $286918.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 7.0000%  | N/A     | $1330078.00        | $574658.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 1.8200%  | N/A     | $18231733.00       | $15364904.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $2016.00           | $539.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 5.0000%  | N/A     | $1000.00           | $79.98             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $8093.00           | $8374.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1036.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $29622652.00       | $4644763.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $1394380.00        | $1064673.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $1008.00           | $821.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-01      | 2.5000%  | N/A     | $6500000.00        | $377649.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $5444752.00        | $5769826.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 5.5000%  | N/A     | $1697570.00        | $116171.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $1008.00           | $529.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.0000%  | N/A     | $4993839.00        | $468644.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $300000.00         | $213863.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $926.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $1000.00           | $607.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 4.5000%  | N/A     | $1001.00           | $844.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $93248.00          | $60684.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $1038644.00        | $1043700.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 5.0000%  | N/A     | $1000000.00        | $299651.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.5000%  | N/A     | $5644072.00        | $220728.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | 6.0000%  | N/A     | $11148103.00       | $59820.79          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $222755117.00      | $120791752.66      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $2048.00           | $1839.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 7.5000%  | N/A     | $1438969.00        | $1559075.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $5683856.00        | $4160079.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $1002.00           | $646.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $1024.00           | $620.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $926.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-12-01      | 5.5000%  | N/A     | $3388001.00        | $202737.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-01      | 5.5000%  | N/A     | $1086815.00        | $192865.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $783.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1001.00           | $1065.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $787.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1054.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 6.0000%  | N/A     | $1659987.00        | $138641.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 2.0000%  | N/A     | $154673588.00      | $81303575.06       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.5000%  | N/A     | $10208591.00       | $199134.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-08-01      | 3.5000%  | N/A     | $1000.00           | $80.56             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $442295.00         | $464415.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $1966493.00        | $377709.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $400000.00         | $102847.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $3846000.00        | $3026310.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-10-01      | 3.0000%  | N/A     | $5000000.00        | $19787.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $1396171.00        | $1134573.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $1001.00           | $1028.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.0000%  | N/A     | $1500000.00        | $424022.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $2745359.00        | $2637997.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $2082753.00        | $1848506.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1026.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.5000%  | N/A     | $1186966.00        | $169529.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $455000.00         | $340707.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $1058334.00        | $984343.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.5000%  | N/A     | $5713325.00        | $263995.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1003310.00        | $1030810.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 7.0000%  | N/A     | $1824217.00        | $309419.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 7.0000%  | N/A     | $1649553.00        | $1223649.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-25      | 4.5473%  | N/A     | $59572502.00       | $36547069.45       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $921.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $1430864.00        | $1316074.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $6791140.00        | $1163330.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.0000%  | N/A     | $12718584.00       | $130992.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-25      | 4.6973%  | N/A     | $15000000.00       | $11740621.96       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-06-01      | 4.0000%  | N/A     | $1000.00           | $151.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $1231.00           | $324.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $2994000.00        | $3042354.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $2000.00           | $1537.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $1024.00           | $630.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $889.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $1008.00           | $780.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $2072041.00        | $1557343.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $2232800.00        | $2320015.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-25      | 4.9973%  | N/A     | $204300.00         | $142843.96         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $8589856.00        | $8795054.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $923.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $300000.00         | $228210.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $1280.00           | $716.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $209648639.00      | $99475572.07       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $170000.00         | $105652.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $1165238.00        | $908085.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $1094750.00        | $1128421.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $17500000.00       | $257585.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $448825.00         | $247930.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-12-25      | 2.2660%  | N/A     | $1030.00           | $145.89            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-02-01      | 7.0000%  | N/A     | $1131276.00        | $1027653.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $1024.00           | $621.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1516608.00        | $1579103.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 4.2700%  | N/A     | $101845.00         | $101874.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.5000%  | N/A     | $930000.00         | $443137.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-09-01      | 2.5000%  | N/A     | $2000000.00        | $43376.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $990.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $9418336.00        | $9015532.12        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-06-15      | 4.6250%  | N/A     | $4930400.00        | $5029248.51        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-02-28      | 4.1250%  | N/A     | $8616000.00        | $8816670.45        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-06-30      | 3.7500%  | N/A     | $160139200.00      | $161117928.32      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-02-26      | 0.0000%  | N/A     | $1064200.00        | $1061627.83        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-10-15      | 3.8750%  | N/A     | $24334500.00       | $24745358.75       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-04-23      | 0.0000%  | N/A     | $800.00            | $793.65            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-03-31      | 4.1250%  | N/A     | $3593900.00        | $3691882.47        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $1422300.00        | $1436669.31        | U.S. Treasuries (including strips)        |

### Security 171: ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)

- **C.1 - Title:** ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: OSG002DL2
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2030-08-01      | 3.0000%  | N/A     | $733162.00         | $38751.60          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $27585.00          | $25927.85          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 3.5000%  | N/A     | $48334.00          | $28808.88          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 3.0000%  | N/A     | $424871.00         | $28879.57          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $1000.00           | $736.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $2000.00           | $2076.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.0000%  | N/A     | $199999.00         | $147210.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 4.5000%  | N/A     | $500000.00         | $32424.81          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $1024.00           | $887.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 2.5000%  | N/A     | $790000.00         | $587748.93         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 5.5000%  | N/A     | $50000.00          | $27233.69          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 3.0000%  | N/A     | $1344871.00        | $339160.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 5.5000%  | N/A     | $4133000.00        | $28054.38          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 5.5000%  | N/A     | $1770290.00        | $37204.97          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 4.0000%  | N/A     | $1960000.00        | $274156.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | 3.5000%  | N/A     | $1000.00           | $203.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $170268.00         | $162116.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 3.5000%  | N/A     | $95671.00          | $47283.16          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $47126000.00       | $47393947.97       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $61939782.00       | $63278237.79       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 5.5000%  | N/A     | $5544643.00        | $32012.53          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.0000%  | N/A     | $1024.00           | $923.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $1024.00           | $915.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.5000%  | N/A     | $1024.00           | $1029.48           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 3.0000%  | N/A     | $800000.00         | $121143.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $1024.00           | $651.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.0000%  | N/A     | $1024.00           | $864.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1017.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $57000.00          | $52102.93          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.5000%  | N/A     | $1000.00           | $386.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $861.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 3.5000%  | N/A     | $766644.00         | $506423.50         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $1000.00           | $169.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $18412544.00       | $12593659.52       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $3759075.00        | $2815337.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 4.0000%  | N/A     | $1850000.00        | $163092.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 5.6500%  | N/A     | $607116.00         | $48865.66          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $835.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.5000%  | N/A     | $1484932.00        | $145836.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $388.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 7.0000%  | N/A     | $4403067.00        | $116434.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 4.0000%  | N/A     | $1000.00           | $198.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-11-01      | 4.0000%  | N/A     | $1000000.00        | $247598.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.5000%  | N/A     | $200000.00         | $28696.06          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $14630816.00       | $10179454.17       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $309209.00         | $222961.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-04-01      | 5.0000%  | N/A     | $1469.00           | $13.70             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.0000%  | N/A     | $1923000.00        | $1736599.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.5000%  | N/A     | $10729.00          | $8256.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-07-01      | 4.5000%  | N/A     | $2803.00           | $39.54             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-01-01      | 5.0000%  | N/A     | $1924959.00        | $96566.08          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $1024.00           | $1036.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-05-01      | 6.0500%  | N/A     | $893116.00         | $62568.28          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 4.5000%  | N/A     | $1293000.00        | $39033.70          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 3.5000%  | N/A     | $815000.00         | $97748.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 5.4600%  | N/A     | $675000.00         | $38705.02          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $8286756.00        | $6999297.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $65000.00          | $41731.13          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-07-01      | 5.0000%  | N/A     | $1310418.00        | $240105.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 4.0000%  | N/A     | $1001.00           | $161.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $27169.00          | $28223.00          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 3.5000%  | N/A     | $1000.00           | $180.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 5.5000%  | N/A     | $1000.00           | $1003.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $350000.00         | $111397.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1026.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $787.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 3.5000%  | N/A     | $414000.00         | $79987.45          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $1184526.00        | $933169.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $157992960.00      | $47582933.23       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $7586712.00        | $6631392.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1630.00           | $1579.13           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $144582.00         | $151580.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 4.5000%  | N/A     | $4899169.00        | $163676.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-06-01      | 3.5000%  | N/A     | $991770.00         | $294639.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $1024.00           | $1047.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 5.4400%  | N/A     | $1577854.00        | $39342.22          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $882.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $1000.00           | $799.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.5000%  | N/A     | $1000.00           | $1051.43           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $8593917.00        | $1402360.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $17137295.00       | $12942320.68       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1346700.00        | $1375722.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-02-01      | 6.0500%  | N/A     | $1751505.00        | $98639.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.0000%  | N/A     | $4072128.00        | $64837.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $1024.00           | $808.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 3.5000%  | N/A     | $415672.00         | $231122.25         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 3.5000%  | N/A     | $1000.00           | $197.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 5.5000%  | N/A     | $25273.00          | $1014.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $888.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 4.0000%  | N/A     | $190107.00         | $43630.73          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 4.0000%  | N/A     | $172000.00         | $28029.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 2.0000%  | N/A     | $200000.00         | $145696.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.5000%  | N/A     | $192000.00         | $116963.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $701000.00         | $532043.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $514.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $8018529.00        | $5994853.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1040.00           | $1000.83           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $100000.00         | $78729.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1006.10           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-08-01      | 2.5000%  | N/A     | $560083.00         | $41926.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 3.5000%  | N/A     | $270000.00         | $44883.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $1008.00           | $1044.94           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-01-01      | 3.0000%  | N/A     | $3479746.00        | $34504.46          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $723000.00         | $510306.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $904.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.0000%  | N/A     | $11540974.00       | $11911835.50       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $786132.00         | $205773.50         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.0000%  | N/A     | $1221954.00        | $1274563.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1137168.00        | $1111438.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.0000%  | N/A     | $400000.00         | $45630.23          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1008.00           | $963.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 2.5000%  | N/A     | $1000.00           | $293.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $300000.00         | $228021.13         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $10471744.00       | $8843486.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $2604.00           | $2730.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $2760.00           | $2866.48           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.0000%  | N/A     | $877525.00         | $131270.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-11-01      | 6.0000%  | N/A     | $68769.00          | $886.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-03-01      | 7.0000%  | N/A     | $28640722.00       | $33768.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $73238.00          | $48768.60          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $756.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.0000%  | N/A     | $67000.00          | $59913.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-03-01      | 7.0000%  | N/A     | $2100000.00        | $80999.48          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 5.5000%  | N/A     | $1000.00           | $794.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.0000%  | N/A     | $279625.00         | $291647.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 3.0000%  | N/A     | $2060420.00        | $279125.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $50000.00          | $38903.78          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $50000.00          | $33726.51          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 2.5000%  | N/A     | $60000.00          | $25761.19          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $978.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $55000000.00       | $48684389.79       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-04-01      | 3.0000%  | N/A     | $3766073.00        | $984411.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $3067771.00        | $2734693.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1030.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 5.0000%  | N/A     | $48556.00          | $1692.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 5.7000%  | N/A     | $2632196.00        | $40183.73          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $2000.00           | $2111.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 3.0000%  | N/A     | $1000.00           | $164.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 2.0000%  | N/A     | $53130.00          | $36565.29          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-10-01      | 5.0000%  | N/A     | $6605947.00        | $28524.55          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $370000.00         | $264007.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.0000%  | N/A     | $1000.00           | $902.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 4.0000%  | N/A     | $11318.00          | $837.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 5.0000%  | N/A     | $7082.00           | $129.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $30000.00          | $25206.08          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $950.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 3.5000%  | N/A     | $69000.00          | $29326.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1024.00           | $1048.47           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.5000%  | N/A     | $8142494.00        | $5969346.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 4.0000%  | N/A     | $456205.00         | $314200.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $1000.00           | $919.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 5.5500%  | N/A     | $706531.00         | $75635.98          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $50442.00          | $33533.95          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 5.0000%  | N/A     | $380000.00         | $39281.43          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $822.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.0000%  | N/A     | $219859.00         | $32380.13          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $699000.00         | $457650.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-09-01      | 5.0000%  | N/A     | $27135463.00       | $436411.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $302102.00         | $273253.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 5.0000%  | N/A     | $1449084.00        | $63553.56          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 2.5000%  | N/A     | $1000.00           | $529.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-12-01      | 5.0000%  | N/A     | $3613645.00        | $646315.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 5.5000%  | N/A     | $7418.00           | $20.69             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 2.5000%  | N/A     | $586685.00         | $154644.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $11312.00          | $11443.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $44023.00          | $30135.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 4.0000%  | N/A     | $180343.00         | $125416.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 4.0000%  | N/A     | $471052.00         | $33248.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.0000%  | N/A     | $1180000.00        | $139578.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $10630180.00       | $10097672.94       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-08-01      | 5.5000%  | N/A     | $728993.00         | $570164.73         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 3.5000%  | N/A     | $2551000.00        | $144578.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 3.5000%  | N/A     | $1218000.00        | $128018.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $9543883.00        | $8756314.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $896.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 4.8473%  | N/A     | $139300000.00      | $110813674.41      | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 3.5000%  | N/A     | $2441000.00        | $215276.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-10-01      | 5.0000%  | N/A     | $2392557.00        | $26814.20          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 5.0000%  | N/A     | $546523.00         | $35542.91          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $823000.00         | $580410.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $6498000.00        | $4739368.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-07-01      | 3.0000%  | N/A     | $1000.00           | $590.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 5.5500%  | N/A     | $1643584.00        | $39929.37          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-12-01      | 4.5000%  | N/A     | $813000.00         | $77468.26          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 7.0000%  | N/A     | $26012260.00       | $71466.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 5.0000%  | N/A     | $13257659.00       | $408431.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $3976140.00        | $3136747.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-01-01      | 5.0000%  | N/A     | $2348530.00        | $488274.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $20330496.00       | $19042249.12       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $119351.00         | $97038.83          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 2.0000%  | N/A     | $56000.00          | $42302.27          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 4.5000%  | N/A     | $10602597.00       | $8337900.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 4.0000%  | N/A     | $1000.00           | $94.35             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 4.5000%  | N/A     | $500000.00         | $351266.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $8261248.00        | $6919391.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $123000.00         | $76335.82          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1024.00           | $926.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $846.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.5000%  | N/A     | $333013.00         | $41486.49          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $41052937.00       | $38231608.59       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 5.0000%  | N/A     | $1505.00           | $16.85             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 4.0000%  | N/A     | $57000.00          | $31960.32          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-06-01      | 4.5000%  | N/A     | $137000.00         | $35737.25          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $19292890.00       | $18236154.93       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $22342368.00       | $21544180.51       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $1024.00           | $777.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 5.5000%  | N/A     | $8489447.00        | $94097.85          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $876.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.5000%  | N/A     | $1000.00           | $393.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $755.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $60128.00          | $44342.95          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $2048.00           | $1398.37           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $11456928.00       | $9080440.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 4.0000%  | N/A     | $433000.00         | $47509.23          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $6368697.00        | $5754965.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $2994750.00        | $2465423.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.0000%  | N/A     | $3200.00           | $497.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $8575670.00        | $7540324.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 2.5000%  | N/A     | $486926.00         | $61155.46          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 6.5000%  | N/A     | $70491.00          | $58305.03          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 6.0000%  | N/A     | $1208250.00        | $1260269.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 3.5000%  | N/A     | $1008.00           | $120.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 5.5000%  | N/A     | $4263424.00        | $33618.20          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 5.5000%  | N/A     | $9837.00           | $738.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $1008.00           | $1032.53           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 4.0000%  | N/A     | $8876.00           | $856.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 5.0973%  | N/A     | $19910000.00       | $13799156.85       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $1024.00           | $1026.53           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 5.6200%  | N/A     | $525000.00         | $55999.82          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 5.4400%  | N/A     | $550000.00         | $34863.78          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-07-01      | 4.5000%  | N/A     | $130000.00         | $41180.49          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 3.0000%  | N/A     | $434000.00         | $32387.92          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1024.00           | $994.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $25516352.00       | $24385291.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $2144.00           | $830.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 3.0000%  | N/A     | $17216336.00       | $10554832.25       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $789.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1927500.00        | $1995841.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2060-01-01      | 3.0000%  | N/A     | $1024.00           | $735.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $31797866.00       | $24531960.94       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $7900069.00        | $8072832.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.0000%  | N/A     | $38880838.00       | $8950139.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 7.0000%  | N/A     | $1000.00           | $714.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $630.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $1024.00           | $392.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $1200.00           | $654.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1024.00           | $980.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.0000%  | N/A     | $130804.00         | $60242.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.5000%  | N/A     | $1000.00           | $256.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $5647674.00        | $3203934.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $1000.00           | $369.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.5000%  | N/A     | $1000.00           | $830.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-10-01      | 3.5000%  | N/A     | $3139935.00        | $60156.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $1280.00           | $782.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $2008.00           | $1710.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $641.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $25021568.00       | $25126607.51       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $1019.00           | $841.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $792.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $1024.00           | $908.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1024.00           | $1035.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $35938162.00       | $26866057.60       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.0000%  | N/A     | $1000.00           | $732.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $1024.00           | $766.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1071.00           | $1056.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $666.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $1000.00           | $809.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.5000%  | N/A     | $1000.00           | $303.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.0000%  | N/A     | $1000.00           | $97.55             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $12999648.00       | $2273384.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $2074.00           | $1994.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $2613046.00        | $2408945.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.0000%  | N/A     | $7913064.00        | $6511503.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.5000%  | N/A     | $1000.00           | $899.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $700645.00         | $581614.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $719.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $734.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $85000.00          | $61166.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $2000.00           | $1485.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $1000.00           | $658.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.0000%  | N/A     | $1000.00           | $228.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1024.00           | $957.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.5000%  | N/A     | $1000.00           | $579.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.5000%  | N/A     | $1000.00           | $709.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1110360.00        | $1146821.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $863.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1008.00           | $1051.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $797.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $2016.00           | $1597.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1024.00           | $963.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $21988362.00       | $22402585.33       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $1004.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.5000%  | N/A     | $99000.00          | $27681.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $1000.00           | $821.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $1000.00           | $611.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $1000.00           | $201.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $858.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $3385877.00        | $927106.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $69700992.00       | $7767029.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $6165767.00        | $3951413.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $4214422.00        | $3938646.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $1024.00           | $618.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $2484628.00        | $2556572.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $170000.00         | $111875.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $795.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1307946.00        | $1241982.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $968.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2060-12-01      | 3.0000%  | N/A     | $1000.00           | $862.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $1005.00           | $9.42              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $1024.00           | $620.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 3.5000%  | N/A     | $1000.00           | $135.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $48710.00          | $13450.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1007.00           | $1050.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.0000%  | N/A     | $2000.00           | $1717.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $2008.00           | $1555.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $1024.00           | $623.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $863.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $971.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $3000.00           | $2497.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $20871570.00       | $18829586.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-25      | 4.6973%  | N/A     | $19819599.00       | $19717488.83       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $1895000.00        | $1584005.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $839.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $736.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $18301548.00       | $14341745.35       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $1001.00           | $592.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $9506401.00        | $8938037.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $644.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 4.0000%  | N/A     | $1000.00           | $351.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 6.0000%  | N/A     | $1652092.00        | $908668.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.0000%  | N/A     | $1000.00           | $910.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.0000%  | N/A     | $3389255.00        | $2076193.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1024.00           | $718.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $1000.00           | $545.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $2839084.00        | $2367602.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $51555.00          | $42192.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $1008.00           | $268.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1393000.00        | $1292044.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $1024.00           | $593.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1546900.00        | $1083588.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $1024.00           | $853.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 4.0000%  | N/A     | $1000.00           | $699.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-12-01      | 4.0000%  | N/A     | $1000.00           | $52.88             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $9152192.00        | $7076780.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $1000.00           | $343.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $66154041.00       | $64576372.58       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $12674582.00       | $12393983.94       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 4.5000%  | N/A     | $193000.00         | $40127.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1041.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1120.00           | $943.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $563.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $1000.00           | $311.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1014.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1001.00           | $781.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $447000.00         | $266538.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $1000.00           | $801.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 4.0000%  | N/A     | $1000.00           | $282.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $784.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $1008.00           | $909.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $675.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $1040.00           | $806.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.0000%  | N/A     | $12000.00          | $10849.99          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1024.00           | $973.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.5000%  | N/A     | $1000.00           | $743.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $1000.00           | $930.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1024.00           | $1031.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $1000.00           | $272.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $2040.00           | $1813.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1663500.00        | $1729029.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $1000.00           | $156.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $1000.00           | $484.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1024.00           | $1050.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $1890739.00        | $1761972.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1024.00           | $1029.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $1001.00           | $778.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $776.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $1000.00           | $707.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $564.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 4.0000%  | N/A     | $177942.00         | $25820.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $3657002.00        | $638796.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.5000%  | N/A     | $1000.00           | $641.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $786.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $1024.00           | $824.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $1007.00           | $877.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1024.00           | $866.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $1000.00           | $751.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $48959642.00       | $29838589.87       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $1000.00           | $558.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $100000.00         | $79268.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $1864072.00        | $1834173.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2996000.00        | $2979584.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $9386688.00        | $5755883.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.0000%  | N/A     | $1000.00           | $767.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1237700.00        | $1287829.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $90585824.00       | $84689512.42       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 2.0000%  | N/A     | $150927000.00      | $75589542.75       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.0000%  | N/A     | $52648.00          | $24806.29          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $512999.00         | $426843.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $5350013.00        | $4480344.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $1000.00           | $739.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $1024.00           | $574.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.0000%  | N/A     | $1000.00           | $198.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | 3.5000%  | N/A     | $1000.00           | $135.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.0000%  | N/A     | $242410.00         | $71518.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1024.00           | $697.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $2000.00           | $2030.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $686.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $1000.00           | $404.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $275976.00         | $269012.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1024.00           | $857.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $1000.00           | $490.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.5000%  | N/A     | $1516995.00        | $262327.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $970.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $2008.00           | $1666.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $27768560.00       | $10781998.00       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $1008.00           | $773.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $24265440.00       | $9040168.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $11811471.00       | $10001315.82       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-25      | 4.9973%  | N/A     | $42590910.00       | $39482021.66       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $3176.00           | $2991.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $1008.00           | $925.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $1000.00           | $1075.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $755.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1024.00           | $845.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $1000.00           | $992.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $552090.00         | $356312.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $5817.00           | $5081.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1008.00           | $931.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.0000%  | N/A     | $1000.00           | $254.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $1000.00           | $904.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $9636916.00        | $6737981.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.0000%  | N/A     | $1003.00           | $252.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $2000.00           | $1978.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $7520512.00        | $7497174.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $2499000.00        | $347310.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $636.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $123025202.00      | $109275645.29      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-25      | 4.8473%  | N/A     | $26335422.00       | $19595402.73       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $1024.00           | $842.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 3.5000%  | N/A     | $1000.00           | $214.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $1000.00           | $394.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $788.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $2785264.00        | $2731753.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 1.5000%  | N/A     | $1000.00           | $433.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $7492164.00        | $6950391.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $1024.00           | $747.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $334.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $3000.00           | $3091.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $1001.00           | $681.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $55653376.00       | $33525102.75       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $10372432.00       | $9661207.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.5000%  | N/A     | $1001.00           | $313.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $1024.00           | $530.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $1024.00           | $448.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $636000.00         | $271337.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $8142992.00        | $7329026.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-08-01      | 3.5000%  | N/A     | $1000.00           | $117.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $340936.00         | $29142.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1024.00           | $1045.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1015.00           | $946.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-06-01      | 2.5000%  | N/A     | $5061000.00        | $165068.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.0000%  | N/A     | $1000.00           | $215.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $3072.00           | $2753.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | 2.5000%  | N/A     | $1000.00           | $456.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 4.5000%  | N/A     | $1010.00           | $955.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $665.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $27769072.00       | $25665460.11       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.5000%  | N/A     | $49997000.00       | $722133.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $1000.00           | $970.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.5000%  | N/A     | $1000.00           | $261.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $1024.00           | $560.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $740999.00         | $213740.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.0000%  | N/A     | $1000.00           | $453.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $676.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $1000.00           | $371.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.5000%  | N/A     | $1000.00           | $436.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 3.5000%  | N/A     | $2000.00           | $53.75             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-09-01      | 4.5000%  | N/A     | $1000.00           | $287.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $865.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $708.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $1000.00           | $878.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $978.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1021.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-07-01      | 4.0000%  | N/A     | $1024.00           | $334.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1024.00           | $956.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1026.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $30079.00          | $29258.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $32092456.00       | $7326569.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1004.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | 4.5000%  | N/A     | $188000.00         | $35762.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1445300.00        | $1130845.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 2.5000%  | N/A     | $1116160.00        | $176520.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.0000%  | N/A     | $15072928.00       | $12351625.23       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $1024.00           | $557.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $1016.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.5000%  | N/A     | $1022.00           | $129.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $16076651.00       | $17020195.00       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $15002040.00       | $11223239.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $838.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1024.00           | $1057.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1643480.00        | $1693474.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $39869383.00       | $5535802.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1024.00           | $955.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1001.00           | $759.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1001.00           | $857.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $925.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.5000%  | N/A     | $1000.00           | $643.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $1024.00           | $198.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1023.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $2005.00           | $2046.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $9902814.00        | $10221034.32       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $248120.00         | $41741.60          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $1024.00           | $625.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $9973120.00        | $9937975.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $100506400.00      | $8692656.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1020.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-25      | 4.7473%  | N/A     | $24175621.00       | $24269968.39       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $3143.00           | $2389.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1000.00           | $653.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $1000.00           | $693.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $936761.00         | $756086.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $856000.00         | $810638.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $1024.00           | $430.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $1000.00           | $380.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $877.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $1024.00           | $1022.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $2000.00           | $1631.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $1000.00           | $332.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $3015292.00        | $2536113.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | 3.0000%  | N/A     | $323000.00         | $61458.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $636880.00         | $435151.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $872.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $821.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $5244850.00        | $5021268.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $3265991.00        | $3280897.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1758935.00        | $1823722.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $1000.00           | $652.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $1000.00           | $67.71             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $923.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1024.00           | $1047.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $656.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $1000.00           | $462.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $450792.00         | $33118.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $1000.00           | $828.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $1000.00           | $396.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 7.0000%  | N/A     | $1000.00           | $1065.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $1100.00           | $817.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $1024.00           | $762.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $847040.00         | $721008.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $9950869.00        | $7048980.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 5.0000%  | N/A     | $25355296.00       | $6281499.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $9965132.00        | $4177720.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.0000%  | N/A     | $2000.00           | $1458.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 3.0000%  | N/A     | $1000.00           | $557.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 4.0000%  | N/A     | $750000.00         | $652253.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1000.00           | $297.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $634.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1927952.00        | $1483659.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $1000.00           | $185.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $26968.00          | $19562.58          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $1004.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $226731.00         | $225021.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1001.00           | $1020.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $2000.00           | $292.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $1000.00           | $503.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $1001.00           | $590.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.0000%  | N/A     | $1023.00           | $302.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1024.00           | $1027.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $1024.00           | $579.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.5000%  | N/A     | $1410050.00        | $1473307.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $1001.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1024.00           | $751.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $7299470.00        | $6881351.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $10365060.00       | $8101959.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $924.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $1024.00           | $378.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $6590352.00        | $6100893.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $766.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $746.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.5000%  | N/A     | $1000.00           | $347.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1334473.00        | $1347959.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.0000%  | N/A     | $3858201.00        | $3688237.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $2255104.00        | $2339315.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $33288320.00       | $28480772.20       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.0000%  | N/A     | $1000.00           | $859.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $107289120.00      | $103588550.00      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $743.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $1000.00           | $267.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $2699151.00        | $2629226.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $1024.00           | $679.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1645049.00        | $1214400.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $42149200.00       | $25950313.43       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $621.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $471059.00         | $316417.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1280.00           | $1205.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.5000%  | N/A     | $1036.00           | $264.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $1024.00           | $752.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 3.0000%  | N/A     | $1024.00           | $733.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $3449546.00        | $3385418.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 3.5000%  | N/A     | $1000.00           | $340.74            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-07-31      | 3.8750%  | N/A     | $83816600.00       | $85841919.27       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-11-15      | 4.5000%  | N/A     | $15746500.00       | $16320168.83       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-08-15      | 2.0000%  | N/A     | $100.00            | $58.13             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-02-15      | 2.5000%  | N/A     | $100.00            | $71.78             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-06-15      | 4.6250%  | N/A     | $89802500.00       | $91602930.59       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $8899200.00        | $9142714.96        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-09-15      | 3.3750%  | N/A     | $66340400.00       | $67014537.22       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-04-23      | 0.0000%  | N/A     | $700.00            | $694.44            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-11-15      | 3.5000%  | N/A     | $600.00            | $602.77            | U.S. Treasuries (including strips)        |

### Security 172: SOCIETE GENERALE NY BRANCH (REPO)

- **C.1 - Title:** SOCIETE GENERALE NY BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 0SON09BP7
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1036000.00        | $798884.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 3.0000%  | N/A     | $450139.00         | $57552.70          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $1024.00           | $766.33            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 4.3260%  | N/A     | $27282300.00       | $27279430.80       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 5.5000%  | N/A     | $158999.00         | $810.99            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $37920.00          | $34694.13          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.5000%  | N/A     | $1150008.00        | $724014.35         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.0000%  | N/A     | $1001.00           | $94.72             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $1008.00           | $746.24            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 3.5000%  | N/A     | $2000000.00        | $201502.30         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1008.00           | $1039.87           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 3.5000%  | N/A     | $34441076.00       | $2785484.62        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $3674704.00        | $2839068.50        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 3.5000%  | N/A     | $13248400.00       | $4290080.03        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 3.5000%  | N/A     | $1884516.00        | $486997.62         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $262268.00         | $166224.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 4.5000%  | N/A     | $6185432.00        | $5636384.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $1024.00           | $831.71            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $722.62            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $368994.00         | $263725.11         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $100000.00         | $76822.85          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $8612653.00        | $5851153.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $864.70            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 4.0000%  | N/A     | $11961254.00       | $4534841.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $6450000.00        | $4928070.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $905874.00         | $719550.09         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $916.16            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 4.5000%  | N/A     | $12841.00          | $10083.47          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 4.0000%  | N/A     | $1000.00           | $189.58            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $412000.00         | $302325.01         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-10-01      | 2.5000%  | N/A     | $4200000.00        | $501041.48         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $1000.00           | $422.61            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $587506.00         | $468262.17         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $1000.00           | $758.08            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 4.5000%  | N/A     | $833262.00         | $179563.99         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.5000%  | N/A     | $1024.00           | $391.27            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $1531748.00        | $398561.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $36870.00          | $33822.15          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $873.66            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 4.0000%  | N/A     | $34685114.00       | $6416142.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $2949063.00        | $1947454.05        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $681113.00         | $651534.58         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $1000.00           | $821.38            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $7755190.00        | $7456426.03        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $27276.00          | $23013.39          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $401728.00         | $350056.34         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 3.5000%  | N/A     | $2797296.00        | $223536.58         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1035.96           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 2.5000%  | N/A     | $2653989.00        | $1432400.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $464000.00         | $404627.20         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.5000%  | N/A     | $1187711.00        | $757401.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.5000%  | N/A     | $5000.00           | $1475.35           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $11381408.00       | $8275847.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $1024.00           | $637.39            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $400000.00         | $250392.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 2.0000%  | N/A     | $1000.00           | $915.81            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $4997000.00        | $4022991.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $665.86            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-08-01      | 3.5000%  | N/A     | $3430000.00        | $473702.50         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $709.04            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $846.17            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-12-01      | 4.5000%  | N/A     | $6429000.00        | $6479692.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $5129976.00        | $4864923.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.5000%  | N/A     | $1000.00           | $98.09             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-02-01      | 6.0000%  | N/A     | $7000.00           | $3351.55           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 3.5000%  | N/A     | $1755119.00        | $1632048.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $860.63            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 4.5000%  | N/A     | $12857500.00       | $1488762.28        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $96000.00          | $60879.81          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 5.5000%  | N/A     | $11106000.00       | $704410.57         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 5.0000%  | N/A     | $2163417.00        | $2185887.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.0000%  | N/A     | $1025.00           | $759.98            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.0000%  | N/A     | $1000.00           | $602.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $1008.00           | $810.59            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $1500000.00        | $844761.14         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-04-01      | 3.0000%  | N/A     | $5425189.00        | $54313.46          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-07-01      | 3.5000%  | N/A     | $1000.00           | $272.12            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 3.0000%  | N/A     | $4138305.00        | $1965141.46        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $1410544.00        | $1353196.13        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 3.0000%  | N/A     | $1000.00           | $121.67            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $853.49            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $850.10            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $138000.00         | $100978.17         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $176.20            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 6.1010%  | N/A     | $16843.00          | $151.05            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $9140030.00        | $7100199.01        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $8745263.00        | $6198565.03        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1040.00           | $830.02            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 4.5000%  | N/A     | $36007.00          | $26521.63          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $932.96            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $1008.00           | $895.38            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $50000.00          | $35230.95          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $3000.00           | $2485.35           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $2397000.00        | $1692737.19        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $42534.00          | $37873.93          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $5029207.00        | $4528306.59        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $1000.00           | $867.60            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.0000%  | N/A     | $1024.00           | $945.89            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $3979504.00        | $3919140.61        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1029.65           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 3.5000%  | N/A     | $921000.00         | $88831.15          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.0000%  | N/A     | $636705.00         | $478530.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $9119517.00        | $7605908.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 3.5000%  | N/A     | $31000.00          | $26243.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1412875.00        | $1422881.64        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.5000%  | N/A     | $8096000.00        | $1905019.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $730.15            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 4.0000%  | N/A     | $4909991.00        | $1042718.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.0000%  | N/A     | $5999999.00        | $5438458.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.0000%  | N/A     | $1000.00           | $1013.35           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 3.5000%  | N/A     | $57041744.00       | $5614510.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 3.0000%  | N/A     | $134697.00         | $88370.56          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 4.5000%  | N/A     | $100000.00         | $81664.92          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $5409563.00        | $4806513.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $4435468.00        | $3085996.24        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $91000.00          | $72668.80          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.5000%  | N/A     | $1000.00           | $957.70            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 3.5000%  | N/A     | $2750000.00        | $292080.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.5000%  | N/A     | $1000.00           | $833.78            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $1041.00           | $694.89            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 1.5000%  | N/A     | $1000.00           | $719.63            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $556.48            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $739.25            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $1000.00           | $737.20            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.0000%  | N/A     | $1000.00           | $870.15            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $1040.00           | $712.50            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $220000.00         | $167686.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 4.0000%  | N/A     | $1650.00           | $159.19            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-02-01      | 3.0000%  | N/A     | $199920.00         | $30942.16          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $1028981.00        | $685856.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $967430.00         | $531719.80         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $2962483.00        | $2650585.14        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.0000%  | N/A     | $121335.00         | $26578.66          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $1003.00           | $930.86            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 7.0000%  | N/A     | $4830563.00        | $3464364.62        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-03-01      | 3.0000%  | N/A     | $450000.00         | $60595.15          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $14000.00          | $10504.75          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $777.46            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-08-01      | 2.0000%  | N/A     | $1000.00           | $392.26            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $1205682.00        | $1119356.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 6.0000%  | N/A     | $7111995.00        | $263825.41         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $1000.00           | $190.02            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.5000%  | N/A     | $6681265.00        | $5128765.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.5000%  | N/A     | $1000.00           | $487.12            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $1000.00           | $766.63            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $227030.00         | $40052.78          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 4.0000%  | N/A     | $1001.00           | $17.19             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $47298.00          | $31584.31          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $1000.00           | $794.13            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.5000%  | N/A     | $10826806.00       | $2272394.48        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $1075392.00        | $765544.97         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.0000%  | N/A     | $8360369.00        | $7219740.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1024.00           | $861.28            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.5000%  | N/A     | $35000.00          | $31678.86          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 3.0000%  | N/A     | $11000.00          | $7627.89           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 4.5000%  | N/A     | $2782245.00        | $72793.71          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 6.0000%  | N/A     | $12000.00          | $6851.06           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 1.5000%  | N/A     | $49896.00          | $26505.39          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 3.5000%  | N/A     | $189601.00         | $22659.09          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-12-01      | 3.0000%  | N/A     | $1000.00           | $88.89             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-03-01      | 3.0000%  | N/A     | $1000.00           | $361.49            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.0000%  | N/A     | $199996.00         | $147207.94         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-02-01      | 3.0000%  | N/A     | $33589696.00       | $4330209.83        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $438000.00         | $193423.76         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $135615.00         | $91341.98          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $8063885.00        | $6672341.83        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 7.0000%  | N/A     | $61774.00          | $47158.36          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $1600500.00        | $1218105.63        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 2.5000%  | N/A     | $1000.00           | $697.57            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $1120.00           | $830.90            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.0000%  | N/A     | $1000.00           | $1033.03           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $55001.00          | $42633.02          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $149940.00         | $119944.47         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $799.17            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $896.29            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $112809.00         | $103312.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $46000.00          | $35413.80          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 2.5000%  | N/A     | $534259.00         | $266037.75         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 6.0000%  | N/A     | $1000.00           | $1001.44           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $103978.00         | $76413.12          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $862.40            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.5000%  | N/A     | $1000.00           | $219.49            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 7.0000%  | N/A     | $1131420.00        | $735512.31         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $856.22            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $12313858.00       | $8077957.62        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $1000.00           | $714.12            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $308.52            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.0000%  | N/A     | $1000.00           | $1017.16           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 3.5000%  | N/A     | $2131521.00        | $907025.31         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1487244.00        | $1511889.26        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $718.73            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $1004.00           | $625.64            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $4907.00           | $3583.03           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $17000.00          | $11543.14          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $1000.00           | $714.31            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $169507142.00      | $156669452.83      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 3.5000%  | N/A     | $1000.00           | $215.96            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $876.16            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $2331870.00        | $581052.57         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $9000.00           | $1662.46           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-04-01      | 5.5000%  | N/A     | $1198.00           | $7.57              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.5000%  | N/A     | $1147000.00        | $164571.91         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.5000%  | N/A     | $1024.00           | $567.06            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 4.3350%  | N/A     | $138170.00         | $138099.82         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $1171248.00        | $1015114.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $1065.00           | $914.65            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $8180281.00        | $6984739.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $3050051.00        | $2863277.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 4.5000%  | N/A     | $9007970.00        | $9008465.44        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 5.5000%  | N/A     | $4280515.00        | $4393535.82        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 4.5000%  | N/A     | $1000.00           | $51.60             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $879.28            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $2917602.00        | $693352.73         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $842.68            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.5000%  | N/A     | $401512.00         | $84262.44          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-05-01      | 2.0000%  | N/A     | $3116.00           | $1506.63           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-12-01      | 4.5000%  | N/A     | $1388.00           | $114.18            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $7328000.00        | $6183104.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $1024.00           | $783.72            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 4.5000%  | N/A     | $1000.00           | $938.01            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1012.04           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $253000.00         | $192717.68         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $3000.00           | $2660.48           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 5.0000%  | N/A     | $1310985.00        | $895835.18         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1000.00           | $949.17            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $2945881.00        | $2866244.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $5335103.00        | $4431636.51        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $5003.00           | $3464.95           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $5376583.00        | $3011939.28        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.5000%  | N/A     | $1000.00           | $1029.14           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1114638.00        | $882937.62         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1417092.00        | $1290213.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $108384.00         | $105250.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $1024.00           | $787.15            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1790739.00        | $1555243.96        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $1094181.00        | $1026663.85        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-09-01      | 3.0000%  | N/A     | $1000.00           | $110.51            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $6424893.00        | $4326749.63        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $1085.00           | $798.45            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $5092632.00        | $3557194.64        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 5.0000%  | N/A     | $5114866.00        | $4575862.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $1024.00           | $673.46            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 4.0000%  | N/A     | $790000.00         | $116471.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 3.5000%  | N/A     | $1996.00           | $123.02            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $18000.00          | $10993.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $81000.00          | $49666.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 4.5000%  | N/A     | $1045347.00        | $953713.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $623401.00         | $631793.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-07-01      | 4.0000%  | N/A     | $1040.00           | $339.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $1000.00           | $152.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $5348928.00        | $3847606.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.0000%  | N/A     | $1000.00           | $252.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $1000.00           | $587.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.5000%  | N/A     | $1022.00           | $275.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $2901625.00        | $2653815.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $403000.00         | $396788.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $3831875.00        | $3420358.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $400000.00         | $241846.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $612.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-12-01      | 5.5000%  | N/A     | $10682181.00       | $162325.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | 5.0000%  | N/A     | $1000.00           | $59.87             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-12-01      | 3.5000%  | N/A     | $44497568.00       | $5337816.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1008.00           | $1021.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $132019.00         | $129028.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-03-01      | 3.0000%  | N/A     | $1902419.00        | $46231.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1513545.00        | $1586066.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $839178.00         | $110513.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $501756.00         | $524107.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1935603.00        | $1352101.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1308020.00        | $1367223.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.0000%  | N/A     | $1000.00           | $66.37             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1008.00           | $796.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.0000%  | N/A     | $1022.00           | $240.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $6578869.00        | $5714944.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-06-01      | 3.0000%  | N/A     | $1000.00           | $137.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $7034033.00        | $5388674.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $901772.00         | $928607.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1022.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $1276464.00        | $224594.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1575225.00        | $1651384.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1265058.00        | $784975.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $1000.00           | $647.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | 3.5000%  | N/A     | $101999.00         | $20911.15          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-08-01      | 7.5000%  | N/A     | $23971676.00       | $20887.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $400000.00         | $161851.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.5000%  | N/A     | $1000.00           | $116.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.5000%  | N/A     | $1107726.00        | $875773.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $1024.00           | $104.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $875.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $1181420.00        | $1168334.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-04-01      | 6.0000%  | N/A     | $9850000.00        | $85175.59          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $27127520.00       | $4064238.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $2250055.00        | $1498126.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.0000%  | N/A     | $1000.00           | $935.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | 2.5000%  | N/A     | $1000.00           | $296.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-05-01      | 6.0000%  | N/A     | $1000.00           | $682.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-03-01      | 3.0000%  | N/A     | $1384670.00        | $356063.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.0000%  | N/A     | $1000.00           | $147.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $12050355.00       | $6946539.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $100000.00         | $56378.35          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $976.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $7330238.00        | $7554924.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-10-01      | 5.6300%  | N/A     | $1000.00           | $923.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $3070971.00        | $2944401.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.5000%  | N/A     | $2820000.00        | $596005.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $577831.00         | $478122.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $66983168.00       | $7629144.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $8064.00           | $6724.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $4216017.00        | $1216105.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $4480658.00        | $3149090.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-11-01      | 3.5000%  | N/A     | $179290.00         | $27518.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $1008.00           | $816.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1040650.00        | $1078473.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $2346924.00        | $1714508.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | 5.0000%  | N/A     | $1201540.00        | $1128345.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $356.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-03-01      | 2.5000%  | N/A     | $234178.00         | $52567.82          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.5000%  | N/A     | $1057026.00        | $207399.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1024.00           | $1027.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $1000.00           | $238.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $1000.00           | $1043.72           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $1026489.00        | $812169.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | 3.0000%  | N/A     | $372000.00         | $150996.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $2659280.00        | $1975380.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $793754.00         | $810380.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $1569502.00        | $978033.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.5000%  | N/A     | $1008.00           | $888.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $838.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.0000%  | N/A     | $1024.00           | $96.43             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | 2.5000%  | N/A     | $392839.00         | $136565.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.0000%  | N/A     | $1996.00           | $352.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1497000.00        | $1385401.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $4267824.00        | $513681.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-03-01      | 5.0000%  | N/A     | $659390.00         | $33030.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $500000.00         | $26126.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $9557664.00        | $7232165.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $2527052.00        | $2626790.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $921.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $3653496.00        | $2889494.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1020.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1150244.00        | $1199100.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $1000.00           | $176.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $2699456.00        | $2787207.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1711010.00        | $800004.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.5000%  | N/A     | $318710.00         | $332913.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-12-01      | 4.0000%  | N/A     | $14000.00          | $1449.83           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.5000%  | N/A     | $6722508.00        | $5975165.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $4218747.00        | $3619493.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.5000%  | N/A     | $12584020.00       | $2024522.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.0000%  | N/A     | $5394515.00        | $4012830.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-11-01      | 6.1130%  | N/A     | $1100000.00        | $42930.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 7.0000%  | N/A     | $1000.00           | $961.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $3996032.00        | $3446116.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $2613878.00        | $2038527.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $1074899.00        | $285432.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-01-01      | 4.0000%  | N/A     | $5000.00           | $681.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-11-01      | 3.5000%  | N/A     | $39829763.00       | $7990300.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.0000%  | N/A     | $1000.00           | $28.18             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $924.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.0000%  | N/A     | $59020416.00       | $8158075.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.0000%  | N/A     | $1024.00           | $106.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1008.00           | $1029.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $21416160.00       | $7054259.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.2810%  | N/A     | $68617.00          | $46550.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $279.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $4119644.00        | $3909799.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1027.00           | $964.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $200000.00         | $76205.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | 6.0350%  | N/A     | $2660144.00        | $86675.91          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $1015434.00        | $928466.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.0000%  | N/A     | $2410755.00        | $652444.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.0000%  | N/A     | $1000.00           | $168.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $809.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | 4.0000%  | N/A     | $11014740.00       | $1796119.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $834.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.0000%  | N/A     | $1000.00           | $1053.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2059-01-01      | 3.5000%  | N/A     | $1800000.00        | $581289.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $768.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.5000%  | N/A     | $2887107.00        | $2854199.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $17000.00          | $13351.62          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.0000%  | N/A     | $7111520.00        | $1307847.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-05-01      | 3.1200%  | N/A     | $8776400.00        | $8182898.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $8422707.00        | $5004663.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.0000%  | N/A     | $1000.00           | $453.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $995831.00         | $926437.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $1024.00           | $558.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.5000%  | N/A     | $1000.00           | $371.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | 6.0000%  | N/A     | $1000.00           | $16.24             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-11-01      | 5.8950%  | N/A     | $2898000.00        | $322781.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.0000%  | N/A     | $1000.00           | $706.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.0000%  | N/A     | $1100000.00        | $234982.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.0000%  | N/A     | $250000.00         | $62182.02          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-03-01      | 3.0000%  | N/A     | $2468000.00        | $447644.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-01-01      | 4.5100%  | N/A     | $498300.00         | $499309.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1013.00           | $1058.72           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 4.5000%  | N/A     | $3039544.00        | $870544.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $2646314.00        | $2679542.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $763.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-06-01      | 4.3400%  | N/A     | $5814000.00        | $5840541.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 2.5000%  | N/A     | $1000.00           | $701.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $1000.00           | $645.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.5000%  | N/A     | $100000.00         | $24200.66          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $5207095.00        | $2264591.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.0000%  | N/A     | $2786852.00        | $696975.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1036.53           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $1000.00           | $232.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $207284.00         | $108633.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $1579830.00        | $1428324.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $1024.00           | $154.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.0000%  | N/A     | $33314060.00       | $7083486.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-01-01      | 3.0000%  | N/A     | $223258.00         | $45001.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $948000.00         | $268920.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.5000%  | N/A     | $1024.00           | $301.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $3118349.00        | $2614510.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1059642.00        | $1097335.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-12-01      | 3.5000%  | N/A     | $34291576.00       | $2840469.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2057-02-01      | 3.5000%  | N/A     | $1280.00           | $374.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2062-09-01      | 3.5000%  | N/A     | $1024.00           | $730.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1008850.00        | $1048598.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1020.74           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $1393000.00        | $1081124.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $3773300.00        | $3327560.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.5000%  | N/A     | $1000.00           | $155.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $1000.00           | $635.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $2996000.00        | $569471.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | 4.0000%  | N/A     | $1057000.00        | $152355.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | 5.0000%  | N/A     | $1000.00           | $61.09             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.5000%  | N/A     | $26854061.00       | $2491403.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $758.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $1236427.00        | $729711.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.0000%  | N/A     | $14306992.00       | $3746366.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-01-01      | 2.5000%  | N/A     | $4147305.00        | $42592.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-04-01      | 3.5000%  | N/A     | $1130336.00        | $71261.46          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $9588080.00        | $1646948.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2064-06-01      | 2.5000%  | N/A     | $1024.00           | $810.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.0000%  | N/A     | $11043392.00       | $2696215.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1444320.00        | $1455743.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1328376.00        | $1381048.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 4.5000%  | N/A     | $1183535.00        | $1164174.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-12-01      | 3.5000%  | N/A     | $2611744.00        | $571071.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-08-01      | 4.4300%  | N/A     | $498000.00         | $506973.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $2481291.00        | $2478127.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $4899872.00        | $3951868.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.0000%  | N/A     | $1000.00           | $480.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.0000%  | N/A     | $1000.00           | $114.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 7.0000%  | N/A     | $1195576.00        | $1242665.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1539154.00        | $1453772.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $821.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $4116744.00        | $339685.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $3590394.00        | $1015316.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $1006.41           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-06-01      | 3.5000%  | N/A     | $940000.00         | $80684.51          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | 4.0000%  | N/A     | $800001.00         | $88183.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.0000%  | N/A     | $1000.00           | $427.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $39888320.00       | $7151994.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $1068.00           | $201.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $1000.00           | $930.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $1069000.00        | $704453.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.5000%  | N/A     | $1000.00           | $52.21             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $39441840.00       | $7177486.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 4.5000%  | N/A     | $3886484.00        | $3390824.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1027.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $1001.00           | $6.16              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $1685952.00        | $1638744.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.5000%  | N/A     | $42100744.00       | $6621956.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1008.00           | $1044.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $2579592.00        | $2624172.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-04-01      | 3.0000%  | N/A     | $326616.00         | $103541.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $305000.00         | $61133.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $2362658.00        | $1330661.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.0000%  | N/A     | $1000.00           | $402.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1332520.00        | $1377524.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | 6.5000%  | N/A     | $17990.00          | $2292.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $1350151.00        | $701768.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $1037.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $2688811.00        | $2712400.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $906.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1180800.00        | $815458.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1444021.00        | $1479982.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $400000.00         | $232407.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $840943.00         | $685302.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.0000%  | N/A     | $12486352.00       | $1406327.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $880.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $745000.00         | $112676.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $1040.00           | $457.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $30999840.00       | $4831829.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.5000%  | N/A     | $1009.00           | $188.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.0000%  | N/A     | $1537948.00        | $141397.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $237369.00         | $171164.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | 3.5000%  | N/A     | $1000.00           | $135.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-08-01      | 3.5000%  | N/A     | $1000.00           | $80.90             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $2863150.00        | $1124559.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $5485590.00        | $5680035.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $409000.00         | $68194.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $12759696.00       | $2148933.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $1024.00           | $596.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $932.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 2.5000%  | N/A     | $156701.00         | $30949.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | 3.5000%  | N/A     | $1600000.00        | $236716.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.5000%  | N/A     | $10000000.00       | $2062969.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-06-01      | 6.3020%  | N/A     | $2996947.00        | $25213.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $1000.00           | $111.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.5000%  | N/A     | $1000.00           | $198.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 7.0000%  | N/A     | $1156400.00        | $1225786.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.5000%  | N/A     | $20340032.00       | $4430522.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.0000%  | N/A     | $228493.00         | $215292.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $4634526.00        | $4741900.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | 5.5000%  | N/A     | $1000.00           | $61.85             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | 4.0000%  | N/A     | $1007.00           | $698.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1001782.00        | $1012457.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.0000%  | N/A     | $75999.00          | $15564.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $3512872.00        | $3431851.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1002.00           | $1043.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | 3.5000%  | N/A     | $13548384.00       | $1148472.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $1294.00           | $121.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $1000.00           | $1017.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $319619.00         | $300997.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $11081680.00       | $7369388.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.5000%  | N/A     | $17000.00          | $3715.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $7085897.00        | $7326176.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $935.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-05-01      | 3.0000%  | N/A     | $594000.00         | $37034.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1000920.00        | $1033281.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $2951700.00        | $1913643.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.0000%  | N/A     | $2455000.00        | $709130.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-01-01      | 3.0000%  | N/A     | $1000.00           | $136.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-12-01      | 2.5000%  | N/A     | $1000.00           | $26.53             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1033.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-07-01      | 6.0000%  | N/A     | $1000.00           | $186.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 3.9750%  | N/A     | $877535.00         | $107025.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 7.0000%  | N/A     | $2531070.00        | $1597876.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $1356297.00        | $1067445.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | 3.0000%  | N/A     | $900000.00         | $195163.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | 3.5000%  | N/A     | $74951357.00       | $5971760.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1081242.00        | $1088349.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $1000.00           | $518.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | 5.5000%  | N/A     | $20000000.00       | $346543.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $950000.00         | $70884.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $1025.00           | $152.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $1005.00           | $879.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $1008.00           | $758.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $1006.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $3270300.00        | $3374432.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $1000.00           | $576.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.5000%  | N/A     | $19129522.00       | $5004825.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1091850.00        | $1128942.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2062-12-01      | 2.5000%  | N/A     | $1024.00           | $694.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $1007.00           | $269.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $1675826.00        | $1235364.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.5000%  | N/A     | $1120.00           | $274.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $146.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.0000%  | N/A     | $329000.00         | $109071.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-09-01      | 4.5000%  | N/A     | $5000000.00        | $430392.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $2000.00           | $1940.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $1024.00           | $474.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1027.20           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-12-01      | 3.5000%  | N/A     | $32343680.00       | $5684169.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $2373390.00        | $1605902.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 2.5000%  | N/A     | $1000.00           | $350.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.5000%  | N/A     | $785281.00         | $180755.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $901.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $3127096.00        | $2633420.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-02-01      | 3.5000%  | N/A     | $5107860.00        | $1024143.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1143138.00        | $986494.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-12-01      | 3.5000%  | N/A     | $4315978.00        | $205730.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $131000.00         | $33609.78          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.5000%  | N/A     | $2240000.00        | $1405899.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.5000%  | N/A     | $194999.00         | $33998.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $413969.00         | $163186.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.0000%  | N/A     | $3530000.00        | $779928.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $1149691.00        | $1208855.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1024.00           | $915.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.5000%  | N/A     | $2560.00           | $236.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-08-01      | 2.5600%  | N/A     | $4999000.00        | $4479232.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $1016.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | 4.5000%  | N/A     | $259361.00         | $53924.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | 2.7750%  | N/A     | $1000.00           | $259.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1117027.00        | $1146683.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.0000%  | N/A     | $1072000.00        | $352792.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $349931.00         | $348755.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $120000.00         | $60421.66          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $1000.00           | $124.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $15851007.00       | $1314223.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $5123586.00        | $5358223.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $96292864.00       | $8157657.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-01-01      | 4.5700%  | N/A     | $1000.00           | $1017.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $11065560.00       | $7466010.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $2000.00           | $2079.84           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $18369504.00       | $4201243.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $2165244.00        | $1894087.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $1133420.00        | $1150492.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $4000.00           | $3709.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $1054.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.0000%  | N/A     | $6488896.00        | $1253287.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-01-01      | 2.5000%  | N/A     | $1000.00           | $93.85             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $1000.00           | $800.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $1241390.00        | $1304442.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $4710690.00        | $3178018.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $2448700.00        | $2048133.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | 3.5000%  | N/A     | $2000.00           | $292.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $248145.00         | $223379.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1505655.00        | $1490028.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1008.00           | $904.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-09-01      | 2.9200%  | N/A     | $5256000.00        | $5075073.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.0000%  | N/A     | $1000.00           | $330.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $1000.00           | $808.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $1200000.00        | $266664.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2063-06-01      | 4.5000%  | N/A     | $1612028.00        | $1263540.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $992394.00         | $1001151.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-12-01      | 3.5000%  | N/A     | $496000.00         | $25258.46          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | 4.5500%  | N/A     | $5992237.00        | $6028335.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $1024.00           | $694.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.5000%  | N/A     | $2000.00           | $191.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $1024.00           | $137.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.0000%  | N/A     | $3760899.00        | $3489063.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1236400.00        | $1268899.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-09-01      | 7.5000%  | N/A     | $779957.00         | $75364.30          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-04-01      | 3.5000%  | N/A     | $1000.00           | $95.68             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | 4.5450%  | N/A     | $5854743.00        | $5924597.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-06-01      | 4.3400%  | N/A     | $1000.00           | $1005.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-12-01      | 3.0000%  | N/A     | $1000.00           | $162.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $2602051.00        | $2629220.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $1000.00           | $215.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $859.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 2.5000%  | N/A     | $4117521.00        | $2471862.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1375850.00        | $1168330.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1000.00           | $1040.36           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 7.0000%  | N/A     | $1202362.00        | $862888.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $302747.00         | $304076.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1234134.00        | $1264086.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.5000%  | N/A     | $8918360.00        | $2958998.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $1000.00           | $1004.83           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-03-01      | 3.0000%  | N/A     | $1000.00           | $135.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.0000%  | N/A     | $1024.00           | $275.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $1000.00           | $410.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $757.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $1000.00           | $372.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $1000.00           | $961.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $669.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 3.0000%  | N/A     | $12085744.00       | $6791847.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.0000%  | N/A     | $1000.00           | $357.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $4455682.00        | $1158425.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.5000%  | N/A     | $1592698.00        | $248194.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1008.00           | $1048.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-08-01      | 4.6500%  | N/A     | $1000.00           | $1016.74           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-01-01      | 4.0200%  | N/A     | $12013952.00       | $12005065.68       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1032414.00        | $846608.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-04-01      | 3.5000%  | N/A     | $1000000.00        | $84905.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-02-01      | 3.2200%  | N/A     | $1000.00           | $989.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $4597168.00        | $637179.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.0000%  | N/A     | $1000.00           | $568.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $993.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $1347.00           | $135.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $7453184.00        | $1025870.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $2048560.00        | $1767132.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1068008.00        | $894662.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $605000.00         | $70975.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 4.0000%  | N/A     | $2470000.00        | $426924.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $696.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $4090000.00        | $1133891.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.5000%  | N/A     | $17000.00          | $3575.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $1010.00           | $480.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.0000%  | N/A     | $43806772.00       | $303969.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $748594.00         | $721975.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $52000.00          | $40823.73          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $5162952.00        | $133741.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $3174309.00        | $1327474.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1862347.00        | $1882474.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.5000%  | N/A     | $4708048.00        | $1199825.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-06-01      | 6.0000%  | N/A     | $1000.00           | $18.98             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $60000.00          | $36891.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1694100.00        | $281624.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $726787.00         | $344558.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $2381730.00        | $2144602.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $279286.00         | $230137.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2060-12-01      | 3.0000%  | N/A     | $3453300.00        | $2978463.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 7.0000%  | N/A     | $493295.00         | $513680.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.5000%  | N/A     | $500000.00         | $93139.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $245000.00         | $238083.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $318000.00         | $54744.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $1000.00           | $525.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1038.60           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1028.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $751.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1040.00           | $1062.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $3680000.00        | $3339010.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.5000%  | N/A     | $1227556.00        | $1250079.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 4.5000%  | N/A     | $1947179.00        | $1891450.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $1000.00           | $152.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $1011.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $1000.00           | $23.52             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-03-01      | 3.5000%  | N/A     | $574773.00         | $28018.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.0000%  | N/A     | $1709.00           | $339.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $872.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $1010.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $9647750.00        | $8174416.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $1024.00           | $270.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.5000%  | N/A     | $1728455.00        | $1640862.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $910.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $4499289.00        | $3263306.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $1041.90           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.0000%  | N/A     | $11775000.00       | $597718.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1001.00           | $1023.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-01-01      | 3.0000%  | N/A     | $250000.00         | $94725.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $1000.00           | $507.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.0000%  | N/A     | $4000000.00        | $537860.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1460300.00        | $1505113.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1542522.00        | $961395.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.0000%  | N/A     | $570000.00         | $90613.42          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.0000%  | N/A     | $7097381.00        | $2093949.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $2486969.00        | $289041.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $2931312.00        | $2421223.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.5000%  | N/A     | $100000.00         | $27990.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-07-01      | 4.7200%  | N/A     | $20826000.00       | $21387515.24       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $1000.00           | $400.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-06-01      | 4.5000%  | N/A     | $5436053.00        | $1388186.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $1000.00           | $185.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.0000%  | N/A     | $1000.00           | $104.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.0000%  | N/A     | $3910731.00        | $90701.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $1193331.00        | $982658.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1041.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $1000.00           | $177.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $50152.00          | $37619.04          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1032.46           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $263616.00         | $272179.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1048971.00        | $1078441.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1966494.00        | $1906613.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $23598592.00       | $4249167.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.0000%  | N/A     | $1000.00           | $1052.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $3833844.00        | $2126875.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $780673.00         | $301687.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.0000%  | N/A     | $194797.00         | $24857.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-01-01      | 5.0000%  | N/A     | $15421098.00       | $49719.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-10-01      | 3.0000%  | N/A     | $6950048.00        | $93543.79          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.5000%  | N/A     | $19000.00          | $4340.94           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $25999000.00       | $3802955.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 7.5000%  | N/A     | $543720.00         | $573007.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-09-01      | 3.0000%  | N/A     | $97000.00          | $13104.02          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $100000.00         | $46485.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $2311980.00        | $2334084.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5500%  | N/A     | $1297963.00        | $1127212.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $723.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $953.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2062-09-01      | 4.5000%  | N/A     | $2935382.00        | $2143629.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $9000.00           | $7235.16           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $1000.00           | $1038.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | 6.5790%  | N/A     | $2600000.00        | $750034.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $897.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $1007.02           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-03-01      | 2.5000%  | N/A     | $1303000.00        | $209912.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $1162172.00        | $146258.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $1281.00           | $153.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1241000.00        | $1233055.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $2998749.00        | $3142147.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $2036776.00        | $1739388.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $1024.00           | $983.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $1024.00           | $198.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.5000%  | N/A     | $1000.00           | $303.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-03-01      | 3.0000%  | N/A     | $450000.00         | $163220.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1030.31           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1040582.00        | $866176.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $152906.00         | $155667.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $1216484.00        | $1210450.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1396123.00        | $1241490.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1542552.00        | $1367703.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 6.3370%  | N/A     | $11129000.00       | $1610462.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1974363.00        | $485681.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $4326531.00        | $3166929.95        | Agency Mortgage-Backed Securities |

### Security 173: SUMITOMO MITSUI BANKING CORPORATION NEW YORK BRANCH (REPO)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0QO005PX7
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **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 Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $174900.00         | $178664.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 4.2500%  | N/A     | $783000.00         | $800699.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.6250%  | N/A     | $100.00            | $87.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-09-30      | 3.6250%  | N/A     | $163700.00         | $163508.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 1.0000%  | N/A     | $281300.00         | $265396.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 0.3750%  | N/A     | $129600.00         | $123171.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 4.6250%  | N/A     | $238153200.00      | $251190689.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 3.6250%  | N/A     | $152818700.00      | $154156168.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 4.2500%  | N/A     | $1197600.00        | $1246120.18        | U.S. Treasuries (including strips) |

### Security 174: TD SECURITIES USA LLC (REPO)

- **C.1 - Title:** TD SECURITIES USA LLC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0QG004XR3
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2055-05-15      | 4.7500%  | N/A     | $70223000.00       | $69749161.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 4.5000%  | N/A     | $68167200.00       | $67333752.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 3.0000%  | N/A     | $61489700.00       | $46654366.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $93768200.00       | $92331120.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 4.7500%  | N/A     | $65324100.00       | $65929809.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 4.2500%  | N/A     | $30359100.00       | $28061589.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 4.8750%  | N/A     | $69236700.00       | $71437418.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 4.1250%  | N/A     | $39651600.00       | $37143538.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 2.3750%  | N/A     | $71850300.00       | $46604273.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 2.8750%  | N/A     | $74244700.00       | $56729335.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 4.3750%  | N/A     | $46898900.00       | $46596171.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 4.0000%  | N/A     | $99344700.00       | $87101239.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 4.7500%  | N/A     | $48774600.00       | $49561567.57       | U.S. Treasuries (including strips) |

### Security 175: TD SECURITIES USA LLC (REPO)

- **C.1 - Title:** TD SECURITIES USA LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0QG004XS1
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2029-07-25      | 2.5080%  | N/A     | $10968750.00       | $10486951.31       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-25      | 4.9473%  | N/A     | $40895833.06       | $32555118.05       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-12-25      | 3.7710%  | N/A     | $806255.94         | $782676.33         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-01-25      | 1.5450%  | N/A     | $10725000.00       | $10538820.25       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-09-25      | 5.0473%  | N/A     | $40625000.00       | $39195445.46       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-03-25      | 3.5000%  | N/A     | $3283923.50        | $1733957.51        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2031-08-25      | 4.4560%  | N/A     | $11375000.00       | $11571179.57       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-02-25      | 4.5000%  | N/A     | $35773968.75       | $35114690.28       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-02-25      | 4.8973%  | N/A     | $60937500.00       | $38466864.96       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-25      | 4.7473%  | N/A     | $73125000.00       | $66897062.57       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-07-25      | 5.0000%  | N/A     | $6371578.69        | $1202008.11        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-11-25      | 5.4473%  | N/A     | $172237873.44      | $88803317.51       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-25      | 6.0000%  | N/A     | $14286137.94       | $12824322.62       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-02-25      | 4.7384%  | N/A     | $35773968.75       | $36040345.89       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-07-16      | 6.0000%  | N/A     | $1277467.75        | $1846640.91        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $121875.00         | $131893.63         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $4178764.69        | $4194388.16        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.7500%  | N/A     | $1665670.50        | $1489071.76        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | 4.7030%  | N/A     | $20312500.00       | $10773058.84       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 6.0000%  | N/A     | $4875000.00        | $5020744.62        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-05-20      | 2.0042%  | N/A     | $1625.00           | $984.57            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-01-20      | 2.5000%  | N/A     | $16250000.00       | $1300978.34        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-12-20      | 2.6250%  | N/A     | $6093750.00        | $5249244.42        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $207187.50         | $211688.00         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.5000%  | N/A     | $1677812.50        | $1656767.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | 4.9030%  | N/A     | $22710354.88       | $8895123.10        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-09-20      | 3.0000%  | N/A     | $1371397.63        | $1027054.31        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.0000%  | N/A     | $2340832.00        | $640875.40         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-12-20      | 2.6250%  | N/A     | $986238.50         | $799094.12         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $5360335.50        | $5469903.77        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5000%  | N/A     | $2403884.44        | $2379396.07        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $9080352.13        | $8793136.78        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $7778875.00        | $7836832.57        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $13856060.56       | $13718238.76       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.1530%  | N/A     | $20312500.00       | $10785052.67       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-11-16      | 4.5000%  | N/A     | $8125000.00        | $7705983.63        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $14520187.50       | $14345930.73       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.7500%  | N/A     | $735206.88         | $687209.18         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.8030%  | N/A     | $15437500.00       | $15502656.41       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5000%  | N/A     | $1450312.50        | $1391751.78        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5000%  | N/A     | $8661630.25        | $8561657.71        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.7500%  | N/A     | $1119464.13        | $1039671.40        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5000%  | N/A     | $1169187.50        | $1043107.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.0000%  | N/A     | $1973443.88        | $2238388.89        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | 6.0000%  | N/A     | $2031250.00        | $2095891.15        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5000%  | N/A     | $338511.06         | $276218.93         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $6986687.50        | $7012809.17        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.0000%  | N/A     | $3859375.00        | $4036479.14        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5000%  | N/A     | $81250.00          | $67640.14          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $8165889.06        | $8158077.77        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.7530%  | N/A     | $16250000.00       | $11656329.30       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-09-20      | 3.0000%  | N/A     | $2286661.81        | $2096787.56        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.0030%  | N/A     | $40625000.00       | $12049804.03       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $13582562.50       | $13702376.19       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | 4.5000%  | N/A     | $2948839.56        | $2893141.88        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.7500%  | N/A     | $522604.06         | $486655.38         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-02-20      | 5.0000%  | N/A     | $6912391.69        | $6201257.44        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.7500%  | N/A     | $560108.25         | $521138.94         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $8629562.50        | $8653842.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $540718.75         | $507833.32         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.5000%  | N/A     | $168593.75         | $151291.82         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-02-20      | 5.0000%  | N/A     | $1300702.81        | $1043014.37        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.5000%  | N/A     | $172149.25         | $157366.45         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-09-16      | 4.0919%  | N/A     | $44293612.19       | $14201729.01       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $14332500.00       | $14355322.12       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5000%  | N/A     | $665640.63         | $638439.22         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-04-20      | 1.7500%  | N/A     | $7235904.00        | $4117029.60        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $4254383.25        | $3997487.05        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $89111.75          | $87666.98          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 4.7500%  | N/A     | $132626.81         | $125620.72         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $5824997.75        | $5403276.71        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5000%  | N/A     | $10017726.06       | $9902101.47        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-12-20      | 4.4898%  | N/A     | $24375000.00       | $4117534.05        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $40625.00          | $41307.50          | Agency Collateralized Mortgage Obligation |

### Security 176: THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY (REPO)

- **C.1 - Title:** THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0TO001ZX9
- **C.18 - Value (incl. sponsor support):** $1300000000.00
- **C.18.a - Value (excl. sponsor support):** $1300000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **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 Long Rating: AA+; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: NR; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR            | 2050-10-01      | 2.5000%  | N/A     | $60592600.00       | $29698130.45       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR            | 2051-09-01      | 2.5000%  | N/A     | $40000000.00       | $24627740.80       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR            | 2050-12-01      | 2.0000%  | N/A     | $29730700.00       | $16679360.33       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR            | 2045-11-01      | 4.0000%  | N/A     | $84132100.00       | $8050633.46        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR            | 2051-02-01      | 2.0000%  | N/A     | $44649000.00       | $26959226.93       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR            | 2046-11-01      | 3.0000%  | N/A     | $59904600.00       | $12718964.44       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR            | 2046-09-01      | 3.0000%  | N/A     | $90258200.00       | $16691381.23       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR            | 2051-06-01      | 2.0000%  | N/A     | $40000000.00       | $23706818.40       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR            | 2052-01-01      | 2.5000%  | N/A     | $33286000.00       | $20826660.08       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR            | 2042-09-01      | 3.5000%  | N/A     | $342830300.00      | $35443788.25       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR            | 2054-08-01      | 5.5000%  | N/A     | $423000.00         | $407039.31         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR            | 2045-10-01      | 4.0000%  | N/A     | $151447200.00      | $14216780.28       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR            | 2046-12-01      | 3.0000%  | N/A     | $88406400.00       | $20808318.68       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR            | 2043-01-01      | 3.0000%  | N/A     | $222679000.00      | $44420260.77       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR            | 2043-02-01      | 3.0000%  | N/A     | $155000000.00      | $27070010.65       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2051-06-01      | 2.0000%  | N/A     | $59469100.00       | $31629690.46       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2050-11-01      | 2.0000%  | N/A     | $60799600.00       | $31812885.45       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2051-01-01      | 2.0000%  | N/A     | $43903500.00       | $22664993.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2046-08-01      | 3.0000%  | N/A     | $89223400.00       | $18626180.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2052-10-01      | 4.5000%  | N/A     | $15201000.00       | $12489016.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2050-11-01      | 2.0000%  | N/A     | $51331500.00       | $26294337.06       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2050-10-01      | 2.5000%  | N/A     | $70498800.00       | $33504742.93       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2052-06-01      | 5.0000%  | N/A     | $22421000.00       | $14900037.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2051-01-01      | 2.0000%  | N/A     | $42859900.00       | $23593618.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2051-08-01      | 2.5000%  | N/A     | $57347000.00       | $33761894.14       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2052-02-01      | 2.5000%  | N/A     | $63453600.00       | $39374069.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2051-03-01      | 2.0000%  | N/A     | $20331600.00       | $11442194.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2045-07-01      | 3.5000%  | N/A     | $134287000.00      | $22135562.90       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2050-12-01      | 2.0000%  | N/A     | $65000000.00       | $34708777.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2053-03-01      | 5.5000%  | N/A     | $29873000.00       | $24133343.97       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2045-06-01      | 3.0000%  | N/A     | $93421700.00       | $20628170.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2052-03-01      | 3.5000%  | N/A     | $12139300.00       | $7728633.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2051-10-01      | 2.0000%  | N/A     | $46518800.00       | $27307111.03       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2043-08-01      | 3.0000%  | N/A     | $134290600.00      | $25572717.23       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2051-07-01      | 2.0000%  | N/A     | $8154200.00        | $4968627.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2052-04-01      | 2.0000%  | N/A     | $65098100.00       | $41895141.90       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2046-09-01      | 3.0000%  | N/A     | $193155700.00      | $38281846.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2052-01-01      | 2.5000%  | N/A     | $16899100.00       | $10853871.31       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2046-10-01      | 3.0000%  | N/A     | $129588400.00      | $28726874.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2046-02-01      | 3.0000%  | N/A     | $90299400.00       | $17936907.56       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2052-12-01      | 0.0000%  | N/A     | $21972000.00       | $17362778.65       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2039-12-01      | 4.0000%  | N/A     | $326840900.00      | $12101222.22       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2052-02-01      | 2.0000%  | N/A     | $24662900.00       | $15757994.20       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2051-06-01      | 2.5000%  | N/A     | $48727400.00       | $29030001.98       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2051-02-01      | 2.0000%  | N/A     | $22646800.00       | $12787569.06       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2051-09-01      | 2.0000%  | N/A     | $22040500.00       | $11158113.76       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2051-03-01      | 2.0000%  | N/A     | $50831200.00       | $29466304.27       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2051-08-01      | 2.5000%  | N/A     | $47924700.00       | $27901543.24       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2052-04-01      | 2.0000%  | N/A     | $60012400.00       | $39967041.94       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2051-05-01      | 2.0000%  | N/A     | $6332300.00        | $4060454.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2051-07-01      | 2.0000%  | N/A     | $26990400.00       | $14596421.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2051-03-01      | 2.0000%  | N/A     | $11484500.00       | $6199570.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT            | 2051-01-01      | 2.0000%  | N/A     | $40000000.00       | $22639100.40       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2042-12-01      | 4.0000%  | N/A     | $190674000.00      | $17319270.26       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2051-10-01      | 2.5000%  | N/A     | $37141900.00       | $25052075.23       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2051-07-01      | 2.0000%  | N/A     | $59599700.00       | $35387770.06       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2051-02-01      | 2.0000%  | N/A     | $37293600.00       | $20800818.29       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2051-10-01      | 2.0000%  | N/A     | $23904800.00       | $14081973.68       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2051-06-01      | 2.0000%  | N/A     | $33388800.00       | $20378071.78       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-04-01      | 4.0000%  | N/A     | $89115700.00       | $9343471.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-12-01      | 4.0000%  | N/A     | $134341800.00      | $13447252.80       | Agency Mortgage-Backed Securities |

### Security 177: UBS SECURITIES LLC (REPO)

- **C.1 - Title:** UBS SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: T6FIZBDPKLYJKFCRVK44, C.5 - Other ID: 0UBS18NP3
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2033-08-01      | 5.0000%  | N/A     | $5000.00           | $16.94             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-09-01      | 7.5000%  | N/A     | $15000.00          | $8.90              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 4.0000%  | N/A     | $4000.00           | $439.40            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 6.5000%  | N/A     | $155000.00         | $306.12            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $18256.00          | $1268.37           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 7.0000%  | N/A     | $16000.00          | $90.07             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $32000.00          | $32.76             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 4.0000%  | N/A     | $1000.00           | $829.20            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.5000%  | N/A     | $27000.00          | $2406.52           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-08-01      | 4.5000%  | N/A     | $13770.00          | $128.13            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 2.0000%  | N/A     | $1200.00           | $665.89            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-11-01      | 3.0000%  | N/A     | $2000.00           | $11.85             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-07-01      | 6.0000%  | N/A     | $10000.00          | $76.79             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $6800.00           | $4889.29           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.5000%  | N/A     | $2167.00           | $347.59            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 4.0000%  | N/A     | $4500.00           | $387.24            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $3000.00           | $1428.41           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-01-01      | 3.5000%  | N/A     | $1000.00           | $4.47              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 3.5000%  | N/A     | $1000.00           | $94.04             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 5.0000%  | N/A     | $45000.00          | $396.76            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-07-01      | 6.0000%  | N/A     | $25000.00          | $53.48             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 4.0000%  | N/A     | $17000.00          | $1294.09           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 7.0000%  | N/A     | $5000.00           | $1.75              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.0000%  | N/A     | $1000.00           | $70.84             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-11-01      | 7.5000%  | N/A     | $15000.00          | $10.27             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-09-01      | 3.0000%  | N/A     | $1000.00           | $132.46            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | 7.0000%  | N/A     | $10000.00          | $0.83              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 4.5000%  | N/A     | $5333.00           | $114.84            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 6.0000%  | N/A     | $15000.00          | $69.39             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 4.0000%  | N/A     | $3300.00           | $316.32            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 4.5000%  | N/A     | $120313.00         | $91.89             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 7.0000%  | N/A     | $28750.00          | $50.94             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 4.5000%  | N/A     | $15822.00          | $149.37            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 6.0000%  | N/A     | $48000.00          | $236.28            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 5.5690%  | N/A     | $50000.00          | $11141.64          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 6.0000%  | N/A     | $19000.00          | $29.17             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 3.5000%  | N/A     | $1000.00           | $116.36            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 5.5000%  | N/A     | $7000.00           | $72.31             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 6.0000%  | N/A     | $2000.00           | $16.45             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 3.5000%  | N/A     | $1000.00           | $81.35             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-10-01      | 3.0000%  | N/A     | $3000.00           | $152.66            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 7.0000%  | N/A     | $55000.00          | $33.87             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.0000%  | N/A     | $25000.00          | $385.54            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 4.0000%  | N/A     | $1129.00           | $41.43             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 5.0000%  | N/A     | $14667.00          | $80.57             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 6.0000%  | N/A     | $30000.00          | $145.75            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $4000.00           | $3052.28           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.0000%  | N/A     | $2000.00           | $105.83            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.0000%  | N/A     | $15000.00          | $1512.39           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-10-01      | 6.0000%  | N/A     | $10000.00          | $185.58            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 6.0000%  | N/A     | $119000.00         | $117.80            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 6.5000%  | N/A     | $2500.00           | $2.56              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 3.0000%  | N/A     | $3000.00           | $2061.59           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | 8.0000%  | N/A     | $285000.00         | $7.22              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 6.0000%  | N/A     | $25000.00          | $40.59             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $8000.00           | $1451.44           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.0000%  | N/A     | $4246.00           | $551.15            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 3.0000%  | N/A     | $1011.00           | $62.19             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 5.0000%  | N/A     | $10000.00          | $54.28             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-08-01      | 6.0000%  | N/A     | $50000.00          | $1.91              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 5.0000%  | N/A     | $1950.00           | $15.27             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $108.67            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 4.0000%  | N/A     | $8693.00           | $1448.14           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.0000%  | N/A     | $1000.00           | $158.83            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-03-01      | 8.0000%  | N/A     | $10000.00          | $3.80              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 7.0000%  | N/A     | $12000.00          | $14.39             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 3.0000%  | N/A     | $1000.00           | $90.69             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 4.5000%  | N/A     | $6000.00           | $530.68            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-09-01      | 6.5000%  | N/A     | $25000.00          | $20.70             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-06-01      | 4.5000%  | N/A     | $3000.00           | $222.93            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 7.5000%  | N/A     | $80000.00          | $392.68            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 3.0000%  | N/A     | $4000.00           | $310.24            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.5000%  | N/A     | $1000.00           | $143.12            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 5.5000%  | N/A     | $9000.00           | $59.90             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 4.0000%  | N/A     | $2000.00           | $144.79            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-10-01      | 3.5000%  | N/A     | $16168.00          | $47.64             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.5000%  | N/A     | $9500.00           | $550.22            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.0000%  | N/A     | $1000.00           | $72.78             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-11-01      | 6.0000%  | N/A     | $45000.00          | $15.83             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 3.5000%  | N/A     | $1000.00           | $114.28            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 4.0000%  | N/A     | $3000.00           | $432.91            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 4.5000%  | N/A     | $3000.00           | $327.71            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 5.5000%  | N/A     | $19000.00          | $173.80            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 4.0000%  | N/A     | $8000.00           | $583.34            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-12-01      | 4.5000%  | N/A     | $5000.00           | $69.32             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 6.2660%  | N/A     | $85000.00          | $568.30            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | 7.0000%  | N/A     | $5000.00           | $2.04              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.0000%  | N/A     | $3000.00           | $386.54            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 5.0000%  | N/A     | $4400.00           | $53.96             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-06-01      | 7.5000%  | N/A     | $50000.00          | $50.93             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-12-01      | 3.5000%  | N/A     | $1000.00           | $120.41            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 4.0000%  | N/A     | $4000.00           | $86.41             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-10-01      | 6.0000%  | N/A     | $80000.00          | $147.92            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 3.0000%  | N/A     | $1000.00           | $13.77             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 5.0000%  | N/A     | $10000.00          | $15.33             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 3.5000%  | N/A     | $1000.00           | $78.56             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-03-01      | 5.5000%  | N/A     | $52000.00          | $88.06             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 5.0000%  | N/A     | $2666.00           | $204.70            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 3.5000%  | N/A     | $3000.00           | $133.21            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.0000%  | N/A     | $3334.00           | $60.42             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.0000%  | N/A     | $2000.00           | $221.25            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 3.5000%  | N/A     | $10000.00          | $435.54            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-02-01      | 5.0000%  | N/A     | $10000.00          | $95.63             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.5000%  | N/A     | $1096.00           | $30.88             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 3.5000%  | N/A     | $6000.00           | $743.96            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 4.0000%  | N/A     | $6500.00           | $527.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 3.5000%  | N/A     | $2000.00           | $579.28            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 6.3520%  | N/A     | $50000.00          | $7807.17           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-02-01      | 4.0000%  | N/A     | $10465.00          | $993.06            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 4.0000%  | N/A     | $5250.00           | $581.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-01-01      | 6.5000%  | N/A     | $25000.00          | $37.14             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.5000%  | N/A     | $17000.00          | $272.82            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-06-01      | 4.5000%  | N/A     | $5000.00           | $57.71             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.0000%  | N/A     | $6000.00           | $482.59            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.0000%  | N/A     | $2000.00           | $138.57            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 5.5000%  | N/A     | $5000.00           | $83.26             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-01-01      | 3.5000%  | N/A     | $1000.00           | $64.68             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 6.3310%  | N/A     | $50000.00          | $14290.15          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-08-01      | 4.0000%  | N/A     | $3680.00           | $149.20            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 5.5000%  | N/A     | $65000.00          | $89.45             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-10-01      | 7.0000%  | N/A     | $2467.00           | $0.01              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 7.0000%  | N/A     | $2750.00           | $1.34              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 5.0000%  | N/A     | $3000.00           | $598.40            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-08-01      | 8.5000%  | N/A     | $215000.00         | $38.81             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $3000.00           | $516.55            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 3.5000%  | N/A     | $1000.00           | $90.07             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 7.0000%  | N/A     | $31000.00          | $23.91             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 4.0000%  | N/A     | $20000.00          | $13.24             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-08-01      | 4.0000%  | N/A     | $5000.00           | $327.07            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.5000%  | N/A     | $2000.00           | $213.18            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 6.0000%  | N/A     | $18000.00          | $107.96            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 3.5000%  | N/A     | $4000.00           | $179.44            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.0000%  | N/A     | $4071.00           | $195.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-12-01      | 5.5000%  | N/A     | $2000.00           | $127.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-10-01      | 3.0000%  | N/A     | $1000.00           | $162.81            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 6.0000%  | N/A     | $25000.00          | $7.60              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $3000.00           | $106.07            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 6.5000%  | N/A     | $57000.00          | $57.39             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 6.0000%  | N/A     | $50000.00          | $627.89            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 5.5000%  | N/A     | $12500.00          | $43.95             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.0000%  | N/A     | $23000.00          | $3390.30           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 6.5000%  | N/A     | $61000.00          | $792.43            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.0000%  | N/A     | $6000.00           | $497.60            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-07-01      | 2.5000%  | N/A     | $1000.00           | $15.95             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 5.5000%  | N/A     | $3000.00           | $768.12            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.5000%  | N/A     | $14000.00          | $479.13            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-05-01      | 8.0000%  | N/A     | $6000.00           | $0.12              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 6.0000%  | N/A     | $88000.00          | $724.25            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-04-01      | 4.0000%  | N/A     | $12000.00          | $57.33             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.0000%  | N/A     | $2540.00           | $1357.76           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-10-01      | 7.5000%  | N/A     | $60000.00          | $5.30              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 7.0000%  | N/A     | $54000.00          | $6.84              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 5.5000%  | N/A     | $33000.00          | $255.87            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-03-01      | 6.0000%  | N/A     | $31000.00          | $264.72            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 4.0000%  | N/A     | $3500.00           | $227.32            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 4.0000%  | N/A     | $4000.00           | $590.66            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 7.5000%  | N/A     | $497000.00         | $2835.60           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $53000.00          | $3807.55           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 3.0000%  | N/A     | $2000.00           | $256.35            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $127.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 7.0000%  | N/A     | $7000.00           | $3.30              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 5.0000%  | N/A     | $13000.00          | $40.33             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.0000%  | N/A     | $1000.00           | $196.46            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-02-01      | 3.0000%  | N/A     | $3000.00           | $72.53             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 3.5000%  | N/A     | $14000.00          | $1118.76           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 7.0000%  | N/A     | $2250.00           | $1.12              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 3.5000%  | N/A     | $13000.00          | $1098.32           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-07-01      | 8.0000%  | N/A     | $100000.00         | $989.04            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-11-01      | 6.0000%  | N/A     | $65000.00          | $27.67             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-03-01      | 6.0000%  | N/A     | $15000.00          | $122.07            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 6.5000%  | N/A     | $5000.00           | $4.97              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 6.5000%  | N/A     | $22000.00          | $180.58            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 7.0000%  | N/A     | $40000.00          | $38.22             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 4.5000%  | N/A     | $5750.00           | $466.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 5.5000%  | N/A     | $15000.00          | $70.19             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 5.5000%  | N/A     | $8000.00           | $15.38             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $6000.00           | $2575.53           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 5.0000%  | N/A     | $25000.00          | $125.78            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $82.40             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 6.0000%  | N/A     | $60000.00          | $120.10            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 3.5000%  | N/A     | $4000.00           | $298.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 5.0000%  | N/A     | $10000.00          | $99.08             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $2000.00           | $1293.25           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.0000%  | N/A     | $5000.00           | $438.60            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-12-01      | 6.0000%  | N/A     | $4000.00           | $0.79              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 5.0000%  | N/A     | $13000.00          | $89.76             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-01-01      | 6.5000%  | N/A     | $35000.00          | $5.73              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 4.0000%  | N/A     | $2077.00           | $98.85             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 4.5000%  | N/A     | $2000.00           | $90.63             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 4.0000%  | N/A     | $10000.00          | $161.89            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 7.0000%  | N/A     | $5000.00           | $2.45              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $2000.00           | $141.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 3.5000%  | N/A     | $2021.00           | $151.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-12-01      | 4.0000%  | N/A     | $3000.00           | $285.58            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 7.5000%  | N/A     | $64000.00          | $220.87            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.5000%  | N/A     | $5000.00           | $296.88            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-12-01      | 5.5000%  | N/A     | $33000.00          | $218.84            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 4.0000%  | N/A     | $18000.00          | $164.64            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $155.61            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 5.0000%  | N/A     | $25000.00          | $695.75            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $1006.00           | $85.50             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 5.0000%  | N/A     | $12000.00          | $47.20             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-05-01      | 3.5000%  | N/A     | $4000.00           | $3.22              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 4.5000%  | N/A     | $60000.00          | $2036.24           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.0000%  | N/A     | $18342.00          | $105.21            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 5.0000%  | N/A     | $5000.00           | $43.78             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-02-01      | 3.5000%  | N/A     | $1000.00           | $79.26             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 6.0000%  | N/A     | $100000.00         | $337.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 3.5000%  | N/A     | $2000.00           | $407.16            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 4.0000%  | N/A     | $1000.00           | $203.92            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-06-01      | 6.0000%  | N/A     | $70000.00          | $64.55             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 5.0000%  | N/A     | $3000.00           | $75.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 4.0000%  | N/A     | $1000.00           | $119.77            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-06-01      | 7.0000%  | N/A     | $5000.00           | $2.21              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-11-01      | 7.0000%  | N/A     | $15000.00          | $3.11              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-10-01      | 3.5000%  | N/A     | $3000.00           | $196.06            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 5.5000%  | N/A     | $100000.00         | $177.29            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 4.5000%  | N/A     | $3000.00           | $666.32            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-11-01      | 6.5000%  | N/A     | $75000.00          | $62.17             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 6.0000%  | N/A     | $20000.00          | $38.70             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.0000%  | N/A     | $3000.00           | $459.43            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $18000.00          | $13296.16          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 5.5000%  | N/A     | $34400.00          | $104.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 3.5000%  | N/A     | $27874.00          | $2874.11           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-08-01      | 6.5000%  | N/A     | $10000.00          | $78.57             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-06-01      | 6.0000%  | N/A     | $36668.00          | $28.63             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 6.5000%  | N/A     | $44000.00          | $89.78             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 3.5000%  | N/A     | $3000.00           | $192.96            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 6.5000%  | N/A     | $18000.00          | $26.88             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $734.90            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 7.0000%  | N/A     | $145000.00         | $72.66             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 5.5000%  | N/A     | $20750.00          | $239.01            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.5000%  | N/A     | $1000.00           | $75.51             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | 6.5000%  | N/A     | $370000.00         | $242.58            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.0000%  | N/A     | $1000.00           | $204.76            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 3.5000%  | N/A     | $3000.00           | $302.37            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 6.0000%  | N/A     | $5000.00           | $41.33             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 6.5000%  | N/A     | $445000.00         | $156.06            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 6.0000%  | N/A     | $6000.00           | $19.35             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 7.0000%  | N/A     | $3000.00           | $1.53              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 4.0000%  | N/A     | $6000.00           | $470.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $672.73            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $768000.00         | $571.46            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 6.0000%  | N/A     | $80000.00          | $905.58            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 3.5000%  | N/A     | $4000.00           | $314.81            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 6.0000%  | N/A     | $10000.00          | $64.99             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 6.0000%  | N/A     | $99990.00          | $205.30            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.0000%  | N/A     | $5000.00           | $507.36            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 3.5000%  | N/A     | $1000.00           | $88.30             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 7.0000%  | N/A     | $60000.00          | $24.70             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.5000%  | N/A     | $24000.00          | $1401.04           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 6.5000%  | N/A     | $3000.00           | $29.82             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 4.5000%  | N/A     | $8000.00           | $51.03             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 3.0000%  | N/A     | $1000.00           | $693.44            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-10-01      | 3.0000%  | N/A     | $13000.00          | $51.75             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 3.5000%  | N/A     | $3000.00           | $266.10            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-05-01      | 4.0000%  | N/A     | $1000.00           | $57.99             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 6.5000%  | N/A     | $49000.00          | $218.93            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 6.0000%  | N/A     | $20000.00          | $46.93             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 8.5000%  | N/A     | $20000.00          | $12.63             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-06-01      | 6.0000%  | N/A     | $5000.00           | $170.15            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-02-01      | 5.0000%  | N/A     | $18334.00          | $203.01            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 5.0000%  | N/A     | $10000.00          | $146.13            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-01-01      | 5.5000%  | N/A     | $5000.00           | $31.32             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 4.0000%  | N/A     | $1034.00           | $36.42             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-11-01      | 3.5000%  | N/A     | $4314.00           | $321.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 8.0000%  | N/A     | $270000.00         | $108.58            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 3.5000%  | N/A     | $3000.00           | $289.31            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 5.5000%  | N/A     | $28000.00          | $164.47            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 2.0000%  | N/A     | $23000.00          | $10675.36          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $616.54            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-11-01      | 5.0000%  | N/A     | $6000.00           | $15.81             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 5.5000%  | N/A     | $10000.00          | $100.72            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 5.5000%  | N/A     | $78000.00          | $427.96            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-08-01      | 5.0000%  | N/A     | $56000.00          | $9.75              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-03-01      | 4.5000%  | N/A     | $5000.00           | $334.39            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 3.5000%  | N/A     | $1000.00           | $604.47            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 5.0000%  | N/A     | $65977.00          | $409.57            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-02-01      | 3.5000%  | N/A     | $16000.00          | $49.58             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 5.5000%  | N/A     | $20000.00          | $90.08             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.5000%  | N/A     | $1000.00           | $75.61             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 5.5000%  | N/A     | $3000.00           | $132.44            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 5.0000%  | N/A     | $10000.00          | $43.96             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 5.0000%  | N/A     | $5000.00           | $34.81             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | 3.0000%  | N/A     | $25019.00          | $188.28            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.0000%  | N/A     | $7000.00           | $576.62            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-06-01      | 3.5000%  | N/A     | $3000.00           | $354.43            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-02-01      | 7.5000%  | N/A     | $50000.00          | $7.93              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 6.5000%  | N/A     | $15000.00          | $3.92              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 6.5000%  | N/A     | $19000.00          | $103.43            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.5000%  | N/A     | $20000.00          | $1745.01           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-02-01      | 3.0000%  | N/A     | $1000.00           | $6.45              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 5.0000%  | N/A     | $13000.00          | $113.96            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.0000%  | N/A     | $4750.00           | $304.53            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-06-01      | 3.0000%  | N/A     | $2000.00           | $289.78            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 5.5000%  | N/A     | $34000.00          | $51.49             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-05-01      | 7.0000%  | N/A     | $5000.00           | $1.76              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 6.0000%  | N/A     | $70000.00          | $185.57            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $6000.00           | $530.77            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $2000.00           | $389.97            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | 3.5000%  | N/A     | $1000.00           | $45.75             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 6.0000%  | N/A     | $25000.00          | $17.95             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $6000.00           | $417.35            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 6.3420%  | N/A     | $80000.00          | $14020.63          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 6.5000%  | N/A     | $425000.00         | $265.44            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.5000%  | N/A     | $2000.00           | $238.60            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-02-01      | 6.0000%  | N/A     | $7000.00           | $50.23             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 5.0000%  | N/A     | $10000.00          | $61.20             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 8.0000%  | N/A     | $5000.00           | $1.66              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 5.0000%  | N/A     | $1000.00           | $110.86            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.5000%  | N/A     | $32000.00          | $6355.79           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-10-01      | 7.0000%  | N/A     | $6000.00           | $2.98              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 7.0000%  | N/A     | $5000.00           | $2.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $269.23            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-04-01      | 6.0000%  | N/A     | $15000.00          | $98.22             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-10-01      | 7.0000%  | N/A     | $3000.00           | $1.11              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-12-01      | 5.0000%  | N/A     | $20000.00          | $165.85            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 5.5000%  | N/A     | $10000.00          | $68.75             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-03-01      | 6.0000%  | N/A     | $25000.00          | $8.16              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 3.5000%  | N/A     | $4000.00           | $319.98            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $28000.00          | $1227.16           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 4.0000%  | N/A     | $2000.00           | $205.81            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $2000.00           | $250.50            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.5000%  | N/A     | $2000.00           | $274.03            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.5000%  | N/A     | $3000.00           | $271.29            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 5.5000%  | N/A     | $10000.00          | $127.39            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.0000%  | N/A     | $13040.00          | $45.17             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 3.5000%  | N/A     | $12000.00          | $700.99            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 6.0000%  | N/A     | $22000.00          | $44.89             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.0000%  | N/A     | $2000.00           | $275.44            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 5.5000%  | N/A     | $10000.00          | $29.11             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 7.0000%  | N/A     | $51000.00          | $50.27             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $36000.00          | $145.79            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 4.5000%  | N/A     | $2000.00           | $130.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 6.0000%  | N/A     | $80667.00          | $506.84            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 4.5000%  | N/A     | $2000.00           | $15.22             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 4.0000%  | N/A     | $2006.00           | $143.33            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 4.5000%  | N/A     | $1000.00           | $77.22             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.0000%  | N/A     | $3000.00           | $440.15            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 6.0000%  | N/A     | $30000.00          | $75.67             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 5.5000%  | N/A     | $50000.00          | $242.83            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 5.5000%  | N/A     | $3000.00           | $81.14             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 6.0000%  | N/A     | $40000.00          | $138.45            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 4.5000%  | N/A     | $7999.00           | $134.27            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $6000.00           | $419.54            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 3.5000%  | N/A     | $2000.00           | $161.22            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-04-01      | 2.5000%  | N/A     | $5000.00           | $54.78             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-09-01      | 3.5000%  | N/A     | $4000.00           | $187.20            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 7.5000%  | N/A     | $49000.00          | $25.11             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-10-01      | 4.5000%  | N/A     | $1000.00           | $155.64            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $9973.00           | $1759.44           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 6.0000%  | N/A     | $17000.00          | $80.02             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.5000%  | N/A     | $1000.00           | $105.64            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 4.0000%  | N/A     | $7000.00           | $701.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 5.0000%  | N/A     | $38000.00          | $257.73            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 5.0000%  | N/A     | $20000.00          | $2222.69           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 3.5000%  | N/A     | $27000.00          | $3386.34           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 4.5000%  | N/A     | $4000.00           | $87.43             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 6.0000%  | N/A     | $30000.00          | $139.48            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 6.2450%  | N/A     | $90000.00          | $9222.96           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 6.0000%  | N/A     | $75000.00          | $35.93             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-03-01      | 2.5000%  | N/A     | $13000.00          | $482.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $19500.00          | $250.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $4000.00           | $356.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | 6.5000%  | N/A     | $7000.00           | $87.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.0000%  | N/A     | $1000.00           | $2.08              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.5000%  | N/A     | $80333.00          | $753.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.5000%  | N/A     | $20000.00          | $124.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.0000%  | N/A     | $8000.00           | $799.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-09-01      | 2.5000%  | N/A     | $4000.00           | $222.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 5.5000%  | N/A     | $10000.00          | $18.11             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 4.5000%  | N/A     | $10000.00          | $65.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 3.5000%  | N/A     | $1000.00           | $99.73             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | 3.5000%  | N/A     | $7750.00           | $725.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 2.5000%  | N/A     | $1000.00           | $36.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.0000%  | N/A     | $3108.00           | $11.45             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.5000%  | N/A     | $1000.00           | $1.90              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.5000%  | N/A     | $3000.00           | $252.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-04-01      | 3.5000%  | N/A     | $4000.00           | $1.31              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.0000%  | N/A     | $1031.00           | $7.13              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-02-01      | 4.5000%  | N/A     | $2000.00           | $126.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 5.5000%  | N/A     | $15188.00          | $44.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 3.5000%  | N/A     | $1000.00           | $35.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $1000.00           | $76.56             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.0000%  | N/A     | $12333.00          | $49.85             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $10000.00          | $98.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 8.0000%  | N/A     | $61678.00          | $30.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.5000%  | N/A     | $2500.00           | $322.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $258870.00         | $1071.79           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 5.0000%  | N/A     | $6253.00           | $55.49             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.5000%  | N/A     | $8000.00           | $90.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.5000%  | N/A     | $66032.00          | $279.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 5.5000%  | N/A     | $20000.00          | $134.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.5000%  | N/A     | $4882.00           | $163.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | 3.5000%  | N/A     | $2000.00           | $110.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $663.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 6.5000%  | N/A     | $25000.00          | $2.62              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.0000%  | N/A     | $6672.00           | $42.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | 2.0000%  | N/A     | $3800.00           | $1205.55           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $1200.00           | $827.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 5.5000%  | N/A     | $4500.00           | $30.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 5.5000%  | N/A     | $5535.00           | $8.16              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.0000%  | N/A     | $18667.00          | $132.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 7.0000%  | N/A     | $10000.00          | $14.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.5000%  | N/A     | $15000.00          | $9.79              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-05-01      | 4.5000%  | N/A     | $6000.00           | $161.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $8000.00           | $1329.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | 5.5000%  | N/A     | $6000.00           | $39.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $90100.00          | $42.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 7.0000%  | N/A     | $30000.00          | $572.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $13250.00          | $494.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-10-01      | 3.0000%  | N/A     | $1000.00           | $53.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $2000.00           | $62.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 6.0000%  | N/A     | $35445.00          | $236.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.5000%  | N/A     | $7100.00           | $808.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.0000%  | N/A     | $85000.00          | $3906.48           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $20000.00          | $285.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | 5.5000%  | N/A     | $35000.00          | $103.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | 5.5000%  | N/A     | $10000.00          | $93.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.5000%  | N/A     | $5750.00           | $695.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $32732.00          | $22.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | 6.0000%  | N/A     | $38000.00          | $251.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-12-01      | 4.5000%  | N/A     | $2000.00           | $63.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-07-01      | 5.5000%  | N/A     | $1112.00           | $9.46              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.0000%  | N/A     | $2000.00           | $51.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 3.5000%  | N/A     | $2312.00           | $135.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 4.0000%  | N/A     | $1000.00           | $71.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 3.5000%  | N/A     | $25000.00          | $478.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 7.0000%  | N/A     | $75000.00          | $101.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | 7.0000%  | N/A     | $201290.00         | $142.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 3.5000%  | N/A     | $4000.00           | $305.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 4.0000%  | N/A     | $4666.00           | $323.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $12000.00          | $1051.98           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 7.5000%  | N/A     | $185000.00         | $23.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.5000%  | N/A     | $2000.00           | $12.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | 5.5000%  | N/A     | $15000.00          | $67.86             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.0000%  | N/A     | $9000.00           | $397.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 6.0000%  | N/A     | $44000.00          | $28.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-07-01      | 6.0000%  | N/A     | $130416.00         | $889.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $13000.00          | $152.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $6100.00           | $700.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $8032.00           | $58.56             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.5000%  | N/A     | $175000.00         | $160.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.0000%  | N/A     | $14000.00          | $56.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.0000%  | N/A     | $3000.00           | $378.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $1000.00           | $225.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $18000.00          | $11.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $185.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $40000.00          | $826.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.5000%  | N/A     | $6000.00           | $48.64             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.0000%  | N/A     | $1000.00           | $66.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 6.0000%  | N/A     | $48000.00          | $116.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.0000%  | N/A     | $40000.00          | $2192.47           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-03-01      | 5.0000%  | N/A     | $2000.00           | $34.23             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 6.5000%  | N/A     | $13000.00          | $3.54              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | 2.0000%  | N/A     | $10000.00          | $5841.09           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.0000%  | N/A     | $20000.00          | $82.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $3000.00           | $199.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.0000%  | N/A     | $78000.00          | $357.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-07-01      | 6.5000%  | N/A     | $5000.00           | $3.85              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $644.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $20000.00          | $13397.09          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.0000%  | N/A     | $24000.00          | $236.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 5.5000%  | N/A     | $78000.00          | $189.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.5000%  | N/A     | $2000.00           | $13.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.5000%  | N/A     | $18000.00          | $31.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.0000%  | N/A     | $1000.00           | $212.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $69000.00          | $526.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.0000%  | N/A     | $2750.00           | $471.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.0000%  | N/A     | $1003.00           | $202.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 5.5000%  | N/A     | $6000.00           | $23.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-02-01      | 5.5000%  | N/A     | $2000.00           | $192.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-07-01      | 4.0000%  | N/A     | $1000.00           | $237.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 6.0000%  | N/A     | $10000.00          | $99.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.5000%  | N/A     | $1000.00           | $459.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $134000.00         | $125.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 3.5000%  | N/A     | $50500.00          | $1630.47           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.5000%  | N/A     | $9500.00           | $1797.60           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 6.0000%  | N/A     | $127040.00         | $262.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.5000%  | N/A     | $25000.00          | $195.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $2000.00           | $1420.64           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $6000.00           | $331.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.5000%  | N/A     | $1000.00           | $35.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-04-01      | 4.5000%  | N/A     | $4000.00           | $81.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 7.0000%  | N/A     | $14000.00          | $39.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $65000.00          | $130.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 6.0000%  | N/A     | $107000.00         | $287.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | 3.5000%  | N/A     | $9000.00           | $245.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 5.5000%  | N/A     | $42667.00          | $95.86             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | 3.0000%  | N/A     | $8000.00           | $201.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 6.0000%  | N/A     | $109000.00         | $147.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.0000%  | N/A     | $1000.00           | $11.15             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 6.5000%  | N/A     | $10000.00          | $56.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 5.5000%  | N/A     | $14000.00          | $243.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.5000%  | N/A     | $1000.00           | $126.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.0000%  | N/A     | $16000.00          | $63.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-12-01      | 5.5000%  | N/A     | $23000.00          | $101.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $5000.00           | $115.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 6.5000%  | N/A     | $14000.00          | $23.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-08-01      | 6.5000%  | N/A     | $5000.00           | $3.32              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | 5.5000%  | N/A     | $15000.00          | $249.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 6.5000%  | N/A     | $21000.00          | $142.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1000.00           | $166.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-03-01      | 5.5000%  | N/A     | $2000.00           | $30.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.5000%  | N/A     | $1000.00           | $64.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $10000.00          | $739.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-09-01      | 8.0000%  | N/A     | $6250.00           | $31.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-03-01      | 4.0000%  | N/A     | $3000.00           | $976.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $29500.00          | $39.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.5000%  | N/A     | $1000.00           | $96.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 5.0000%  | N/A     | $10000.00          | $45.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 7.5000%  | N/A     | $14000.00          | $7.98              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $7650.00           | $71.75             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 3.5000%  | N/A     | $3000.00           | $239.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.5000%  | N/A     | $24000.00          | $85.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 5.0000%  | N/A     | $2000.00           | $49.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.5000%  | N/A     | $59000.00          | $381.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-03-01      | 6.0000%  | N/A     | $12093.00          | $28.11             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 2.5000%  | N/A     | $2000.00           | $43.37             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-08-01      | 4.5000%  | N/A     | $15000.00          | $670.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-12-01      | 8.5000%  | N/A     | $100000.00         | $1.87              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.5000%  | N/A     | $12000.00          | $86.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.0000%  | N/A     | $5000.00           | $3.81              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.5000%  | N/A     | $24000.00          | $14.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $7000.00           | $6.33              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 6.5000%  | N/A     | $35000.00          | $25.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-04-01      | 6.6160%  | N/A     | $20000.00          | $273.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-04-01      | 5.5000%  | N/A     | $370000.00         | $2258.89           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.0000%  | N/A     | $1000.00           | $7.67              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-11-01      | 4.5000%  | N/A     | $1000.00           | $66.99             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 3.0000%  | N/A     | $1000.00           | $17.82             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 2.5000%  | N/A     | $2000.00           | $38.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | 6.0000%  | N/A     | $24000.00          | $151.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-04-01      | 4.5000%  | N/A     | $4000.00           | $366.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-06-01      | 5.0000%  | N/A     | $25000.00          | $0.40              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.5000%  | N/A     | $2000.00           | $145.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 7.0000%  | N/A     | $50000.00          | $74.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $1000.00           | $131.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.0000%  | N/A     | $1000.00           | $219.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.5000%  | N/A     | $9000.00           | $95.71             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-10-01      | 7.0000%  | N/A     | $15000.00          | $2.27              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $206.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $29000.00          | $22015.62          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 6.0000%  | N/A     | $15000.00          | $11.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-10-01      | 3.0000%  | N/A     | $3000.00           | $368.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | 6.5000%  | N/A     | $25000.00          | $39.68             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $18000.00          | $1171.52           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.5000%  | N/A     | $3000.00           | $243.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-09-01      | 3.0000%  | N/A     | $1000.00           | $11.07             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.5000%  | N/A     | $4000.00           | $557.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 7.0000%  | N/A     | $60000.00          | $38.96             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $1000.00           | $7.08              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.0000%  | N/A     | $52000.00          | $125.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 5.5000%  | N/A     | $20000.00          | $57.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | 5.5000%  | N/A     | $7000.00           | $67.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | 4.5000%  | N/A     | $3000.00           | $251.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $2000.00           | $194.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $2000.00           | $350.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | 5.0000%  | N/A     | $3000.00           | $72.07             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-10-01      | 4.0000%  | N/A     | $3000.00           | $412.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $2800.00           | $28.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | 6.0000%  | N/A     | $3000.00           | $23.82             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $1000.00           | $5.66              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.0000%  | N/A     | $12000.00          | $1323.82           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 2.5000%  | N/A     | $2000.00           | $58.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.5000%  | N/A     | $31000.00          | $34.48             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | 6.0000%  | N/A     | $22000.00          | $32.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.5000%  | N/A     | $91000.00          | $232.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.5000%  | N/A     | $1000.00           | $115.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $2750.00           | $468.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.5000%  | N/A     | $26058.00          | $31.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | 6.5000%  | N/A     | $40600.00          | $63.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.5000%  | N/A     | $2000.00           | $188.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.0000%  | N/A     | $73000.00          | $151.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.0000%  | N/A     | $1000.00           | $30.53             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-09-01      | 7.0000%  | N/A     | $25000.00          | $9.79              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-08-01      | 6.0000%  | N/A     | $22000.00          | $188.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | 4.5000%  | N/A     | $12000.00          | $822.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.5000%  | N/A     | $5000.00           | $5.18              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $89500.00          | $52.57             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5000%  | N/A     | $2000.00           | $296.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-10-01      | 4.5000%  | N/A     | $1000.00           | $257.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | 6.0000%  | N/A     | $37000.00          | $240.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5600%  | N/A     | $17000.00          | $16403.59          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $1000.00           | $105.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.0000%  | N/A     | $3000.00           | $443.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $4000.00           | $250.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $3220.00           | $188.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.5000%  | N/A     | $14000.00          | $160.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $34000.00          | $511.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | 6.5000%  | N/A     | $12000.00          | $17.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.0000%  | N/A     | $42000.00          | $109.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | 4.5000%  | N/A     | $2000.00           | $0.27              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 4.5000%  | N/A     | $25000.00          | $1281.88           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | 3.5000%  | N/A     | $4000.00           | $276.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $1000.00           | $159.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $6000.00           | $1004.04           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | 6.0000%  | N/A     | $190000.00         | $64.15             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.5000%  | N/A     | $8667.00           | $432.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | 7.0000%  | N/A     | $15000.00          | $5.12              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | 3.5000%  | N/A     | $1000.00           | $84.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | 3.0000%  | N/A     | $1000.00           | $16.35             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 4.5000%  | N/A     | $2000.00           | $22.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $20000.00          | $66.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.0000%  | N/A     | $3000.00           | $197.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $1000.00           | $91.96             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | 4.0000%  | N/A     | $7000.00           | $1324.28           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | 6.0000%  | N/A     | $72000.00          | $137.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $5000.00           | $3111.55           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5000%  | N/A     | $1000.00           | $48.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.5000%  | N/A     | $31000.00          | $448.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $5000.00           | $8.70              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 7.0000%  | N/A     | $12000.00          | $8.23              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $9000.00           | $1108.88           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $6000.00           | $598.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $7000.00           | $65.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 2.0000%  | N/A     | $3874.00           | $1940.24           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 7.0000%  | N/A     | $25201.00          | $23.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.5000%  | N/A     | $24000.00          | $162.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 6.0000%  | N/A     | $5000.00           | $57.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 3.5000%  | N/A     | $4500.00           | $130.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.0000%  | N/A     | $10000.00          | $60.99             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 6.0000%  | N/A     | $21000.00          | $88.35             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 5.0000%  | N/A     | $8000.00           | $45.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 6.0000%  | N/A     | $3667.00           | $3.88              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $2000.00           | $1291.20           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $11000.00          | $951.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $1188.00           | $95.55             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $723.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.0000%  | N/A     | $3000.00           | $123.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.5000%  | N/A     | $5000.00           | $485.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | 5.5000%  | N/A     | $5000.00           | $12.23             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | 4.5000%  | N/A     | $5000.00           | $116.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 3.5000%  | N/A     | $3000.00           | $103.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.0000%  | N/A     | $20000.00          | $153.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 6.0000%  | N/A     | $24000.00          | $55.58             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | 7.0000%  | N/A     | $60000.00          | $44.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 3.5000%  | N/A     | $1000.00           | $100.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.0000%  | N/A     | $1000.00           | $173.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 6.5000%  | N/A     | $6000.00           | $32.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $1900.00           | $966.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-04-01      | 3.5000%  | N/A     | $1000.00           | $71.09             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | 4.0000%  | N/A     | $1000.00           | $59.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $17750.00          | $1309.24           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 5.0000%  | N/A     | $5000.00           | $17.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 6.5000%  | N/A     | $18000.00          | $27.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 6.5000%  | N/A     | $40000.00          | $243.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-02-01      | 5.5000%  | N/A     | $5000.00           | $662.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $24791.00          | $135.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 6.0000%  | N/A     | $19062.00          | $116.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $3000.00           | $331.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 6.0000%  | N/A     | $33710.00          | $234.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-04-01      | 5.5000%  | N/A     | $18000.00          | $160.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 6.5000%  | N/A     | $10000.00          | $88.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | 4.0000%  | N/A     | $1667.00           | $287.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.5000%  | N/A     | $3000.00           | $25.90             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 5.5000%  | N/A     | $3454.00           | $43.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-08-01      | 3.0000%  | N/A     | $1000.00           | $24.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $37000.00          | $1727.70           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 3.5000%  | N/A     | $13000.00          | $2665.17           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.0000%  | N/A     | $1000.00           | $166.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.0000%  | N/A     | $135000.00         | $752.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 6.0000%  | N/A     | $44707.00          | $156.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.0000%  | N/A     | $15000.00          | $223.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.5000%  | N/A     | $28752.00          | $10.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.0000%  | N/A     | $5000.00           | $133.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.0000%  | N/A     | $35000.00          | $106.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $251000.00         | $163.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $255000.00         | $347.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-09-01      | 4.5000%  | N/A     | $21500.00          | $965.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $208.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-02-01      | 5.0000%  | N/A     | $99000.00          | $2064.29           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.0000%  | N/A     | $15018.00          | $61.71             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | 7.5000%  | N/A     | $50000.00          | $7.85              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 4.0000%  | N/A     | $11000.00          | $550.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-05-01      | 6.0000%  | N/A     | $4991.00           | $10.55             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 5.5000%  | N/A     | $15000.00          | $19.26             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $30000.00          | $463.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.0000%  | N/A     | $6000.00           | $565.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.5000%  | N/A     | $42000.00          | $46.96             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | 3.5000%  | N/A     | $8500.00           | $66.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $2000.00           | $26.18             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.5000%  | N/A     | $49943.00          | $134.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.5000%  | N/A     | $2000.00           | $15.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | 3.5000%  | N/A     | $2750.00           | $276.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.0000%  | N/A     | $7334.00           | $54.79             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.5000%  | N/A     | $5000.00           | $127.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $4000.00           | $464.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | 6.0000%  | N/A     | $1815.00           | $5.18              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.0000%  | N/A     | $16907.00          | $81.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.5000%  | N/A     | $13000.00          | $159.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 6.0000%  | N/A     | $40000.00          | $322.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.0000%  | N/A     | $4000.00           | $674.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $26000.00          | $171.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | 6.0000%  | N/A     | $8000.00           | $44.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.0000%  | N/A     | $1000.00           | $229.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.0000%  | N/A     | $1500.00           | $230.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $10900.00          | $8232.24           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $66000.00          | $341.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | 5.0000%  | N/A     | $50000.00          | $319.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.0000%  | N/A     | $5000.00           | $64.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-11-01      | 4.0000%  | N/A     | $1000.00           | $304.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $18000.00          | $29.11             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 7.0000%  | N/A     | $51667.00          | $67.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.5000%  | N/A     | $16667.00          | $40.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $30000.00          | $17.67             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 7.5000%  | N/A     | $19000.00          | $7.87              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-09-01      | 5.0000%  | N/A     | $3000.00           | $49.79             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $27000.00          | $114.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-05-01      | 6.0000%  | N/A     | $45000.00          | $7.14              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $2000.00           | $37.82             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $3000.00           | $2300.07           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | 5.0000%  | N/A     | $19686.00          | $186.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.5000%  | N/A     | $30000.00          | $22.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 6.5000%  | N/A     | $21000.00          | $15.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | 3.5000%  | N/A     | $26500.00          | $2773.98           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.0000%  | N/A     | $2000.00           | $210.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 7.5000%  | N/A     | $72000.00          | $11.95             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-05-01      | 3.0000%  | N/A     | $4000.00           | $37.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 5.5000%  | N/A     | $18000.00          | $1659.28           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 7.5000%  | N/A     | $100000.00         | $24.88             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | 7.0000%  | N/A     | $68000.00          | $9.33              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 6.0000%  | N/A     | $5641.00           | $27.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | 7.0000%  | N/A     | $6000.00           | $0.96              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.5000%  | N/A     | $22779.00          | $199.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | 6.0000%  | N/A     | $20000.00          | $127.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-09-01      | 6.0000%  | N/A     | $10000.00          | $56.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.0000%  | N/A     | $5000.00           | $577.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $7000.00           | $419.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $1000.00           | $152.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.5000%  | N/A     | $1000.00           | $92.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.0000%  | N/A     | $3000.00           | $35.63             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5000%  | N/A     | $3500.00           | $290.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-09-01      | 2.5000%  | N/A     | $2200.00           | $266.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 5.5000%  | N/A     | $15000.00          | $89.53             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.5000%  | N/A     | $1000.00           | $69.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-07-01      | 5.0000%  | N/A     | $7000.00           | $82.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | 3.5000%  | N/A     | $4500.00           | $379.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-04-01      | 3.0000%  | N/A     | $3000.00           | $27.86             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.5000%  | N/A     | $39000.00          | $72.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $16000.00          | $870.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $1000.00           | $138.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $26000.00          | $691.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.0000%  | N/A     | $17023.00          | $38.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 6.5000%  | N/A     | $2500.00           | $12.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.0000%  | N/A     | $50000.00          | $94.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.5000%  | N/A     | $1000.00           | $43.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 6.5000%  | N/A     | $60000.00          | $6.50              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $3072.00           | $117.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.5000%  | N/A     | $100000.00         | $355.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | 7.0000%  | N/A     | $6000.00           | $3.86              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-08-01      | 4.5000%  | N/A     | $3249.00           | $386.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $4000.00           | $476.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-02-01      | 3.0000%  | N/A     | $3000.00           | $21.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 5.5000%  | N/A     | $50000.00          | $124.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | 9.0000%  | N/A     | $10000.00          | $20.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-08-01      | 2.5000%  | N/A     | $9000.00           | $358.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 2.5000%  | N/A     | $1000.00           | $20.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.0000%  | N/A     | $46000.00          | $381.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.0000%  | N/A     | $4000.00           | $585.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.0000%  | N/A     | $1000.00           | $93.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.5000%  | N/A     | $1000.00           | $6.09              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.0000%  | N/A     | $6577.00           | $52.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $3000.00           | $382.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 3.5000%  | N/A     | $1000.00           | $37.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $753.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $5000.00           | $80.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $7000.00           | $14.95             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-08-01      | 7.0000%  | N/A     | $300000.00         | $2.17              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-02-01      | 4.5000%  | N/A     | $2000.00           | $20.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.0000%  | N/A     | $14999.00          | $599.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.5000%  | N/A     | $5000.00           | $612.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 3.5000%  | N/A     | $1000.00           | $91.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.5000%  | N/A     | $4000.00           | $506.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $1000.00           | $781.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $2000.00           | $225.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | 5.0000%  | N/A     | $2000.00           | $69.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-09-01      | 4.0000%  | N/A     | $60000.00          | $2205.29           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $16600.00          | $1405.38           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 6.0000%  | N/A     | $10000.00          | $4.02              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | 3.5000%  | N/A     | $7750.00           | $799.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $5000.00           | $595.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | 6.0000%  | N/A     | $42000.00          | $31.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.0000%  | N/A     | $1000.00           | $35.56             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.0000%  | N/A     | $4420.00           | $4.64              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 6.0000%  | N/A     | $15000.00          | $13.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.5000%  | N/A     | $1000.00           | $137.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $1000.00           | $116.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.0000%  | N/A     | $6000.00           | $212.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-05-01      | 8.0000%  | N/A     | $16831.00          | $6.45              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.0000%  | N/A     | $8000.00           | $38.17             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | 7.5000%  | N/A     | $1074.00           | $2.19              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.5000%  | N/A     | $12500.00          | $1598.03           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 7.0000%  | N/A     | $2250000.00        | $5563.80           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $1000.00           | $136.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $10000.00          | $92.88             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $3000.00           | $255.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $252.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.5000%  | N/A     | $11000.00          | $24.52             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.0000%  | N/A     | $1000.00           | $30.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.5000%  | N/A     | $14000.00          | $25.24             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $4750.00           | $443.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | 6.0000%  | N/A     | $25000.00          | $2.92              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 8.5000%  | N/A     | $124391.00         | $23.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | 4.0000%  | N/A     | $2000.00           | $206.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-02-01      | 4.5000%  | N/A     | $2000.00           | $260.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 7.0000%  | N/A     | $10000.00          | $13.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.0000%  | N/A     | $8000.00           | $68.28             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.0000%  | N/A     | $4000.00           | $72.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.5000%  | N/A     | $100000.00         | $117.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $7750.00           | $1001.42           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 5.5000%  | N/A     | $1000.00           | $16.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $16000.00          | $11061.08          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.5000%  | N/A     | $2500.00           | $829.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | 6.5000%  | N/A     | $62000.00          | $942.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.5000%  | N/A     | $1000.00           | $230.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $8750.00           | $1097.22           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.0000%  | N/A     | $3000.00           | $168.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $2000.00           | $17.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $46000.00          | $74.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $1000.00           | $36.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.0000%  | N/A     | $41000.00          | $2152.69           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | 7.5000%  | N/A     | $15000.00          | $6.51              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-04-01      | 3.5000%  | N/A     | $5000.00           | $50.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.0000%  | N/A     | $71626.00          | $62.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.0000%  | N/A     | $1000.00           | $28.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 5.0000%  | N/A     | $11000.00          | $94.37             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | 6.5000%  | N/A     | $25000.00          | $22.75             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.0000%  | N/A     | $8000.00           | $5.73              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | 3.0000%  | N/A     | $3000.00           | $31.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 6.5000%  | N/A     | $199231.00         | $326.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $2000.00           | $328.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | 3.5000%  | N/A     | $2000.00           | $146.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.5000%  | N/A     | $2000.00           | $180.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-10-01      | 6.5000%  | N/A     | $25000.00          | $11.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $1000.00           | $149.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.5000%  | N/A     | $36740.00          | $315.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 7.0000%  | N/A     | $14000.00          | $6.85              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 7.0000%  | N/A     | $18000.00          | $35.32             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | 7.0000%  | N/A     | $23000.00          | $12.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-05-01      | 3.5000%  | N/A     | $5000.00           | $229.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-06-01      | 3.5000%  | N/A     | $12000.00          | $80.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $2000.00           | $154.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 6.0000%  | N/A     | $12334.00          | $3.29              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-04-01      | 5.0000%  | N/A     | $20835.00          | $160.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 5.5000%  | N/A     | $25000.00          | $126.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $3667.00           | $32.28             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $1000.00           | $43.56             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 8.0000%  | N/A     | $100000.00         | $68.76             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 5.5000%  | N/A     | $54000.00          | $459.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | 6.5000%  | N/A     | $25000.00          | $301.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $13000.00          | $7527.67           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.0000%  | N/A     | $25000.00          | $111.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.5000%  | N/A     | $1000.00           | $113.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $1000.00           | $667.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.0000%  | N/A     | $83000.00          | $511.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $10000.00          | $954.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 6.5000%  | N/A     | $175000.00         | $318.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.5000%  | N/A     | $10000.00          | $6.73              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $11500.00          | $648.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $23500.00          | $732.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $5000.00           | $3328.28           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $3000.00           | $47.48             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | 3.5000%  | N/A     | $1000.00           | $85.58             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | 6.5000%  | N/A     | $5000.00           | $3.81              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | 3.5000%  | N/A     | $1000.00           | $10.49             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | 6.0000%  | N/A     | $10000.00          | $6.07              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.5000%  | N/A     | $3000.00           | $122.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.0000%  | N/A     | $6000.00           | $758.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.5000%  | N/A     | $1000.00           | $52.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.5000%  | N/A     | $30000.00          | $12.12             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.0000%  | N/A     | $7000.00           | $720.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-10-01      | 4.0000%  | N/A     | $8000.00           | $675.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-06-01      | 6.5000%  | N/A     | $1000.00           | $0.38              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-01-01      | 8.0000%  | N/A     | $37000.00          | $13.17             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.0000%  | N/A     | $1667.00           | $68.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 6.5000%  | N/A     | $90000.00          | $1485.49           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.5000%  | N/A     | $8000.00           | $293.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 5.5000%  | N/A     | $4000.00           | $117.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $7750.00           | $549.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-07-01      | 4.5000%  | N/A     | $3000.00           | $360.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | 3.0000%  | N/A     | $1000.00           | $9.58              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $40000.00          | $20.57             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.0000%  | N/A     | $4500.00           | $571.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-05-01      | 6.5000%  | N/A     | $20000.00          | $5.84              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 6.5000%  | N/A     | $87004.00          | $360.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | 7.0000%  | N/A     | $10000.00          | $4.47              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.0000%  | N/A     | $3334.00           | $11.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-12-01      | 4.0000%  | N/A     | $12500.00          | $1045.77           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.5000%  | N/A     | $8000.00           | $26.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 6.0000%  | N/A     | $50000.00          | $73.95             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $2000.00           | $68.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-02-01      | 5.5000%  | N/A     | $4000.00           | $69.53             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.5000%  | N/A     | $75000.00          | $42.90             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.0000%  | N/A     | $4000.00           | $2005.97           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | 6.5000%  | N/A     | $7000.00           | $18.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 6.0000%  | N/A     | $10000.00          | $11.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-03-01      | 4.0000%  | N/A     | $1000.00           | $93.71             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | 4.5000%  | N/A     | $1994.00           | $0.17              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $2000.00           | $254.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 4.0000%  | N/A     | $2000.00           | $27.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 7.5000%  | N/A     | $26000.00          | $2.29              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-12-01      | 8.0000%  | N/A     | $6000.00           | $0.07              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.5000%  | N/A     | $3000.00           | $381.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 2.5000%  | N/A     | $1000.00           | $28.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.5000%  | N/A     | $1000.00           | $66.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 5.0000%  | N/A     | $15000.00          | $61.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.0000%  | N/A     | $6003.00           | $33.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $5500.00           | $992.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $29000.00          | $110.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-01-01      | 6.5000%  | N/A     | $19000.00          | $159.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 3.5000%  | N/A     | $1000.00           | $144.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | 4.5000%  | N/A     | $4000.00           | $83.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.5000%  | N/A     | $55000.00          | $115.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 6.5480%  | N/A     | $300000.00         | $4095.23           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-02-25      | 3.5000%  | N/A     | $5000.00           | $0.62              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-05-01      | 5.0000%  | N/A     | $2000.00           | $78.95             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.5000%  | N/A     | $2500.00           | $1.53              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 5.5000%  | N/A     | $1000.00           | $3.06              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.0000%  | N/A     | $20715.00          | $27.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 7.5000%  | N/A     | $43000.00          | $8.93              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.0000%  | N/A     | $25000.00          | $129.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.5000%  | N/A     | $43000.00          | $332.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-09-01      | 4.5000%  | N/A     | $60000.00          | $55.57             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $28000.00          | $185.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $32000.00          | $160.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 6.0000%  | N/A     | $20363.00          | $79.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-05-01      | 4.5000%  | N/A     | $6780.00           | $264.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 6.0000%  | N/A     | $135000.00         | $369.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $3000.00           | $2263.70           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 3.0000%  | N/A     | $4000.00           | $89.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | 6.5000%  | N/A     | $53000.00          | $566.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 3.5000%  | N/A     | $45000.00          | $4593.36           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 6.0000%  | N/A     | $16000.00          | $27.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $15000.00          | $145.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-10-01      | 7.5000%  | N/A     | $120000.00         | $341.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.5000%  | N/A     | $4500.00           | $422.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $9600.00           | $7637.87           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 3.5000%  | N/A     | $1000.00           | $87.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | 3.5000%  | N/A     | $4000.00           | $56.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.5000%  | N/A     | $70000.00          | $103.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | 6.0000%  | N/A     | $1468.00           | $22.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | 3.5000%  | N/A     | $8000.00           | $23.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.5000%  | N/A     | $51000.00          | $109.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | 4.0000%  | N/A     | $12000.00          | $475.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 5.5000%  | N/A     | $7000.00           | $85.28             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.5000%  | N/A     | $1000.00           | $68.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | 5.5000%  | N/A     | $15000.00          | $95.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.0000%  | N/A     | $2000.00           | $80.48             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | 6.5000%  | N/A     | $45054.00          | $288.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.5000%  | N/A     | $6000.00           | $326.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.0000%  | N/A     | $125000.00         | $86.85             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | 6.0000%  | N/A     | $367336.00         | $82.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $20000.00          | $822.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.4280%  | N/A     | $150000.00         | $321.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 6.0000%  | N/A     | $156000.00         | $99.24             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $200000.00         | $543.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.0000%  | N/A     | $237670.00         | $72.71             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.5000%  | N/A     | $13000.00          | $71.18             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-10-01      | 6.0000%  | N/A     | $30137.00          | $2.02              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | 6.0000%  | N/A     | $28000.00          | $10.45             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | 3.0000%  | N/A     | $3000.00           | $101.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $6500.00           | $553.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.5000%  | N/A     | $1000.00           | $109.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 7.0000%  | N/A     | $48000.00          | $69.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $8000.00           | $22.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.0000%  | N/A     | $11000.00          | $118.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $34440.00          | $25.35             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $3000.00           | $273.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-08-01      | 3.5000%  | N/A     | $8000.00           | $364.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $311.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $7000.00           | $4277.33           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 5.0000%  | N/A     | $7080.00           | $43.53             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | 3.5000%  | N/A     | $4000.00           | $14.96             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.0000%  | N/A     | $4030.00           | $219.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.0000%  | N/A     | $5000.00           | $6.62              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $1118.00           | $110.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $11000.00          | $1001.63           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-04-01      | 8.5000%  | N/A     | $105000.00         | $331.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $2000.00           | $312.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.0000%  | N/A     | $38000.00          | $351.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $35000.00          | $5888.10           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $61500.00          | $1985.40           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.0000%  | N/A     | $3000.00           | $91.35             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 3.5000%  | N/A     | $3000.00           | $359.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 5.5000%  | N/A     | $34000.00          | $188.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | 5.5000%  | N/A     | $5000.00           | $23.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.0000%  | N/A     | $1000.00           | $101.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | 3.5000%  | N/A     | $13000.00          | $657.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | 6.5000%  | N/A     | $7000.00           | $1.12              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.5000%  | N/A     | $120000.00         | $832.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.0000%  | N/A     | $3000.00           | $282.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.0000%  | N/A     | $23000.00          | $107.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $3000.00           | $289.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $15000.00          | $16.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 7.0000%  | N/A     | $90500.00          | $548.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.5000%  | N/A     | $5000.00           | $474.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $4000.00           | $96.45             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $5098.00           | $25.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | 2.5000%  | N/A     | $1000.00           | $9.51              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | 4.5000%  | N/A     | $6000.00           | $216.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.5000%  | N/A     | $4000.00           | $374.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 5.0000%  | N/A     | $9000.00           | $68.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.5000%  | N/A     | $2000.00           | $169.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-09-01      | 3.5000%  | N/A     | $1001.00           | $95.11             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-04-01      | 6.5000%  | N/A     | $14001.00          | $91.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $5000.00           | $564.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $66000.00          | $368.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $2550.00           | $196.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.5000%  | N/A     | $2000.00           | $58.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.0000%  | N/A     | $5000.00           | $20.12             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | 7.0000%  | N/A     | $90333.00          | $47.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 5.0000%  | N/A     | $1000.00           | $81.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | 4.5000%  | N/A     | $22500.00          | $672.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $1000.00           | $55.24             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 5.5000%  | N/A     | $30000.00          | $159.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.5000%  | N/A     | $2500.00           | $438.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 5.5000%  | N/A     | $13000.00          | $55.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | 4.5000%  | N/A     | $2000.00           | $25.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 5.5000%  | N/A     | $6000.00           | $88.64             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.0000%  | N/A     | $1000.00           | $6.64              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-09-01      | 6.0000%  | N/A     | $1000.00           | $15.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $1334.00           | $115.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.5000%  | N/A     | $15000.00          | $5.77              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.0000%  | N/A     | $4000.00           | $388.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.5000%  | N/A     | $1000.00           | $156.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-03-01      | 5.0000%  | N/A     | $1000.00           | $4.46              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 5.5000%  | N/A     | $7000.00           | $39.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-12-01      | 4.5000%  | N/A     | $2311.00           | $118.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $50000.00          | $70.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 6.0000%  | N/A     | $75000.00          | $180.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | 5.0000%  | N/A     | $2000.00           | $61.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-03-01      | 4.5000%  | N/A     | $11500.00          | $325.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | 6.0000%  | N/A     | $58000.00          | $576.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $6000.00           | $96.15             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 6.5000%  | N/A     | $84000.00          | $462.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.0000%  | N/A     | $29000.00          | $213.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $2015.00           | $171.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 7.0000%  | N/A     | $25000.00          | $130.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 5.5000%  | N/A     | $1600.00           | $11.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 4.5000%  | N/A     | $30000.00          | $379.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $3000.00           | $250.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 3.5000%  | N/A     | $19000.00          | $1873.77           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 8.0000%  | N/A     | $136000.00         | $30.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.0000%  | N/A     | $33208.00          | $336.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $11233.00          | $29.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.5000%  | N/A     | $6000.00           | $254.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.5000%  | N/A     | $50000.00          | $202.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $3000.00           | $9.99              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | 6.5000%  | N/A     | $6000.00           | $39.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 4.0000%  | N/A     | $15000.00          | $276.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-09-01      | 8.5000%  | N/A     | $149557.00         | $51.23             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.0000%  | N/A     | $7000.00           | $107.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 5.0000%  | N/A     | $1000.00           | $26.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $6000.00           | $63.04             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-01-01      | 6.5000%  | N/A     | $100000.00         | $5.22              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $1000.00           | $147.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.0000%  | N/A     | $8000.00           | $309.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.5000%  | N/A     | $6000.00           | $24.49             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $1000.00           | $75.71             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $135.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 8.0000%  | N/A     | $16000.00          | $6.54              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 5.0000%  | N/A     | $5000.00           | $40.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.0000%  | N/A     | $2000.00           | $55.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.0000%  | N/A     | $10000.00          | $25.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.5000%  | N/A     | $19000.00          | $76.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 5.5000%  | N/A     | $10000.00          | $41.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-03-01      | 4.5000%  | N/A     | $3000.00           | $116.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 3.5000%  | N/A     | $3000.00           | $169.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-08-01      | 4.0000%  | N/A     | $2000.00           | $882.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $2000.00           | $262.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.5000%  | N/A     | $1000.00           | $185.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $30000.00          | $221.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-03-01      | 6.0000%  | N/A     | $65000.00          | $150.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.0000%  | N/A     | $10000.00          | $23.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.0000%  | N/A     | $15000.00          | $148.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | 2.5000%  | N/A     | $1000.00           | $31.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.5000%  | N/A     | $1000.00           | $4.65              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $182000.00         | $267.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-08-01      | 6.0000%  | N/A     | $36700.00          | $17.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.0000%  | N/A     | $3000.00           | $36.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $4000.00           | $2841.69           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.5000%  | N/A     | $6000.00           | $75.88             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $15000.00          | $2293.16           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.0000%  | N/A     | $3000.00           | $26.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | 6.0000%  | N/A     | $26460.00          | $190.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.5000%  | N/A     | $5000.00           | $175.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.5000%  | N/A     | $8000.00           | $58.12             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 6.5000%  | N/A     | $36435.00          | $309.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 6.5000%  | N/A     | $57000.00          | $315.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | 3.5000%  | N/A     | $1000.00           | $88.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | 7.5000%  | N/A     | $7333.00           | $0.60              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | 6.5000%  | N/A     | $51000.00          | $65.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | 7.5000%  | N/A     | $30000.00          | $7.16              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 5.5000%  | N/A     | $6000.00           | $8.02              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $11273.00          | $0.22              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 3.5000%  | N/A     | $3000.00           | $702.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 6.0000%  | N/A     | $15000.00          | $74.26             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | 8.0000%  | N/A     | $50000.00          | $107.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | 3.5000%  | N/A     | $7500.00           | $967.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $6032.00           | $160.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $4000.00           | $541.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 5.5000%  | N/A     | $15000.00          | $42.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $2000.00           | $478.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 5.0000%  | N/A     | $1000.00           | $7.87              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.0000%  | N/A     | $1000.00           | $157.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | 3.5000%  | N/A     | $4000.00           | $375.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $10000.00          | $95.94             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.0000%  | N/A     | $44205.00          | $393.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.5000%  | N/A     | $217319.00         | $295.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-04-01      | 6.5000%  | N/A     | $56558.00          | $87.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.5000%  | N/A     | $9000.00           | $53.07             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.0000%  | N/A     | $35399.00          | $78.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-05-01      | 6.0000%  | N/A     | $2750.00           | $20.75             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 6.0000%  | N/A     | $14500.00          | $220.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.0000%  | N/A     | $3750.00           | $466.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 5.5000%  | N/A     | $37000.00          | $239.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $5000.00           | $323.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $72000.00          | $1021.34           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 3.5000%  | N/A     | $2000.00           | $60.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $2000.00           | $11.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.5000%  | N/A     | $4000.00           | $121.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $12000.00          | $252.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.5000%  | N/A     | $10000.00          | $53.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $3000.00           | $257.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $10000.00          | $20.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | 3.5000%  | N/A     | $1000.00           | $90.47             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | 4.0000%  | N/A     | $3333.00           | $339.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-09-01      | 6.0000%  | N/A     | $15000.00          | $6.89              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $4500.00           | $109.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.0000%  | N/A     | $127001.00         | $53.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.5000%  | N/A     | $8000.00           | $19.63             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.0000%  | N/A     | $12000.00          | $102.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $1000.00           | $764.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $1000.00           | $80.48             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | 6.0000%  | N/A     | $31000.00          | $229.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $1000.00           | $168.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | 3.5000%  | N/A     | $2000.00           | $116.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | 5.0000%  | N/A     | $3000.00           | $137.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.5000%  | N/A     | $24500.00          | $2924.78           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 7.5000%  | N/A     | $25000.00          | $113.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-02-01      | 5.5000%  | N/A     | $32000.00          | $347.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.0000%  | N/A     | $3000.00           | $10.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 5.0000%  | N/A     | $28220.00          | $262.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-01-01      | 4.5000%  | N/A     | $4000.00           | $412.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 6.5000%  | N/A     | $68000.00          | $21.82             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $3000.00           | $113.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $3000.00           | $486.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | 5.0000%  | N/A     | $10000.00          | $169.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $11000.00          | $1399.92           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $20000.00          | $118.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $1000.00           | $745.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-04-01      | 8.5000%  | N/A     | $100048.00         | $118.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 6.5000%  | N/A     | $7000.00           | $5.13              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $5000.00           | $676.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | 6.5000%  | N/A     | $1362641.00        | $619.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-03-01      | 3.5000%  | N/A     | $1000.00           | $78.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | 7.0000%  | N/A     | $11000.00          | $5.79              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.5000%  | N/A     | $2000.00           | $26.90             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $7000.00           | $796.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | 3.5000%  | N/A     | $4000.00           | $121.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 6.0000%  | N/A     | $79830.00          | $480.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $5200.00           | $4080.82           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.5000%  | N/A     | $25070.00          | $209.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 3.5000%  | N/A     | $2000.00           | $143.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 6.0000%  | N/A     | $15000.00          | $14.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | 5.0000%  | N/A     | $20079.00          | $189.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $6002.00           | $11.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $3000.00           | $12.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 6.0000%  | N/A     | $25000.00          | $77.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $6500.00           | $404.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-04-01      | 4.5000%  | N/A     | $6000.00           | $364.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $5000.00           | $10.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 6.5000%  | N/A     | $2933.00           | $2.03              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $10000.00          | $956.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | 5.5000%  | N/A     | $40000.00          | $78.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 4.5350%  | N/A     | $350000.00         | $50.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.5000%  | N/A     | $2750.00           | $268.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $54667.00          | $660.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.5000%  | N/A     | $2000.00           | $81.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 5.5000%  | N/A     | $10000.00          | $74.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-05-01      | 6.5000%  | N/A     | $44500.00          | $0.44              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $2000.00           | $1540.16           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $1000.00           | $56.79             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 5.5000%  | N/A     | $23000.00          | $54.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 6.5000%  | N/A     | $51000.00          | $638.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 2.0000%  | N/A     | $3150.00           | $983.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $40000.00          | $690.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.5000%  | N/A     | $1500.00           | $156.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-01-01      | 4.0000%  | N/A     | $1000.00           | $293.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.0000%  | N/A     | $14667.00          | $2.84              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-02-01      | 5.5000%  | N/A     | $3000.00           | $22.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.5000%  | N/A     | $2000.00           | $14.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 6.0000%  | N/A     | $10000.00          | $46.94             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.0000%  | N/A     | $28000.00          | $48.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $1000.00           | $176.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $7000.00           | $56.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $5000.00           | $559.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.5000%  | N/A     | $9000.00           | $166.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.5000%  | N/A     | $30734.00          | $88.24             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 6.5000%  | N/A     | $2896.00           | $0.92              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5000%  | N/A     | $1000.00           | $113.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-06-01      | 4.0000%  | N/A     | $4000.00           | $731.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | 6.5000%  | N/A     | $3000.00           | $47.53             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.0000%  | N/A     | $64611.00          | $448.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $4412.00           | $30.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $4000.00           | $403.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $99096.00          | $104.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $1434.00           | $645.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.0000%  | N/A     | $2192.00           | $87.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $1667.00           | $248.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $1000.00           | $3.11              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $5000.00           | $589.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $5000.00           | $2407.23           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.5000%  | N/A     | $15000.00          | $119.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 6.0000%  | N/A     | $15000.00          | $19.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 5.5000%  | N/A     | $16000.00          | $27.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 7.5000%  | N/A     | $16000.00          | $24.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $15000.00          | $246.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $5000.00           | $2267.48           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 3.0000%  | N/A     | $3000.00           | $359.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $14000.00          | $8486.43           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $4000.00           | $592.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 8.0000%  | N/A     | $47000.00          | $997.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $1000.00           | $115.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.0000%  | N/A     | $6000.00           | $1011.38           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.0000%  | N/A     | $30000.00          | $140.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.0000%  | N/A     | $5000.00           | $541.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-05-01      | 8.0000%  | N/A     | $63000.00          | $30.04             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 7.5000%  | N/A     | $25000.00          | $104.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | 3.0000%  | N/A     | $6000.00           | $1084.28           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | 6.5000%  | N/A     | $15000.00          | $49.49             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-04-01      | 3.5000%  | N/A     | $1000.00           | $74.88             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.5000%  | N/A     | $1667.00           | $47.64             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.0000%  | N/A     | $10500.00          | $1573.58           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.5000%  | N/A     | $5000.00           | $2.51              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 4.5000%  | N/A     | $7000.00           | $81.15             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.0000%  | N/A     | $4000.00           | $58.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 3.0000%  | N/A     | $4000.00           | $182.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $4000.00           | $625.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-04-01      | 2.5000%  | N/A     | $3000.00           | $1946.40           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | 7.0000%  | N/A     | $17000.00          | $6.14              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 4.0000%  | N/A     | $1000.00           | $56.86             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.5000%  | N/A     | $1000.00           | $93.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.0000%  | N/A     | $1000.00           | $195.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $8000.00           | $722.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.5000%  | N/A     | $6000.00           | $53.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $1004.00           | $194.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 6.5000%  | N/A     | $45000.00          | $38.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | 4.0000%  | N/A     | $8000.00           | $944.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-08-01      | 6.0000%  | N/A     | $60688.00          | $195.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 3.5000%  | N/A     | $4000.00           | $295.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-05-01      | 4.0000%  | N/A     | $7000.00           | $189.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $3000.00           | $317.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 5.5000%  | N/A     | $8000.00           | $57.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.0000%  | N/A     | $1334.00           | $104.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.0000%  | N/A     | $6000.00           | $3.71              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.0000%  | N/A     | $10000.00          | $62.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 3.5000%  | N/A     | $3000.00           | $209.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.0000%  | N/A     | $51000.00          | $461.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.5000%  | N/A     | $1219.00           | $4.02              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $92458.00          | $655.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | 5.0000%  | N/A     | $29000.00          | $329.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | 4.5000%  | N/A     | $10000.00          | $236.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.0000%  | N/A     | $55455.00          | $71.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 3.5000%  | N/A     | $4000.00           | $21.37             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-02-01      | 4.0000%  | N/A     | $10500.00          | $1346.59           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $30762.00          | $193.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.0000%  | N/A     | $30000.00          | $215.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $42047.00          | $364.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | 5.0000%  | N/A     | $15000.00          | $251.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.5000%  | N/A     | $15000.00          | $132.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 7.0000%  | N/A     | $500000.00         | $555.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-02-01      | 4.0000%  | N/A     | $4000.00           | $285.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.5000%  | N/A     | $4000.00           | $765.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $89000.00          | $132.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 6.0000%  | N/A     | $15000.00          | $8.85              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.5000%  | N/A     | $1000.00           | $112.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.5000%  | N/A     | $247000.00         | $115.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $15000.00          | $61.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.0000%  | N/A     | $3334.00           | $371.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $18000.00          | $82.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.0000%  | N/A     | $3000.00           | $33.07             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $1000.00           | $107.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 2.0000%  | N/A     | $2000.00           | $756.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $22000.00          | $1703.44           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $1000.00           | $8.48              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 5.5000%  | N/A     | $22422.00          | $157.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-04-01      | 3.5000%  | N/A     | $2000.00           | $150.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 7.5000%  | N/A     | $92000.00          | $30.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $2000.00           | $1541.59           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $6000.00           | $487.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $42000.00          | $309.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | 7.5000%  | N/A     | $25000.00          | $3.68              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $7000.00           | $4729.01           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.5000%  | N/A     | $2000.00           | $14.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $10000.00          | $183.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-07-01      | 7.5000%  | N/A     | $12000.00          | $0.12              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.5000%  | N/A     | $39000.00          | $300.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | 6.5000%  | N/A     | $23676.00          | $23.09             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-10-01      | 3.0000%  | N/A     | $1000.00           | $29.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 5.0000%  | N/A     | $15000.00          | $84.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $6000.00           | $633.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5000%  | N/A     | $4750.00           | $558.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.0000%  | N/A     | $3000.00           | $20.55             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $9000.00           | $55.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.5000%  | N/A     | $52000.00          | $109.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.5000%  | N/A     | $77000.00          | $846.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 3.5000%  | N/A     | $4000.00           | $288.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | 6.5000%  | N/A     | $5000.00           | $0.94              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-02-01      | 3.5000%  | N/A     | $1000.00           | $143.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.1700%  | N/A     | $20000.00          | $17246.65          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-07-01      | 7.5000%  | N/A     | $45000.00          | $33.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.0000%  | N/A     | $2000.00           | $19.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-01-01      | 5.0000%  | N/A     | $7000.00           | $58.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.5000%  | N/A     | $4500.00           | $561.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 5.5000%  | N/A     | $23000.00          | $175.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $3000.00           | $638.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-07-01      | 3.5000%  | N/A     | $7000.00           | $13.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-10-01      | 7.0000%  | N/A     | $73296.00          | $10.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $14500.00          | $66.13             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 6.0000%  | N/A     | $14000.00          | $118.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 8.0000%  | N/A     | $120000.00         | $66.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-02-01      | 3.0000%  | N/A     | $1000.00           | $16.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.5000%  | N/A     | $29000.00          | $316.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.5000%  | N/A     | $1000.00           | $62.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.5000%  | N/A     | $1000.00           | $7.42              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.0000%  | N/A     | $8000.00           | $95.26             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | 3.5000%  | N/A     | $2000.00           | $1274.42           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 5.5000%  | N/A     | $11000.00          | $35.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $67500.00          | $677.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.5000%  | N/A     | $1000.00           | $320.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 8.0000%  | N/A     | $170000.00         | $102.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 4.0000%  | N/A     | $3000.00           | $237.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $3000.00           | $34.79             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 5.0000%  | N/A     | $19000.00          | $72.15             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.0000%  | N/A     | $8000.00           | $66.07             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 6.5000%  | N/A     | $58668.00          | $42.58             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-10-01      | 3.5000%  | N/A     | $1000.00           | $176.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-01-01      | 8.0000%  | N/A     | $7000.00           | $5.71              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 4.5000%  | N/A     | $15000.00          | $18.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | 6.0000%  | N/A     | $25000.00          | $270.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $180000.00         | $47.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 6.5000%  | N/A     | $30000.00          | $47.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.5000%  | N/A     | $25000.00          | $561.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $60335.00          | $74.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | 4.5000%  | N/A     | $125000.00         | $2898.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 5.0000%  | N/A     | $106426.00         | $1741.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 7.0000%  | N/A     | $115000.00         | $141.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $107000.00         | $1168.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.5000%  | N/A     | $25000.00          | $287.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | 6.0000%  | N/A     | $61836.00          | $660.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-15      | 6.0000%  | N/A     | $65000.00          | $763.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | 6.5000%  | N/A     | $235500.00         | $108.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.5000%  | N/A     | $200440.00         | $2736.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.0000%  | N/A     | $76000.00          | $79.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-11-15      | 4.0000%  | N/A     | $9506.00           | $726.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-08-20      | 2.5000%  | N/A     | $15000.00          | $4695.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.5000%  | N/A     | $35000.00          | $329.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 4.0000%  | N/A     | $40000.00          | $1223.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 7.5000%  | N/A     | $50000.00          | $2.72              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 6.5000%  | N/A     | $150001.00         | $611.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | 7.5000%  | N/A     | $1155000.00        | $265.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 5.5000%  | N/A     | $185030.00         | $1226.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.0000%  | N/A     | $29000.00          | $305.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | 6.0000%  | N/A     | $12500.00          | $400.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.5000%  | N/A     | $242000.00         | $311.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $25000.00          | $20.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $70000.00          | $1230.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.5000%  | N/A     | $27000.00          | $12.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | 5.5000%  | N/A     | $2000.00           | $114.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.5000%  | N/A     | $150000.00         | $29.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-15      | 7.0000%  | N/A     | $115000.00         | $34.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 5.5000%  | N/A     | $57715.00          | $1817.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.5000%  | N/A     | $22000.00          | $1327.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | 7.0000%  | N/A     | $31200.00          | $5.86              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | 6.0000%  | N/A     | $2000.00           | $43.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | 5.5000%  | N/A     | $187000.00         | $318.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | 6.0000%  | N/A     | $65000.00          | $38.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-15      | 6.0000%  | N/A     | $25002.00          | $105.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.5000%  | N/A     | $50000.00          | $316.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | 5.0000%  | N/A     | $81874.00          | $1593.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 4.5000%  | N/A     | $25035.00          | $471.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | 4.5000%  | N/A     | $11000.00          | $611.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | 8.5000%  | N/A     | $37498.00          | $17.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 6.0000%  | N/A     | $423466.00         | $333.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 6.5000%  | N/A     | $34000.00          | $0.78              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $25000.00          | $62.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.5000%  | N/A     | $25000.00          | $403.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 7.0000%  | N/A     | $656412.00         | $1199.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $74265.00          | $11.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 7.0000%  | N/A     | $100000.00         | $306.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-20      | 5.0000%  | N/A     | $114000.00         | $1732.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | 6.0000%  | N/A     | $45000.00          | $409.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $37034.00          | $517.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $302000.00         | $405.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $244000.00         | $1423.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 5.0000%  | N/A     | $81000.00          | $1157.95           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.5000%  | N/A     | $60000.00          | $187.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.5000%  | N/A     | $25000.00          | $49.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-20      | 5.0000%  | N/A     | $167250.00         | $1925.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.0000%  | N/A     | $437168.00         | $1178.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $25000.00          | $124.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | 6.0000%  | N/A     | $346000.00         | $1327.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-01-20      | 5.5000%  | N/A     | $5000.00           | $254.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $55805.00          | $317.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 6.0000%  | N/A     | $141000.00         | $171.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 6.0000%  | N/A     | $355829.00         | $3178.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | 6.0000%  | N/A     | $30000.00          | $480.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.0000%  | N/A     | $96000.00          | $666.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.5000%  | N/A     | $34500.00          | $120.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-15      | 6.0000%  | N/A     | $50054.00          | $789.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 7.2500%  | N/A     | $30000.00          | $50.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-20      | 5.0000%  | N/A     | $197950.00         | $3071.96           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $55000.00          | $520.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $50000.00          | $397.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | 6.5000%  | N/A     | $14500.00          | $3124.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 7.5000%  | N/A     | $25000.00          | $15.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 8.0000%  | N/A     | $175000.00         | $7.06              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 5.0000%  | N/A     | $672500.00         | $9478.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.5000%  | N/A     | $40650.00          | $47.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | 7.0000%  | N/A     | $43431.00          | $444.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-20      | 7.0000%  | N/A     | $30000.00          | $19.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-15      | 5.5000%  | N/A     | $50170.00          | $953.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | 5.0000%  | N/A     | $20000.00          | $314.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 5.0000%  | N/A     | $35000.00          | $314.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 7.0000%  | N/A     | $132893.00         | $2070.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-20      | 7.0000%  | N/A     | $152547.00         | $110.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.5000%  | N/A     | $94000.00          | $174.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $80102.00          | $400.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $112000.00         | $661.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.5000%  | N/A     | $30000.00          | $204.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-15      | 6.5000%  | N/A     | $117226.00         | $221.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | 7.0000%  | N/A     | $566000.00         | $216.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $30000.00          | $78.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-20      | 6.5000%  | N/A     | $125000.00         | $0.62              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | 7.0000%  | N/A     | $57000.00          | $30.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $45000.00          | $96.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $64000.00          | $640.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | 5.0000%  | N/A     | $14168.00          | $407.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | 7.0000%  | N/A     | $50000.00          | $1158.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 5.5000%  | N/A     | $25000.00          | $202.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.2500%  | N/A     | $70000.00          | $2834.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | 7.0000%  | N/A     | $56000.00          | $1.65              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 7.0000%  | N/A     | $25000.00          | $95.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.0000%  | N/A     | $32000.00          | $272.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.0000%  | N/A     | $100000.00         | $165.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $40000.00          | $190.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 5.5000%  | N/A     | $10000.00          | $28.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 6.5000%  | N/A     | $50000.00          | $758.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | 5.0000%  | N/A     | $98000.00          | $2104.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | 7.0000%  | N/A     | $323730.00         | $13.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 7.0000%  | N/A     | $25026.00          | $122.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | 4.0000%  | N/A     | $137500.00         | $1675.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 6.0000%  | N/A     | $165248.00         | $186.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | 5.5000%  | N/A     | $132336.00         | $1408.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $53000.00          | $336.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $170000.00         | $3031.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 5.5000%  | N/A     | $105000.00         | $1210.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | 5.0000%  | N/A     | $15000.00          | $108.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 6.0000%  | N/A     | $60000.00          | $485.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 5.5000%  | N/A     | $25000.00          | $56.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 6.0000%  | N/A     | $65000.00          | $447.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 4.0000%  | N/A     | $124000.00         | $757.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $37000.00          | $552.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $345000.00         | $274.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 6.5000%  | N/A     | $1222071.00        | $1061.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-20      | 6.0000%  | N/A     | $33900.00          | $502.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $50000.00          | $435.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.5000%  | N/A     | $185000.00         | $1019.98           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 7.0000%  | N/A     | $312252.00         | $255.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | 7.5000%  | N/A     | $162500.00         | $20.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 8.0000%  | N/A     | $160000.00         | $2.12              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $77220.00          | $55.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 6.5000%  | N/A     | $12684.00          | $588.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | 7.0000%  | N/A     | $170526.00         | $32.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.5000%  | N/A     | $101500.00         | $929.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 6.0000%  | N/A     | $98468.00          | $1099.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-20      | 6.5000%  | N/A     | $90000.00          | $1382.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | 7.5000%  | N/A     | $175000.00         | $24.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $25000.00          | $249.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | 5.5000%  | N/A     | $188000.00         | $1201.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | 5.5000%  | N/A     | $23333.00          | $132.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-15      | 7.0000%  | N/A     | $63853.00          | $36.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-07-20      | 4.5000%  | N/A     | $5000.00           | $48.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 4.5000%  | N/A     | $26179.00          | $297.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 6.5000%  | N/A     | $42000.00          | $20.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 6.5000%  | N/A     | $26000.00          | $303.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.0000%  | N/A     | $42000.00          | $708.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-15      | 5.5000%  | N/A     | $25000.00          | $83.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $163000.00         | $416.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 7.5000%  | N/A     | $127045.00         | $44.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 6.0000%  | N/A     | $43000.00          | $402.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $50060.00          | $179.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $25000.00          | $80.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | 7.0000%  | N/A     | $160000.00         | $759.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $160000.00         | $440.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | 8.0000%  | N/A     | $348364.00         | $16.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.5000%  | N/A     | $25000.00          | $97.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | 5.5000%  | N/A     | $185000.00         | $1442.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.5000%  | N/A     | $25000.00          | $51.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-10-20      | 4.0000%  | N/A     | $18000.00          | $211.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $25000.00          | $11.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-04-20      | 4.0000%  | N/A     | $50000.00          | $2028.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 4.0000%  | N/A     | $360000.00         | $757.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 5.5000%  | N/A     | $25000.00          | $231.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-20      | 5.0000%  | N/A     | $78500.00          | $841.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $37500.00          | $113.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-20      | 4.0000%  | N/A     | $18000.00          | $722.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 7.5000%  | N/A     | $25000.00          | $13.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | 6.0000%  | N/A     | $52729.00          | $5038.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $35121.00          | $101.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | 7.5000%  | N/A     | $701136.00         | $11.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | 5.0000%  | N/A     | $510840.00         | $4358.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | 7.0000%  | N/A     | $170000.00         | $9.74              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-20      | 5.5000%  | N/A     | $205000.00         | $2594.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 7.0000%  | N/A     | $79000.00          | $520.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 8.0000%  | N/A     | $25000.00          | $24.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-20      | 7.0000%  | N/A     | $175000.00         | $64.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 6.5000%  | N/A     | $164000.00         | $2.98              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.5000%  | N/A     | $75000.00          | $178.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $110000.00         | $93.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-07-20      | 6.0000%  | N/A     | $7000.00           | $570.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-20      | 5.5000%  | N/A     | $33000.00          | $418.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 5.5000%  | N/A     | $221000.00         | $2500.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | 5.5000%  | N/A     | $79000.00          | $1004.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $75000.00          | $210.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.0000%  | N/A     | $40000.00          | $65.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 5.0000%  | N/A     | $10000.00          | $67.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 6.5000%  | N/A     | $50000.00          | $58.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 6.0000%  | N/A     | $694000.00         | $507.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 7.0000%  | N/A     | $63454.00          | $91.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-20      | 5.0000%  | N/A     | $207000.00         | $2614.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | 6.5000%  | N/A     | $205488.00         | $120.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-15      | 5.0000%  | N/A     | $27457.00          | $266.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 6.0000%  | N/A     | $5000.00           | $148.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-04-20      | 4.0000%  | N/A     | $8500.00           | $390.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 5.5000%  | N/A     | $67242.00          | $975.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-11-20      | 5.5000%  | N/A     | $20000.00          | $754.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $75000.00          | $256.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-20      | 6.0000%  | N/A     | $50000.00          | $530.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-20      | 6.5000%  | N/A     | $145000.00         | $3423.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 6.5000%  | N/A     | $25000.00          | $266.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $45000.00          | $40.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 5.5000%  | N/A     | $20000.00          | $225.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $772579.00         | $1679.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $265000.00         | $1780.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 8.0000%  | N/A     | $1029609.00        | $16.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 4.0000%  | N/A     | $30000.00          | $552.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $25000.00          | $16.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 5.0000%  | N/A     | $58750.00          | $554.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-20      | 7.5000%  | N/A     | $810960.00         | $202.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 7.5000%  | N/A     | $145000.00         | $99.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-20      | 5.0000%  | N/A     | $13667.00          | $456.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 7.5000%  | N/A     | $69500.00          | $50.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $45000.00          | $480.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.5000%  | N/A     | $25000.00          | $94.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 7.0000%  | N/A     | $128000.00         | $107.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 6.0000%  | N/A     | $1000.00           | $1.75              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $50125.00          | $162.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $25000.00          | $69.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $560000.00         | $135.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $60000.00          | $575.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 6.0000%  | N/A     | $572000.00         | $1823.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $25000.00          | $335.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | 6.5000%  | N/A     | $25891.00          | $409.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-20      | 5.0000%  | N/A     | $166275.00         | $2150.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 6.5000%  | N/A     | $135000.00         | $5.24              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 6.5000%  | N/A     | $78000.00          | $880.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $125000.00         | $258.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 8.0000%  | N/A     | $32531.00          | $15.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | 4.5000%  | N/A     | $31500.00          | $673.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-15      | 7.5000%  | N/A     | $30000.00          | $17.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 7.5000%  | N/A     | $80331.00          | $49.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $330000.00         | $211.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | 6.0000%  | N/A     | $43196.00          | $351.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-03-20      | 7.5000%  | N/A     | $326666.00         | $56.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $50000.00          | $811.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 8.0000%  | N/A     | $700000.00         | $99.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 7.5000%  | N/A     | $50000.00          | $30.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | 8.5000%  | N/A     | $25000.00          | $35.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.2500%  | N/A     | $50882.00          | $2198.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | 7.5000%  | N/A     | $48000.00          | $484.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.0000%  | N/A     | $25000.00          | $418.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-09-20      | 5.5000%  | N/A     | $24000.00          | $790.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.0000%  | N/A     | $50000.00          | $4991.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | 7.0000%  | N/A     | $378100.00         | $38.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $111000.00         | $0.23              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 7.0000%  | N/A     | $44000.00          | $572.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | 7.0000%  | N/A     | $1130643.00        | $225.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 7.0000%  | N/A     | $15000.00          | $3.88              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-20      | 8.0000%  | N/A     | $120000.00         | $1989.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-09-20      | 7.5000%  | N/A     | $346000.00         | $171.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.5000%  | N/A     | $91043.00          | $298.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.0000%  | N/A     | $92291.00          | $790.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-03-20      | 8.0000%  | N/A     | $117157.00         | $13.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | 6.5000%  | N/A     | $25449.00          | $68.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $25000.00          | $86.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 5.5000%  | N/A     | $265301.00         | $1222.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 6.5000%  | N/A     | $30000.00          | $725.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-15      | 7.5000%  | N/A     | $70000.00          | $63.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $25012.00          | $100.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | 4.0000%  | N/A     | $25000.00          | $773.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $50000.00          | $112.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-02-20      | 5.0000%  | N/A     | $40000.00          | $2034.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 4.5000%  | N/A     | $89833.00          | $1270.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.0000%  | N/A     | $85000.00          | $3344.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.5000%  | N/A     | $35000.00          | $55.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.5000%  | N/A     | $109696.00         | $131.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $125000.00         | $247.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 6.5000%  | N/A     | $25000.00          | $63.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 6.0000%  | N/A     | $200000.00         | $19030.91          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $80000.00          | $281.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-15      | 6.5000%  | N/A     | $32085.00          | $695.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.0000%  | N/A     | $40000.00          | $309.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 6.5000%  | N/A     | $85000.00          | $32.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.5000%  | N/A     | $25000.00          | $36.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-15      | 6.5000%  | N/A     | $110000.00         | $3.59              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $25000.00          | $15.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.5000%  | N/A     | $43000.00          | $358.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | 5.0000%  | N/A     | $180282.00         | $2231.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 5.5000%  | N/A     | $11000.00          | $268.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | 7.0000%  | N/A     | $95000.00          | $21.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $107500.00         | $524.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.5000%  | N/A     | $10000.00          | $588.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.5000%  | N/A     | $25000.00          | $752.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 6.5000%  | N/A     | $25000.00          | $394.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 6.5000%  | N/A     | $119000.00         | $3970.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $15000.00          | $1130.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 6.5000%  | N/A     | $90000.00          | $1794.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | 5.5000%  | N/A     | $119000.00         | $859.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 5.0000%  | N/A     | $224605.00         | $2462.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 6.0000%  | N/A     | $55000.00          | $157.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 7.0000%  | N/A     | $41000.00          | $1097.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $25000.00          | $23.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-05-20      | 7.5000%  | N/A     | $275055.00         | $135.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 3.5000%  | N/A     | $25000.00          | $626.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $132812.00         | $172.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 5.0000%  | N/A     | $39000.00          | $186.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $60000.00          | $82.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 4.0000%  | N/A     | $69000.00          | $2625.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-20      | 8.0000%  | N/A     | $127500.00         | $15.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-20      | 4.5000%  | N/A     | $50000.00          | $458.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $35000.00          | $54.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.5000%  | N/A     | $25000.00          | $65.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 7.5000%  | N/A     | $70000.00          | $826.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-20      | 6.5000%  | N/A     | $50000.00          | $526.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-11-20      | 3.5000%  | N/A     | $12500.00          | $687.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.5000%  | N/A     | $405000.00         | $349.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | 5.0000%  | N/A     | $198000.00         | $1855.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 6.0000%  | N/A     | $47000.00          | $819.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 7.0000%  | N/A     | $325400.00         | $87.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-15      | 5.5000%  | N/A     | $14000.00          | $410.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-20      | 6.0000%  | N/A     | $268267.00         | $506.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 7.5000%  | N/A     | $48540.00          | $243.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | 4.5000%  | N/A     | $25000.00          | $186.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $56000.00          | $120.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.5000%  | N/A     | $1142000.00        | $2836.25           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-20      | 6.5000%  | N/A     | $81000.00          | $151.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 7.0000%  | N/A     | $49000.00          | $229.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-15      | 7.5000%  | N/A     | $25000.00          | $1.11              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | 6.5000%  | N/A     | $25667.00          | $91.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-08-20      | 6.0000%  | N/A     | $8765.00           | $224.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | 5.5000%  | N/A     | $88316.00          | $1191.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 5.5000%  | N/A     | $25000.00          | $459.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-15      | 9.0000%  | N/A     | $260000.00         | $245.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 6.5000%  | N/A     | $532708.00         | $389.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-20      | 6.0000%  | N/A     | $35000.00          | $628.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | 6.5000%  | N/A     | $354300.00         | $15.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $31000.00          | $49.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 6.0000%  | N/A     | $698377.00         | $1016.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $105000.00         | $2050.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.7500%  | N/A     | $25000.00          | $87.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.5000%  | N/A     | $25000.00          | $186.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | 6.0000%  | N/A     | $22000.00          | $362.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 5.5000%  | N/A     | $68750.00          | $400.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.0000%  | N/A     | $70000.00          | $28.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 5.5000%  | N/A     | $29043.00          | $256.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $69000.00          | $2.00              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 4.5000%  | N/A     | $41000.00          | $999.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 7.5000%  | N/A     | $55000.00          | $150.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-20      | 6.5000%  | N/A     | $25000.00          | $286.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | 7.0000%  | N/A     | $335000.00         | $69.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $25000.00          | $100.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-05-20      | 8.0000%  | N/A     | $192332.00         | $73.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-08-20      | 3.0000%  | N/A     | $18000.00          | $1072.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 4.7500%  | N/A     | $503419.00         | $83.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-15      | 6.0000%  | N/A     | $15000.00          | $200.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 7.0000%  | N/A     | $27000.00          | $697.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.0000%  | N/A     | $26854.00          | $292.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-15      | 7.0000%  | N/A     | $305000.00         | $310.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-15      | 5.0000%  | N/A     | $100643.00         | $263.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.5000%  | N/A     | $266667.00         | $2974.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-15      | 4.0000%  | N/A     | $50000.00          | $473.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-02-20      | 3.5000%  | N/A     | $20000.00          | $541.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 5.5000%  | N/A     | $45359.00          | $41.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 7.0000%  | N/A     | $199000.00         | $329.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 6.5000%  | N/A     | $54000.00          | $187.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-20      | 7.0000%  | N/A     | $82500.00          | $1413.19           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 6.0000%  | N/A     | $10000.00          | $1009.54           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $315310.00         | $579.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 4.5000%  | N/A     | $25000.00          | $276.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $40000.00          | $42.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.0000%  | N/A     | $106500.00         | $616.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | 6.0000%  | N/A     | $125000.00         | $525.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | 5.0000%  | N/A     | $253394.00         | $3530.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $67919.00          | $357.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | 6.5000%  | N/A     | $525000.00         | $280.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 7.0000%  | N/A     | $134000.00         | $816.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.0000%  | N/A     | $25000.00          | $463.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $15000.00          | $16.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.0000%  | N/A     | $82667.00          | $66.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-07-20      | 5.0000%  | N/A     | $125000.00         | $1907.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 7.0000%  | N/A     | $10000.00          | $107.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-20      | 6.0000%  | N/A     | $25000.00          | $251.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | 5.5000%  | N/A     | $176500.00         | $1684.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-15      | 8.0000%  | N/A     | $93179.00          | $285.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-09-20      | 6.0000%  | N/A     | $1000.00           | $116.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $30000.00          | $147.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $49000.00          | $38.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 5.5000%  | N/A     | $50000.00          | $756.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.5000%  | N/A     | $50000.00          | $184.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | 5.0000%  | N/A     | $76000.00          | $1102.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $60000.00          | $188.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.0000%  | N/A     | $117500.00         | $157.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 4.0000%  | N/A     | $36000.00          | $1328.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.0000%  | N/A     | $50000.00          | $571.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 6.0000%  | N/A     | $130000.00         | $24.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.5000%  | N/A     | $84901.00          | $1917.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-15      | 8.0000%  | N/A     | $116118.00         | $30.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.0000%  | N/A     | $305000.00         | $658.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | 5.0000%  | N/A     | $92000.00          | $1360.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | 4.5000%  | N/A     | $60874.00          | $1036.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 6.0000%  | N/A     | $85000.00          | $59.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $6000.00           | $749.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-20      | 7.0000%  | N/A     | $1275000.00        | $1923.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-15      | 6.0000%  | N/A     | $50000.00          | $332.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-04-20      | 4.5000%  | N/A     | $10000.00          | $341.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $29000.00          | $21.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 7.0000%  | N/A     | $25000.00          | $222.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 6.0000%  | N/A     | $40000.00          | $201.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $65040.00          | $162.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $84826.00          | $424.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-15      | 6.0000%  | N/A     | $25000.00          | $223.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.0000%  | N/A     | $261000.00         | $371.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $46666.00          | $39.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.5000%  | N/A     | $60000.00          | $186.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $55980.00          | $39.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-15      | 5.0000%  | N/A     | $50000.00          | $3705.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-15      | 6.0000%  | N/A     | $55000.00          | $996.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.0000%  | N/A     | $140000.00         | $567.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 6.0000%  | N/A     | $30000.00          | $853.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 7.0000%  | N/A     | $11000.00          | $135.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 7.0000%  | N/A     | $400000.00         | $315.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-20      | 6.0000%  | N/A     | $169500.00         | $643.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.5000%  | N/A     | $83000.00          | $726.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 4.5000%  | N/A     | $50000.00          | $452.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-06-20      | 6.0000%  | N/A     | $33000.00          | $1089.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | 5.5000%  | N/A     | $60289.00          | $636.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.0000%  | N/A     | $51000.00          | $134.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.0000%  | N/A     | $55324.00          | $1553.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.5000%  | N/A     | $75000.00          | $1529.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 6.0000%  | N/A     | $34000.00          | $40.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | 7.0000%  | N/A     | $50811.00          | $27.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.0000%  | N/A     | $386750.00         | $842.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 6.0000%  | N/A     | $122000.00         | $649.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 6.0000%  | N/A     | $147600.00         | $1815.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.5000%  | N/A     | $27333.00          | $1103.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 5.5000%  | N/A     | $1000.00           | $20.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | 7.0000%  | N/A     | $863332.00         | $506.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | 6.0000%  | N/A     | $67545.00          | $6297.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 6.5000%  | N/A     | $31539.00          | $0.71              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-15      | 7.7500%  | N/A     | $60000.00          | $118.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $51584.00          | $350.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $82145.00          | $406.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-20      | 7.0000%  | N/A     | $152706.00         | $99.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.5000%  | N/A     | $84000.00          | $92.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $125000.00         | $164.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.0000%  | N/A     | $25000.00          | $577.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-15      | 8.0000%  | N/A     | $25000.00          | $86.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 4.0000%  | N/A     | $150000.00         | $2662.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $47000.00          | $142.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-20      | 7.5000%  | N/A     | $202000.00         | $99.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | 6.0000%  | N/A     | $397000.00         | $1141.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | 5.0000%  | N/A     | $187484.00         | $1778.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $110000.00         | $56.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 7.0000%  | N/A     | $10000.00          | $138.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $25226.00          | $157.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 7.0000%  | N/A     | $52500.00          | $381.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-04-20      | 6.0000%  | N/A     | $15000.00          | $639.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.5000%  | N/A     | $763000.00         | $399.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 7.5000%  | N/A     | $40000.00          | $1.18              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $100000.00         | $519.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 6.0000%  | N/A     | $51000.00          | $180.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 5.5000%  | N/A     | $141000.00         | $76.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $97000.00          | $31.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-20      | 8.0000%  | N/A     | $50171.00          | $25.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | 5.5000%  | N/A     | $46000.00          | $664.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 7.5000%  | N/A     | $125000.00         | $20.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | 6.0000%  | N/A     | $25000.00          | $331.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $50284.00          | $58.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | 6.0000%  | N/A     | $133479.00         | $1713.39           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $48334.00          | $84.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | 5.5000%  | N/A     | $28333.00          | $710.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.5000%  | N/A     | $25000.00          | $33.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.5000%  | N/A     | $32000.00          | $15.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $25146.00          | $321.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $32000.00          | $92.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-15      | 6.0000%  | N/A     | $31000.00          | $40.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 5.0000%  | N/A     | $10000.00          | $525.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-20      | 5.0000%  | N/A     | $406090.00         | $2832.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 5.5000%  | N/A     | $29036.00          | $49.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 5.5000%  | N/A     | $25000.00          | $20.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 6.0000%  | N/A     | $30000.00          | $209.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | 5.0000%  | N/A     | $25000.00          | $157.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | 7.0000%  | N/A     | $453451.00         | $67.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 7.0000%  | N/A     | $773319.00         | $569.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $30000.00          | $6.81              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.0000%  | N/A     | $1672740.00        | $3004.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 6.0000%  | N/A     | $25028.00          | $1750.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $25000.00          | $83.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | 6.0000%  | N/A     | $85000.00          | $203.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 6.0000%  | N/A     | $25000.00          | $269.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 8.0000%  | N/A     | $64486.00          | $588.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 6.5000%  | N/A     | $629000.00         | $584.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.5000%  | N/A     | $30000.00          | $419.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $97000.00          | $55.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | 8.0000%  | N/A     | $45000.00          | $154.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | 5.5000%  | N/A     | $36000.00          | $765.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 6.0000%  | N/A     | $50000.00          | $101.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-20      | 6.5000%  | N/A     | $40000.00          | $553.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 6.5000%  | N/A     | $92000.00          | $1146.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | 5.0000%  | N/A     | $30000.00          | $1116.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | 6.0000%  | N/A     | $438000.00         | $424.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.5000%  | N/A     | $25000.00          | $151.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 6.5000%  | N/A     | $26000.00          | $23.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-09-20      | 3.5000%  | N/A     | $73500.00          | $9641.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 6.0000%  | N/A     | $30000.00          | $146.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-20      | 6.0000%  | N/A     | $159000.00         | $1910.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 6.0000%  | N/A     | $49000.00          | $546.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-15      | 5.0000%  | N/A     | $14000.00          | $175.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 7.0000%  | N/A     | $25000.00          | $69.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $54618.00          | $68.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-07-20      | 4.0000%  | N/A     | $45629.00          | $1406.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $154000.00         | $228.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.0000%  | N/A     | $25050.00          | $444.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | 6.0000%  | N/A     | $369366.00         | $1123.95           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 7.0000%  | N/A     | $127232.00         | $180.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $45000.00          | $683.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | 5.0000%  | N/A     | $61667.00          | $808.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | 6.5000%  | N/A     | $125000.00         | $36.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | 5.5000%  | N/A     | $115000.00         | $1685.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-15      | 4.5000%  | N/A     | $30000.00          | $189.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $25000.00          | $19.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 4.0000%  | N/A     | $375000.00         | $298.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-15      | 7.5000%  | N/A     | $645609.00         | $97.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.0000%  | N/A     | $29521.00          | $533.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 7.0000%  | N/A     | $98000.00          | $404.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 6.0000%  | N/A     | $50000.00          | $447.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-15      | 5.5000%  | N/A     | $83807.00          | $1159.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 6.5000%  | N/A     | $10000.00          | $381.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 7.0000%  | N/A     | $290000.00         | $222.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | 7.0000%  | N/A     | $50000.00          | $38.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | 7.0000%  | N/A     | $1123999.00        | $408.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 6.5000%  | N/A     | $61022.00          | $783.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 6.0000%  | N/A     | $84000.00          | $364.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.0000%  | N/A     | $25000.00          | $76.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $34000.00          | $110.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 6.5000%  | N/A     | $48694.00          | $694.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 4.5000%  | N/A     | $30000.00          | $632.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | 4.5000%  | N/A     | $35141.00          | $678.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | 5.6250%  | N/A     | $500050.00         | $1020.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $55003.00          | $295.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $346500.00         | $1067.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-20      | 6.0000%  | N/A     | $246566.00         | $655.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-12-20      | 5.0000%  | N/A     | $27000.00          | $2570.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-12-20      | 5.5000%  | N/A     | $2000.00           | $109.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | 6.5000%  | N/A     | $70000.00          | $5.94              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 6.0000%  | N/A     | $110000.00         | $2265.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 5.0000%  | N/A     | $44000.00          | $873.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $25000.00          | $168.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.5000%  | N/A     | $112450.00         | $1785.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $227500.00         | $175.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | 6.0000%  | N/A     | $50000.00          | $437.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 6.0000%  | N/A     | $122000.00         | $2013.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-20      | 5.5000%  | N/A     | $82500.00          | $1118.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.5000%  | N/A     | $529000.00         | $418.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.0000%  | N/A     | $100000.00         | $103.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 6.0000%  | N/A     | $25000.00          | $546.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 6.0000%  | N/A     | $25000.00          | $29.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 5.5000%  | N/A     | $65000.00          | $174.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | 6.0000%  | N/A     | $90000.00          | $951.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-01-20      | 3.5000%  | N/A     | $15000.00          | $478.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.0000%  | N/A     | $25000.00          | $171.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-20      | 7.0000%  | N/A     | $246987.00         | $219.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 6.0000%  | N/A     | $155000.00         | $377.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.2500%  | N/A     | $125000.00         | $97.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-11-20      | 4.0000%  | N/A     | $38000.00          | $420.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 5.0000%  | N/A     | $13000.00          | $201.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 7.0000%  | N/A     | $200000.00         | $2437.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.0000%  | N/A     | $40044.00          | $687.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 7.0000%  | N/A     | $25000.00          | $51.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-20      | 5.0000%  | N/A     | $159000.00         | $2324.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.5000%  | N/A     | $51476.00          | $33.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 7.0000%  | N/A     | $50000.00          | $123.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $604500.00         | $674.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-08-20      | 3.5000%  | N/A     | $25000.00          | $1244.95           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $14000.00          | $322.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 6.0000%  | N/A     | $35000.00          | $1786.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $34000.00          | $199.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.5000%  | N/A     | $48334.00          | $246.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | 6.0000%  | N/A     | $105000.00         | $1520.57           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | 7.0000%  | N/A     | $108000.00         | $194.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 5.0000%  | N/A     | $60000.00          | $247.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $165825.00         | $285.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | 8.5000%  | N/A     | $170000.00         | $24.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 7.0000%  | N/A     | $35000.00          | $64.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $45000.00          | $147.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-12-20      | 3.5000%  | N/A     | $10000.00          | $223.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $785000.00         | $222.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 5.5000%  | N/A     | $25000.00          | $147.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $35000.00          | $119.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 6.0000%  | N/A     | $20000.00          | $232.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.0000%  | N/A     | $25000.00          | $872.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.0000%  | N/A     | $40552.00          | $229.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | 6.0000%  | N/A     | $679680.00         | $2134.25           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | 6.5000%  | N/A     | $65000.00          | $276.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-15      | 6.0000%  | N/A     | $26000.00          | $241.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 6.5000%  | N/A     | $15000.00          | $137.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 6.0000%  | N/A     | $230000.00         | $493.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 6.5000%  | N/A     | $225000.00         | $351.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 4.5000%  | N/A     | $225000.00         | $7588.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-11-20      | 4.0000%  | N/A     | $65361.00          | $3602.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-11-20      | 5.5000%  | N/A     | $9000.00           | $1230.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | 6.5000%  | N/A     | $100000.00         | $27.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-20      | 7.0000%  | N/A     | $337000.00         | $185.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 7.0000%  | N/A     | $10000.00          | $66.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $25000.00          | $176.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $373826.00         | $135.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-15      | 4.5000%  | N/A     | $55000.00          | $573.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 5.5000%  | N/A     | $217000.00         | $1628.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.0000%  | N/A     | $270000.00         | $1802.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | 7.0000%  | N/A     | $25000.00          | $34.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 7.0000%  | N/A     | $151000.00         | $2571.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-20      | 5.0000%  | N/A     | $26000.00          | $344.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $30000.00          | $312.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 6.5000%  | N/A     | $100000.00         | $59.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 5.5000%  | N/A     | $262000.00         | $605.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-20      | 7.0000%  | N/A     | $121500.00         | $47.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-08-20      | 4.5000%  | N/A     | $32000.00          | $233.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $36300.00          | $23.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 6.0000%  | N/A     | $25000.00          | $463.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.0000%  | N/A     | $25000.00          | $473.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-11-20      | 4.0000%  | N/A     | $30000.00          | $684.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | 7.0000%  | N/A     | $368000.00         | $149.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 7.0000%  | N/A     | $49000.00          | $211.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $126972.00         | $154.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $80702.00          | $409.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 7.0000%  | N/A     | $100000.00         | $70.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | 6.5000%  | N/A     | $27500.00          | $372.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-12-20      | 4.5000%  | N/A     | $9666.00           | $745.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | 5.5000%  | N/A     | $77520.00          | $1007.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 7.5000%  | N/A     | $80000.00          | $26.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $96000.00          | $116.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | 5.5000%  | N/A     | $25524.00          | $175.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 6.5000%  | N/A     | $40000.00          | $11.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-15      | 4.0000%  | N/A     | $10000.00          | $393.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 6.0000%  | N/A     | $83000.00          | $708.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 7.0000%  | N/A     | $159725.00         | $40.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-15      | 7.0000%  | N/A     | $75000.00          | $117.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 6.5000%  | N/A     | $28500.00          | $112.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | 6.0000%  | N/A     | $25000.00          | $1042.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 7.5000%  | N/A     | $690000.00         | $231.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.5000%  | N/A     | $164000.00         | $439.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 5.5000%  | N/A     | $52168.00          | $350.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-20      | 5.0000%  | N/A     | $5000.00           | $64.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $50000.00          | $77.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.0000%  | N/A     | $9000.00           | $27.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.0000%  | N/A     | $75000.00          | $83.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-12-20      | 3.5000%  | N/A     | $15000.00          | $456.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.5000%  | N/A     | $12500.00          | $342.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-06-20      | 3.5000%  | N/A     | $23000.00          | $667.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 7.5000%  | N/A     | $120000.00         | $183.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $35000.00          | $145.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $10000.00          | $1534.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $133000.00         | $208.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 7.0000%  | N/A     | $205931.00         | $6.25              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-20      | 5.0000%  | N/A     | $208300.00         | $3316.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 7.5000%  | N/A     | $25000.00          | $6.11              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | 6.0000%  | N/A     | $126050.00         | $1908.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 7.5000%  | N/A     | $23000.00          | $179.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 8.5000%  | N/A     | $200000.00         | $61.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-20      | 7.5000%  | N/A     | $100000.00         | $12.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 5.5000%  | N/A     | $125305.00         | $810.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $370000.00         | $131.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-12-20      | 4.5000%  | N/A     | $85000.00          | $941.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-20      | 7.5000%  | N/A     | $590000.00         | $326.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 5.0000%  | N/A     | $245000.00         | $3138.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.0000%  | N/A     | $1000.00           | $481.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-15      | 7.5000%  | N/A     | $29195.00          | $1.29              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 5.5000%  | N/A     | $210000.00         | $2492.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-11-20      | 3.5000%  | N/A     | $7000.00           | $177.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | 7.0000%  | N/A     | $25265.00          | $3.21              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $25114.00          | $619.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $100000.00         | $85.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 6.5000%  | N/A     | $209884.00         | $514.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $25982.00          | $489.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-15      | 7.0000%  | N/A     | $305595.00         | $2.53              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-20      | 5.0000%  | N/A     | $76000.00          | $887.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $25000.00          | $149.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-20      | 4.5000%  | N/A     | $10000.00          | $368.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.0000%  | N/A     | $241000.00         | $660.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-20      | 7.0000%  | N/A     | $619304.00         | $0.25              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.0000%  | N/A     | $75000.00          | $414.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 6.0000%  | N/A     | $50000.00          | $663.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $45000.00          | $483.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 8.0000%  | N/A     | $108334.00         | $4.00              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 6.0000%  | N/A     | $15000.00          | $165.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-15      | 7.0000%  | N/A     | $200000.00         | $127.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | 6.0000%  | N/A     | $68000.00          | $394.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | 4.5000%  | N/A     | $50000.00          | $126.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | 6.5000%  | N/A     | $402491.00         | $212.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 7.0000%  | N/A     | $331787.00         | $247.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-07-20      | 3.0000%  | N/A     | $32000.00          | $2250.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 6.0000%  | N/A     | $35000.00          | $1921.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $25000.00          | $72.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 7.5000%  | N/A     | $95000.00          | $23.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $45000.00          | $348.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | 6.0000%  | N/A     | $403538.00         | $540.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-09-20      | 3.5000%  | N/A     | $33000.00          | $1129.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-20      | 7.0000%  | N/A     | $986000.00         | $841.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 6.5000%  | N/A     | $40051.00          | $169.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-05-20      | 3.5000%  | N/A     | $10000.00          | $151.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.0000%  | N/A     | $65000.00          | $489.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $100000.00         | $80.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $34753.00          | $52.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | 5.0000%  | N/A     | $182080.00         | $1739.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | 3.5000%  | N/A     | $11000.00          | $545.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $35000.00          | $11.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 7.0000%  | N/A     | $35000.00          | $394.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $25000.00          | $450.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $280342.00         | $3493.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.5000%  | N/A     | $163000.00         | $317.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 5.5000%  | N/A     | $114500.00         | $979.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 6.5000%  | N/A     | $305000.00         | $120.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $27000.00          | $335.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | 5.5000%  | N/A     | $61000.00          | $699.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 7.5000%  | N/A     | $160431.00         | $88.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 5.5000%  | N/A     | $45000.00          | $31.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | 6.0000%  | N/A     | $142500.00         | $1626.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | 6.0000%  | N/A     | $50000.00          | $633.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | 6.5000%  | N/A     | $363050.00         | $627.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | 7.0000%  | N/A     | $71250.00          | $2183.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | 6.5000%  | N/A     | $25000.00          | $135.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 6.5000%  | N/A     | $250000.00         | $73.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.5000%  | N/A     | $50000.00          | $508.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $30000.00          | $51.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | 6.0000%  | N/A     | $28571.00          | $512.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-10-20      | 3.5000%  | N/A     | $14000.00          | $285.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 7.0000%  | N/A     | $10000.00          | $8.73              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-06-20      | 3.5000%  | N/A     | $35000.00          | $804.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $1762667.00        | $544.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $153745.00         | $477.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $43000.00          | $190.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.5000%  | N/A     | $99000.00          | $72.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 5.5000%  | N/A     | $57000.00          | $146.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | 5.0000%  | N/A     | $60000.00          | $314.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $140000.00         | $25.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.5000%  | N/A     | $125000.00         | $64.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $25000.00          | $562.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.5000%  | N/A     | $25000.00          | $192.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | 7.5000%  | N/A     | $25000.00          | $4.92              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | 5.5000%  | N/A     | $428789.00         | $2063.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.0000%  | N/A     | $7000.00           | $84.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-15      | 7.0000%  | N/A     | $400000.00         | $472.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | 6.0000%  | N/A     | $33983.00          | $440.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.5000%  | N/A     | $263382.00         | $7140.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-15      | 6.5000%  | N/A     | $109000.00         | $150.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-20      | 7.5000%  | N/A     | $160718.00         | $95.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 5.0000%  | N/A     | $236250.00         | $2786.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 5.5000%  | N/A     | $42000.00          | $199.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 6.5000%  | N/A     | $337400.00         | $300.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-20      | 4.5000%  | N/A     | $63000.00          | $742.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-09-20      | 5.5000%  | N/A     | $10000.00          | $503.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-15      | 7.2500%  | N/A     | $25000.00          | $15.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | 6.5000%  | N/A     | $412156.00         | $220.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.5000%  | N/A     | $75000.00          | $11.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $94073.00          | $718.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | 8.0000%  | N/A     | $60000.00          | $7.22              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 4.5000%  | N/A     | $63000.00          | $875.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 5.5000%  | N/A     | $61565.00          | $1327.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | 7.5000%  | N/A     | $160000.00         | $5.51              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-09-20      | 5.0000%  | N/A     | $27000.00          | $215.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $177000.00         | $266.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 8.0000%  | N/A     | $35000.00          | $8.71              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-12-20      | 5.5000%  | N/A     | $20000.00          | $1893.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.5000%  | N/A     | $41084.00          | $175.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-15      | 7.0000%  | N/A     | $55000.00          | $97.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 7.0000%  | N/A     | $110000.00         | $1026.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-12-20      | 6.0000%  | N/A     | $149000.00         | $3165.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.0000%  | N/A     | $200000.00         | $261.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.5000%  | N/A     | $35000.00          | $51.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.5000%  | N/A     | $695268.00         | $1547.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | 4.5000%  | N/A     | $49000.00          | $736.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-15      | 5.0000%  | N/A     | $15000.00          | $263.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 6.0000%  | N/A     | $30000.00          | $194.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-06-20      | 2.5000%  | N/A     | $15000.00          | $3314.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | 6.5000%  | N/A     | $126000.00         | $1322.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-03-15      | 6.0000%  | N/A     | $5000.00           | $335.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.0000%  | N/A     | $67000.00          | $803.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 5.0000%  | N/A     | $35249.00          | $253.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.5000%  | N/A     | $486464.00         | $592.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.5000%  | N/A     | $105333.00         | $248.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $35373.00          | $91.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.0000%  | N/A     | $35000.00          | $104.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 5.5000%  | N/A     | $25724.00          | $91.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 6.5000%  | N/A     | $26884.00          | $198.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | 5.0000%  | N/A     | $56500.00          | $217.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | 6.5000%  | N/A     | $45000.00          | $37.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 5.5000%  | N/A     | $5000.00           | $110.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-15      | 5.0000%  | N/A     | $66006.00          | $1026.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $1000.00           | $9.50              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-02-20      | 4.0000%  | N/A     | $25000.00          | $1263.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 6.0000%  | N/A     | $251881.00         | $4382.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 7.0000%  | N/A     | $40000.00          | $373.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $75150.00          | $173.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 3.5000%  | N/A     | $6000.00           | $577.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.5000%  | N/A     | $60110.00          | $1937.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 6.0000%  | N/A     | $60000.00          | $1354.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 5.0000%  | N/A     | $1000.00           | $8.36              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | 6.5000%  | N/A     | $93077.00          | $199.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.2500%  | N/A     | $25000.00          | $99.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | 6.0000%  | N/A     | $97000.00          | $1766.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $100000.00         | $341.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-15      | 6.5000%  | N/A     | $59768.00          | $427.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $95000.00          | $64.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 5.5000%  | N/A     | $25000.00          | $296.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-15      | 5.5000%  | N/A     | $25000.00          | $165.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-20      | 7.5000%  | N/A     | $227000.00         | $201.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-15      | 6.0000%  | N/A     | $25000.00          | $571.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | 4.5000%  | N/A     | $44670.00          | $1048.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-07-15      | 4.5000%  | N/A     | $42621.00          | $1069.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.5000%  | N/A     | $90000.00          | $1439.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 6.0000%  | N/A     | $25000.00          | $48.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $25000.00          | $211.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 6.0000%  | N/A     | $75000.00          | $1259.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $145000.00         | $143.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-20      | 6.5000%  | N/A     | $50000.00          | $814.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $60000.00          | $634.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $240000.00         | $665.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.5000%  | N/A     | $123334.00         | $50.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $40000.00          | $92.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $29000.00          | $12.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 6.0000%  | N/A     | $101000.00         | $909.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | 6.0000%  | N/A     | $935522.00         | $2431.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | 5.0000%  | N/A     | $164192.00         | $2200.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | 7.0000%  | N/A     | $50000.00          | $2868.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 6.5000%  | N/A     | $120000.00         | $252.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.0000%  | N/A     | $37000.00          | $76.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | 6.0000%  | N/A     | $75625.00          | $890.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 3.0000%  | N/A     | $70000.00          | $6789.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 5.0000%  | N/A     | $96081.00          | $1402.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.0000%  | N/A     | $11000.00          | $28.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $130218.00         | $10.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-15      | 5.5000%  | N/A     | $25000.00          | $90.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $25000.00          | $81.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-20      | 6.5000%  | N/A     | $319000.00         | $565.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-11-20      | 4.0000%  | N/A     | $10000.00          | $430.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | 6.5000%  | N/A     | $35667.00          | $378.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | 6.0000%  | N/A     | $155108.00         | $1610.54           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 7.0000%  | N/A     | $25000.00          | $16.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 7.0000%  | N/A     | $40000.00          | $34.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 6.0000%  | N/A     | $845448.00         | $961.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-15      | 5.0000%  | N/A     | $25000.00          | $525.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $40000.00          | $242.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-15      | 5.5000%  | N/A     | $100000.00         | $479.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $114000.00         | $79.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 5.5000%  | N/A     | $63333.00          | $683.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | 4.0000%  | N/A     | $69250.00          | $2881.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-15      | 9.0000%  | N/A     | $77000.00          | $144.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-09-20      | 4.0000%  | N/A     | $25000.00          | $782.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 6.0000%  | N/A     | $86000.00          | $312.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.0000%  | N/A     | $30000.00          | $39.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-20      | 7.5000%  | N/A     | $525605.00         | $413.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $413000.00         | $479.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 7.0000%  | N/A     | $75000.00          | $124.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | 7.5000%  | N/A     | $400000.00         | $92.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.5000%  | N/A     | $25487.00          | $40.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 6.0000%  | N/A     | $624673.00         | $1862.46           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 7.0000%  | N/A     | $40000.00          | $64.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 6.5000%  | N/A     | $75000.00          | $505.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 7.0000%  | N/A     | $405000.00         | $412.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.5000%  | N/A     | $139000.00         | $5671.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-03-20      | 5.0000%  | N/A     | $26600.00          | $2279.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-20      | 7.5000%  | N/A     | $625000.00         | $73.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $25000.00          | $98.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $38000.00          | $162.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $58000.00          | $342.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | 5.5000%  | N/A     | $210085.00         | $3567.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | 6.0000%  | N/A     | $84936.00          | $82.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.0000%  | N/A     | $33000.00          | $594.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.5000%  | N/A     | $54277.00          | $747.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | 8.0000%  | N/A     | $50032.00          | $30.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-20      | 4.0000%  | N/A     | $75000.00          | $784.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 6.0000%  | N/A     | $51000.00          | $390.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | 7.0000%  | N/A     | $238000.00         | $93.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 7.5000%  | N/A     | $25000.00          | $31.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-15      | 6.5000%  | N/A     | $25000.00          | $49.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 7.0000%  | N/A     | $25000.00          | $40.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 8.0000%  | N/A     | $160000.00         | $4.10              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 7.0000%  | N/A     | $25000.00          | $48.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-15      | 4.5000%  | N/A     | $25250.00          | $326.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-08-20      | 3.5000%  | N/A     | $15000.00          | $327.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.0000%  | N/A     | $86083.00          | $1037.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 7.0000%  | N/A     | $388976.00         | $5.37              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-20      | 7.5000%  | N/A     | $385000.00         | $51.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | 6.5000%  | N/A     | $55000.00          | $9.36              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 8.5000%  | N/A     | $47000.00          | $4.20              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 7.0000%  | N/A     | $25614.00          | $20.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 7.0000%  | N/A     | $434500.00         | $410.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $50000.00          | $257.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-15      | 6.5000%  | N/A     | $41339.00          | $141.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 6.0000%  | N/A     | $160000.00         | $1029.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-20      | 6.0000%  | N/A     | $533500.00         | $1522.54           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $30041.00          | $44.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-15      | 7.2500%  | N/A     | $25000.00          | $7.65              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $31000.00          | $782.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $30000.00          | $592.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-12-15      | 6.0000%  | N/A     | $100000.00         | $2516.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 6.5000%  | N/A     | $229166.00         | $4974.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $26000.00          | $341.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.5000%  | N/A     | $45000.00          | $854.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $130460.00         | $140.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-15      | 6.5000%  | N/A     | $110000.00         | $138.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 6.5000%  | N/A     | $278113.00         | $161.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $50000.00          | $18.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-20      | 6.5000%  | N/A     | $45250.00          | $487.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.0000%  | N/A     | $105000.00         | $175.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $139972.00         | $431.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-20      | 5.5000%  | N/A     | $10000.00          | $355.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $80000.00          | $39.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 5.0000%  | N/A     | $73000.00          | $441.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $201554.00         | $273.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-20      | 7.0000%  | N/A     | $532500.00         | $399.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $25025.00          | $0.89              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 4.5000%  | N/A     | $16000.00          | $348.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 7.0000%  | N/A     | $150000.00         | $166.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-05-20      | 3.0000%  | N/A     | $29000.00          | $1555.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.0000%  | N/A     | $25000.00          | $271.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | 4.5000%  | N/A     | $493500.00         | $3840.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 6.5000%  | N/A     | $50000.00          | $75.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | 8.0000%  | N/A     | $408000.00         | $41.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 4.0000%  | N/A     | $10000.00          | $494.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $50000.00          | $419.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.0000%  | N/A     | $22500.00          | $326.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $50000.00          | $22.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-02-20      | 3.5000%  | N/A     | $5000.00           | $600.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $201000.00         | $192.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $25000.00          | $14.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 8.0000%  | N/A     | $85000.00          | $191.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-20      | 8.0000%  | N/A     | $40000.00          | $28.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-15      | 6.0000%  | N/A     | $8000.00           | $283.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $25843.00          | $200.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-20      | 5.0000%  | N/A     | $199667.00         | $1408.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.0000%  | N/A     | $47000.00          | $363.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-09-20      | 9.0000%  | N/A     | $307000.00         | $82.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $55000.00          | $819.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $42651.00          | $38.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 7.5000%  | N/A     | $102771.00         | $3.70              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.0000%  | N/A     | $26000.00          | $276.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-15      | 8.0000%  | N/A     | $157000.00         | $443.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | 7.5000%  | N/A     | $25000.00          | $1.39              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-20      | 4.5000%  | N/A     | $20000.00          | $150.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 6.0000%  | N/A     | $25000.00          | $282.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $25000.00          | $83.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $30097.00          | $10.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | 5.5000%  | N/A     | $19166.00          | $205.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-09-20      | 3.5000%  | N/A     | $132000.00         | $5877.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 6.5000%  | N/A     | $30000.00          | $17.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-20      | 5.5000%  | N/A     | $50000.00          | $773.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | 6.5000%  | N/A     | $360000.00         | $58.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $35000.00          | $108.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.0000%  | N/A     | $50000.00          | $136.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-20      | 6.5000%  | N/A     | $25408.00          | $2.34              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.0000%  | N/A     | $25000.00          | $340.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $55000.00          | $919.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | 5.5000%  | N/A     | $60006.00          | $465.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | 7.5000%  | N/A     | $114500.00         | $58.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.0000%  | N/A     | $214000.00         | $556.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | 5.5000%  | N/A     | $50000.00          | $188.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $50000.00          | $128.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-20      | 7.5000%  | N/A     | $593000.00         | $317.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | 6.5000%  | N/A     | $676836.00         | $385.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.0000%  | N/A     | $52000.00          | $664.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 5.5000%  | N/A     | $285469.00         | $3193.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-20      | 5.5000%  | N/A     | $249214.00         | $1065.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | 4.5000%  | N/A     | $236508.00         | $2784.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-09-15      | 4.0000%  | N/A     | $16000.00          | $1438.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-03-20      | 4.0000%  | N/A     | $133000.00         | $1450.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.5000%  | N/A     | $70000.00          | $34.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-20      | 7.0000%  | N/A     | $1315528.00        | $3.77              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-15      | 6.5000%  | N/A     | $38000.00          | $9.74              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.5000%  | N/A     | $29000.00          | $207.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | 7.5000%  | N/A     | $146000.00         | $4.72              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-20      | 5.0000%  | N/A     | $102256.00         | $589.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.0000%  | N/A     | $10000.00          | $164.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.0000%  | N/A     | $108000.00         | $317.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 6.5000%  | N/A     | $730684.00         | $594.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-15      | 6.0000%  | N/A     | $60000.00          | $509.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $30343.00          | $80.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.0000%  | N/A     | $34000.00          | $1383.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 7.5000%  | N/A     | $382750.00         | $23.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 6.0000%  | N/A     | $25000.00          | $261.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.5000%  | N/A     | $35000.00          | $402.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-15      | 7.0000%  | N/A     | $170000.00         | $1.70              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $33000.00          | $52.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $56000.00          | $50.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.0000%  | N/A     | $25000.00          | $490.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 6.5000%  | N/A     | $25000.00          | $451.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.5000%  | N/A     | $20000.00          | $218.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | 7.5000%  | N/A     | $25000.00          | $10.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $35000.00          | $188.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-03-20      | 7.0000%  | N/A     | $182000.00         | $39.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $1220000.00        | $355.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 5.5000%  | N/A     | $27000.00          | $65.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | 8.5000%  | N/A     | $25107.00          | $3.26              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 5.5000%  | N/A     | $44000.00          | $484.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | 5.5000%  | N/A     | $45070.00          | $913.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $68000.00          | $494.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.5000%  | N/A     | $100100.00         | $124.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 6.0000%  | N/A     | $162000.00         | $1476.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-12-20      | 4.0000%  | N/A     | $213729.00         | $3436.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 7.0000%  | N/A     | $25000.00          | $72.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.5000%  | N/A     | $1919000.00        | $391.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | 5.0000%  | N/A     | $207750.00         | $2809.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $75000.00          | $542.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $25000.00          | $203.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | 4.5000%  | N/A     | $46431.00          | $907.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | 5.5000%  | N/A     | $103000.00         | $245.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | 7.5000%  | N/A     | $50000.00          | $71.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 6.0000%  | N/A     | $10000.00          | $627.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-11-20      | 4.0000%  | N/A     | $50000.00          | $849.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 5.5000%  | N/A     | $130050.00         | $195.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $25000.00          | $29.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $125150.00         | $1322.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | 7.0000%  | N/A     | $105000.00         | $892.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-20      | 7.5000%  | N/A     | $322500.00         | $180.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-04-20      | 4.5000%  | N/A     | $7500.00           | $123.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-20      | 5.5000%  | N/A     | $35000.00          | $311.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $47000.00          | $72.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 7.0000%  | N/A     | $60000.00          | $50.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-02-20      | 5.0000%  | N/A     | $20000.00          | $256.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.0000%  | N/A     | $11000.00          | $155.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | 7.0000%  | N/A     | $476819.00         | $202.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 6.5000%  | N/A     | $68000.00          | $2823.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-07-20      | 4.0000%  | N/A     | $185000.00         | $11435.32          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | 7.5000%  | N/A     | $680000.00         | $47.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-20      | 7.0000%  | N/A     | $371500.00         | $104.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-20      | 5.0000%  | N/A     | $335464.00         | $2605.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 6.5000%  | N/A     | $1811000.00        | $1502.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-20      | 5.5000%  | N/A     | $30000.00          | $409.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 5.0000%  | N/A     | $73500.00          | $900.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $180000.00         | $81.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 6.5000%  | N/A     | $214315.00         | $390.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 4.5000%  | N/A     | $25035.00          | $671.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | 5.0000%  | N/A     | $217500.00         | $2722.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-20      | 7.0000%  | N/A     | $208000.00         | $1641.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 7.5000%  | N/A     | $75000.00          | $24.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 5.5000%  | N/A     | $40680.00          | $395.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-01-20      | 3.5000%  | N/A     | $30000.00          | $696.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | 6.5000%  | N/A     | $463000.00         | $228.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 6.0000%  | N/A     | $50000.00          | $659.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-03-20      | 3.5000%  | N/A     | $10000.00          | $1644.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-15      | 7.0000%  | N/A     | $25020.00          | $3.58              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-20      | 6.5000%  | N/A     | $276500.00         | $444.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.0000%  | N/A     | $32000.00          | $217.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-15      | 6.0000%  | N/A     | $34029.00          | $372.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $65000.00          | $25.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 6.5000%  | N/A     | $28729.00          | $535.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-20      | 5.5000%  | N/A     | $46796.00          | $451.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 7.5000%  | N/A     | $25736.00          | $1.56              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 5.5000%  | N/A     | $122000.00         | $1082.87           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 5.5000%  | N/A     | $155207.00         | $1646.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $50000.00          | $333.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 7.5000%  | N/A     | $60000.00          | $1499.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.0000%  | N/A     | $50000.00          | $182.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $60000.00          | $243.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 4.5000%  | N/A     | $75000.00          | $1799.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | 7.0000%  | N/A     | $533490.00         | $164.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $25000.00          | $165.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $30000.00          | $96.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.0000%  | N/A     | $25028.00          | $1803.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $930000.00         | $532.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 5.5000%  | N/A     | $34000.00          | $276.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-02-20      | 3.0000%  | N/A     | $13000.00          | $819.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-20      | 6.0000%  | N/A     | $811666.00         | $1847.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-15      | 5.0000%  | N/A     | $40000.00          | $1743.39           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | 8.0000%  | N/A     | $49000.00          | $1.19              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $431250.00         | $1493.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-20      | 5.2500%  | N/A     | $97000.00          | $3493.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-15      | 6.0000%  | N/A     | $170000.00         | $402.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 8.0000%  | N/A     | $100000.00         | $7.79              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-15      | 6.5000%  | N/A     | $9616.00           | $299.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | 7.0000%  | N/A     | $75000.00          | $850.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 7.0000%  | N/A     | $251459.00         | $169.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-20      | 5.5000%  | N/A     | $35000.00          | $537.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.0000%  | N/A     | $117000.00         | $208.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $210500.00         | $209.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-20      | 5.5000%  | N/A     | $182800.00         | $1827.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $36916.00          | $213.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-15      | 6.5000%  | N/A     | $30000.00          | $127.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-08-15      | 4.0000%  | N/A     | $28000.00          | $2292.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | 8.5000%  | N/A     | $34000.00          | $2.72              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-15      | 7.0000%  | N/A     | $25000.00          | $5.07              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | 2.5000%  | N/A     | $20000.00          | $663.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $25000.00          | $294.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-15      | 4.5000%  | N/A     | $94759.00          | $1407.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $110000.00         | $627.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 7.0000%  | N/A     | $90115.00          | $34.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $25000.00          | $81.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-15      | 4.0000%  | N/A     | $15000.00          | $674.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.0000%  | N/A     | $25000.00          | $351.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | 5.5000%  | N/A     | $50834.00          | $360.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 7.0000%  | N/A     | $85000.00          | $223.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $37000.00          | $11.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-20      | 5.5000%  | N/A     | $164834.00         | $1927.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-20      | 8.0000%  | N/A     | $297000.00         | $33.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.5000%  | N/A     | $30000.00          | $31.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $54000.00          | $278.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 4.0000%  | N/A     | $100000.00         | $101.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 5.5000%  | N/A     | $360000.00         | $459.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-20      | 6.0000%  | N/A     | $106300.00         | $1642.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 5.0000%  | N/A     | $1045000.00        | $2718.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 7.0000%  | N/A     | $40000.00          | $89.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-12-20      | 4.0000%  | N/A     | $18750.00          | $941.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.5000%  | N/A     | $37000.00          | $24.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-15      | 3.5000%  | N/A     | $10000.00          | $2119.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 7.5000%  | N/A     | $25000.00          | $353.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 4.0000%  | N/A     | $36000.00          | $1104.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-15      | 4.5000%  | N/A     | $35000.00          | $955.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | 5.5000%  | N/A     | $120328.00         | $1353.30           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-15      | 6.0000%  | N/A     | $50000.00          | $337.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 7.0000%  | N/A     | $25000.00          | $248.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $85000.00          | $141.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-05-15      | 4.0000%  | N/A     | $20803.00          | $1465.57           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | 7.5000%  | N/A     | $176850.00         | $12.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | 6.0000%  | N/A     | $30000.00          | $357.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 5.5000%  | N/A     | $90500.00          | $1110.30           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-20      | 8.0000%  | N/A     | $43092.00          | $28.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 5.0000%  | N/A     | $12632.00          | $354.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.0000%  | N/A     | $25000.00          | $222.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-02-20      | 5.5000%  | N/A     | $15942.00          | $196.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 7.0000%  | N/A     | $163000.00         | $4479.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 8.0000%  | N/A     | $33120.00          | $15.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $275000.00         | $282.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 7.5000%  | N/A     | $75000.00          | $37.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | 5.5000%  | N/A     | $17000.00          | $1414.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-10-20      | 5.0000%  | N/A     | $20000.00          | $1553.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-15      | 5.0000%  | N/A     | $30000.00          | $2036.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 6.0000%  | N/A     | $30000.00          | $183.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | 6.0000%  | N/A     | $206000.00         | $1754.57           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $25000.00          | $217.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 5.0000%  | N/A     | $115000.00         | $2095.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.0000%  | N/A     | $52000.00          | $265.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 7.0000%  | N/A     | $25000.00          | $158.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.5000%  | N/A     | $145261.00         | $450.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | 6.0000%  | N/A     | $25000.00          | $383.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 5.0000%  | N/A     | $60000.00          | $1056.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 6.5000%  | N/A     | $90000.00          | $1018.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $25000.00          | $477.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $564000.00         | $314.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 7.5000%  | N/A     | $90000.00          | $7.18              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 4.5000%  | N/A     | $55860.00          | $724.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $200000.00         | $167.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 6.5000%  | N/A     | $25056.00          | $0.21              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 5.5000%  | N/A     | $127000.00         | $1738.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $50153.00          | $96.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $116000.00         | $54.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.5000%  | N/A     | $25000.00          | $170.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 3.5000%  | N/A     | $25000.00          | $633.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 6.0000%  | N/A     | $80000.00          | $825.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 6.0000%  | N/A     | $95000.00          | $322.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $95000.00          | $214.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 6.0000%  | N/A     | $41000.00          | $147.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | 7.0000%  | N/A     | $171000.00         | $1620.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 6.0000%  | N/A     | $60651.00          | $243.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $100000.00         | $738.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 8.0000%  | N/A     | $17000.00          | $6.55              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.0000%  | N/A     | $29000.00          | $102.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.0000%  | N/A     | $43500.00          | $92.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | 3.5000%  | N/A     | $20000.00          | $1166.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.0000%  | N/A     | $45299.00          | $128.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.0000%  | N/A     | $37000.00          | $45.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-03-20      | 6.0000%  | N/A     | $18000.00          | $1905.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-15      | 5.0000%  | N/A     | $81129.00          | $1409.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-15      | 6.0000%  | N/A     | $14000.00          | $157.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-07-20      | 3.5000%  | N/A     | $28000.00          | $1163.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 6.0000%  | N/A     | $127500.00         | $3047.48           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-12-20      | 6.0000%  | N/A     | $30000.00          | $829.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | 6.0000%  | N/A     | $15000.00          | $1080.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | 5.0000%  | N/A     | $181542.00         | $2500.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | 5.5000%  | N/A     | $12500.00          | $80.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $100000.00         | $667.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 4.5000%  | N/A     | $171363.00         | $4611.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $60000.00          | $38.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 7.0000%  | N/A     | $26250.00          | $509.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.0000%  | N/A     | $26000.00          | $1287.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 7.5000%  | N/A     | $100000.00         | $1551.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | 6.0000%  | N/A     | $80000.00          | $418.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.0000%  | N/A     | $123273.00         | $3484.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $105000.00         | $822.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | 4.0000%  | N/A     | $19000.00          | $803.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-05-20      | 3.0000%  | N/A     | $10000.00          | $1690.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-15      | 4.5000%  | N/A     | $45000.00          | $424.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | 8.0000%  | N/A     | $565000.00         | $143.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 5.5000%  | N/A     | $90000.00          | $451.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-05-20      | 3.0000%  | N/A     | $15000.00          | $1197.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-20      | 5.5000%  | N/A     | $35000.00          | $425.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $43000.00          | $442.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-20      | 7.0000%  | N/A     | $52000.00          | $754.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | 5.5000%  | N/A     | $65000.00          | $722.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | 7.0000%  | N/A     | $45000.00          | $27.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 4.5000%  | N/A     | $45000.00          | $816.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $50000.00          | $99.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-15      | 7.0000%  | N/A     | $29499.00          | $6.09              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $30000.00          | $94.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | 6.5000%  | N/A     | $37500.00          | $67.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-15      | 6.0000%  | N/A     | $40000.00          | $436.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-15      | 5.5000%  | N/A     | $70000.00          | $554.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $100000.00         | $311.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-20      | 6.5000%  | N/A     | $391985.00         | $508.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.5000%  | N/A     | $100000.00         | $1294.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 6.0000%  | N/A     | $762000.00         | $931.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $40000.00          | $424.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 6.5000%  | N/A     | $493000.00         | $709.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 7.0000%  | N/A     | $24140.00          | $24.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | 6.0000%  | N/A     | $34319.00          | $280.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-20      | 6.0000%  | N/A     | $51500.00          | $500.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-20      | 6.0000%  | N/A     | $215456.00         | $316.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $32000.00          | $27.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 5.0000%  | N/A     | $15031.00          | $204.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 6.0000%  | N/A     | $75293.00          | $2279.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $30000.00          | $270.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-15      | 7.5000%  | N/A     | $25000.00          | $2.92              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 5.5000%  | N/A     | $66057.00          | $559.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 4.5000%  | N/A     | $32057.00          | $212.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | 4.5000%  | N/A     | $90000.00          | $2207.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-04-20      | 3.5000%  | N/A     | $5000.00           | $109.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 4.5000%  | N/A     | $15000.00          | $289.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-15      | 7.5000%  | N/A     | $1232000.00        | $1336.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $37216.00          | $9.38              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 6.0000%  | N/A     | $25000.00          | $402.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | 6.5000%  | N/A     | $219000.00         | $210.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.5000%  | N/A     | $25000.00          | $142.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 4.5000%  | N/A     | $44000.00          | $789.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.5000%  | N/A     | $12000.00          | $789.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-15      | 7.5000%  | N/A     | $500000.00         | $109.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 7.5000%  | N/A     | $465336.00         | $15.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | 5.0000%  | N/A     | $298000.00         | $1514.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.5000%  | N/A     | $117831.00         | $1383.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 5.0000%  | N/A     | $642460.00         | $7688.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | 5.5000%  | N/A     | $116300.00         | $922.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.0000%  | N/A     | $113000.00         | $2114.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | 5.0000%  | N/A     | $25000.00          | $170.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $68000.00          | $193.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.5000%  | N/A     | $304214.00         | $664.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 7.0000%  | N/A     | $207901.00         | $203.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 5.0000%  | N/A     | $387187.00         | $5773.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-15      | 8.0000%  | N/A     | $36265.00          | $9.08              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $131690.00         | $41.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 6.0000%  | N/A     | $259500.00         | $3248.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $74000.00          | $144.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 7.0000%  | N/A     | $77667.00          | $147.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.0000%  | N/A     | $37365.00          | $154.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | 5.5000%  | N/A     | $390150.00         | $2401.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.5000%  | N/A     | $25000.00          | $188.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.5000%  | N/A     | $80327.00          | $646.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-15      | 6.0000%  | N/A     | $25000.00          | $241.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-15      | 6.0000%  | N/A     | $25000.00          | $287.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $75000.00          | $19.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | 6.5000%  | N/A     | $298000.00         | $28.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.0000%  | N/A     | $38000.00          | $115.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $25639.00          | $831.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | 6.0000%  | N/A     | $100000.00         | $107.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 4.5000%  | N/A     | $25281.00          | $777.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 6.5000%  | N/A     | $887787.00         | $608.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 7.5000%  | N/A     | $77000.00          | $16.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 7.0000%  | N/A     | $60000.00          | $310.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $25027.00          | $69.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $28275.00          | $71.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.0000%  | N/A     | $130433.00         | $304.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.5000%  | N/A     | $50000.00          | $12.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | 6.5000%  | N/A     | $50000.00          | $22.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $11000.00          | $68.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 8.0000%  | N/A     | $115000.00         | $33.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $105000.00         | $1175.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-20      | 5.5000%  | N/A     | $10000.00          | $410.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 6.0000%  | N/A     | $45000.00          | $463.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-15      | 5.5000%  | N/A     | $50111.00          | $201.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 8.0000%  | N/A     | $214000.00         | $178.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-15      | 4.5000%  | N/A     | $4000.00           | $295.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 8.0000%  | N/A     | $25000.00          | $2.62              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 4.5000%  | N/A     | $146590.00         | $2430.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-08-20      | 5.0000%  | N/A     | $25000.00          | $2042.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 5.0000%  | N/A     | $89000.00          | $1393.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $42993.00          | $166.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 7.0000%  | N/A     | $25046.00          | $24.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | 5.5000%  | N/A     | $35003.00          | $335.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-06-20      | 4.5000%  | N/A     | $85000.00          | $789.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.5000%  | N/A     | $115000.00         | $672.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-20      | 5.5000%  | N/A     | $407000.00         | $1415.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 5.0000%  | N/A     | $30000.00          | $350.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $45000.00          | $157.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.0000%  | N/A     | $400000.00         | $4807.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $130000.00         | $322.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 7.0000%  | N/A     | $377500.00         | $14.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 5.5000%  | N/A     | $188666.00         | $370.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $145016.00         | $298.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.5000%  | N/A     | $25000.00          | $25.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 7.0000%  | N/A     | $92000.00          | $970.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | 5.5000%  | N/A     | $68924.00          | $770.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $81464.00          | $255.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | 5.0000%  | N/A     | $50058.00          | $930.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.5000%  | N/A     | $19200.00          | $244.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.0000%  | N/A     | $70091.00          | $964.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $106000.00         | $100.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | 5.5000%  | N/A     | $35375.00          | $273.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $68374.00          | $735.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | 5.5000%  | N/A     | $33334.00          | $410.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | 5.0000%  | N/A     | $280041.00         | $2919.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.0000%  | N/A     | $20000.00          | $24.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-15      | 7.5000%  | N/A     | $75000.00          | $413.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 5.5000%  | N/A     | $26402.00          | $164.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | 6.0000%  | N/A     | $10000.00          | $128.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 7.5000%  | N/A     | $1010000.00        | $892.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $55000.00          | $181.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 7.5000%  | N/A     | $30000.00          | $25.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $110000.00         | $1513.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | 7.5000%  | N/A     | $40000.00          | $15.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | 7.5000%  | N/A     | $157400.00         | $47.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | 7.0000%  | N/A     | $29000.00          | $239.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 4.5000%  | N/A     | $2000.00           | $65.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 6.0000%  | N/A     | $35000.00          | $190.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 7.5000%  | N/A     | $1452397.00        | $28.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $50060.00          | $54.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $50000.00          | $322.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-15      | 6.0000%  | N/A     | $25000.00          | $305.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 7.0000%  | N/A     | $73000.00          | $746.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 7.5000%  | N/A     | $25000.00          | $6.53              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $25321.00          | $129.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $25000.00          | $31.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-04-20      | 2.5000%  | N/A     | $11000.00          | $5519.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 7.0000%  | N/A     | $10000.00          | $65.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | 8.0000%  | N/A     | $489020.00         | $16.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 9.0000%  | N/A     | $85000.00          | $65.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 6.0000%  | N/A     | $45000.00          | $683.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 5.0000%  | N/A     | $49000.00          | $184.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $61000.00          | $213.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.5000%  | N/A     | $42000.00          | $12.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.5000%  | N/A     | $77000.00          | $550.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $75000.00          | $490.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $85000.00          | $296.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.5000%  | N/A     | $167000.00         | $2231.87           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $160000.00         | $278.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.5000%  | N/A     | $452189.00         | $370.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-20      | 7.0000%  | N/A     | $364950.00         | $3.57              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | 7.5000%  | N/A     | $427610.00         | $67.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.5000%  | N/A     | $85000.00          | $121.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $50000.00          | $147.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | 4.5000%  | N/A     | $25000.00          | $168.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 5.5000%  | N/A     | $4667.00           | $19.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.0000%  | N/A     | $1000.00           | $560.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $80000.00          | $33.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | 6.0000%  | N/A     | $42711.00          | $28.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.0000%  | N/A     | $127000.00         | $567.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 6.5000%  | N/A     | $200000.00         | $29.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $32000.00          | $225.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-20      | 6.5000%  | N/A     | $25000.00          | $274.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-20      | 7.5000%  | N/A     | $115000.00         | $58.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 4.5000%  | N/A     | $90000.00          | $2225.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $26996.00          | $351.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $37525.00          | $547.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 6.5000%  | N/A     | $50000.00          | $1001.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $50000.00          | $350.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.0000%  | N/A     | $25188.00          | $588.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 5.0000%  | N/A     | $116650.00         | $1493.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $25034.00          | $194.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $35000.00          | $1672.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-06-20      | 5.5000%  | N/A     | $6650.00           | $696.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $150000.00         | $391.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.5000%  | N/A     | $150330.00         | $1470.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 7.0000%  | N/A     | $60000.00          | $21.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.5000%  | N/A     | $50000.00          | $464.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $82000.00          | $99.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-20      | 5.5000%  | N/A     | $25000.00          | $290.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $129000.00         | $194.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 5.5000%  | N/A     | $143000.00         | $423.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 6.5000%  | N/A     | $35000.00          | $0.48              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-20      | 7.0000%  | N/A     | $40000.00          | $70.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $75101.00          | $716.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 5.5000%  | N/A     | $54000.00          | $420.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-15      | 7.5000%  | N/A     | $53000.00          | $76.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-20      | 5.0000%  | N/A     | $179688.00         | $2193.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 6.0000%  | N/A     | $122500.00         | $214.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.5000%  | N/A     | $80000.00          | $49.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-20      | 6.5000%  | N/A     | $293417.00         | $280.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-20      | 6.0000%  | N/A     | $134210.00         | $1290.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | 7.5000%  | N/A     | $367187.00         | $161.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $165000.00         | $209.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 5.5000%  | N/A     | $27002.00          | $479.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $30000.00          | $18.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 6.5000%  | N/A     | $110000.00         | $1358.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-15      | 7.5000%  | N/A     | $80000.00          | $8.03              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 7.0000%  | N/A     | $80000.00          | $116.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $25000.00          | $154.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 5.0000%  | N/A     | $56000.00          | $476.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $45000.00          | $206.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 6.5000%  | N/A     | $750064.00         | $731.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-09-15      | 4.0000%  | N/A     | $305165.00         | $10300.27          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | 6.5000%  | N/A     | $45000.00          | $274.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-10-20      | 4.0000%  | N/A     | $6000.00           | $642.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $525000.00         | $501.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.5000%  | N/A     | $75000.00          | $121.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-15      | 4.5000%  | N/A     | $75000.00          | $700.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | 4.5000%  | N/A     | $32000.00          | $519.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 6.0000%  | N/A     | $389152.00         | $404.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $25000.00          | $15.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-15      | 8.5000%  | N/A     | $25307.00          | $15.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-20      | 6.5000%  | N/A     | $281566.00         | $408.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 7.0000%  | N/A     | $210000.00         | $2047.95           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $70000.00          | $80.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | 6.5000%  | N/A     | $1188429.00        | $1458.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 7.0000%  | N/A     | $25000.00          | $248.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $25862.00          | $551.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-20      | 7.0000%  | N/A     | $75000.00          | $55.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $53000.00          | $342.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 2.5000%  | N/A     | $10000.00          | $452.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 8.0000%  | N/A     | $30000.00          | $15.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 6.0000%  | N/A     | $175000.00         | $261.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-15      | 5.5000%  | N/A     | $25000.00          | $81.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 5.0000%  | N/A     | $50070.00          | $619.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.2500%  | N/A     | $50000.00          | $2149.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.0000%  | N/A     | $50000.00          | $79.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.5000%  | N/A     | $3866.00           | $4.16              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-20      | 6.5000%  | N/A     | $75103.00          | $223.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 5.0000%  | N/A     | $85990.00          | $639.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $40576.00          | $439.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-20      | 6.0000%  | N/A     | $50000.00          | $583.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.0000%  | N/A     | $41000.00          | $1047.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $7500.00           | $4.97              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.5000%  | N/A     | $261160.00         | $3519.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $33000.00          | $274.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-20      | 5.5000%  | N/A     | $329645.00         | $1551.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 6.5000%  | N/A     | $400000.00         | $156.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 5.5000%  | N/A     | $14000.00          | $159.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | 7.5000%  | N/A     | $450000.00         | $26.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | 4.0000%  | N/A     | $42000.00          | $5710.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.0000%  | N/A     | $32000.00          | $60.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 4.5000%  | N/A     | $400000.00         | $11.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-20      | 5.0000%  | N/A     | $61431.00          | $740.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.0000%  | N/A     | $14000.00          | $142.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 7.5000%  | N/A     | $25000.00          | $8.16              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | 7.0000%  | N/A     | $404000.00         | $254.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.5000%  | N/A     | $103377.00         | $1860.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-20      | 7.0000%  | N/A     | $290000.00         | $455.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-15      | 5.5000%  | N/A     | $50084.00          | $1971.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 7.5000%  | N/A     | $25000.00          | $9.43              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | 5.5000%  | N/A     | $54554.00          | $778.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 7.0000%  | N/A     | $50000.00          | $50.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 8.0000%  | N/A     | $215000.00         | $100.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $200000.00         | $372.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | 6.0000%  | N/A     | $371162.00         | $221.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $225000.00         | $119.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | 6.5000%  | N/A     | $150000.00         | $737.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.0000%  | N/A     | $442668.00         | $375.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 7.5000%  | N/A     | $645661.00         | $338.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 5.6250%  | N/A     | $1000000.00        | $1361.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | 8.0000%  | N/A     | $60136.00          | $23.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $55000.00          | $24.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | 7.0000%  | N/A     | $12000.00          | $55.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 8.0000%  | N/A     | $225000.00         | $10.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 6.7500%  | N/A     | $175000.00         | $88.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.0000%  | N/A     | $420000.00         | $495.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 7.0000%  | N/A     | $615020.00         | $518.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.5000%  | N/A     | $35000.00          | $135.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 7.0000%  | N/A     | $205000.00         | $233.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.5000%  | N/A     | $234353.00         | $272.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-20      | 7.0000%  | N/A     | $85000.00          | $188.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 6.0000%  | N/A     | $55000.00          | $99.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | 6.5000%  | N/A     | $192525.00         | $85.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-20      | 6.0000%  | N/A     | $28000.00          | $420.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | 4.5000%  | N/A     | $26195.00          | $194.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 6.5000%  | N/A     | $154000.00         | $135.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 8.0000%  | N/A     | $40000.00          | $40.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-08-20      | 7.5000%  | N/A     | $25000.00          | $5779.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $110682.00         | $575.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-20      | 5.5000%  | N/A     | $18000.00          | $185.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.5000%  | N/A     | $51053.00          | $374.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $84000.00          | $326.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 3.0000%  | N/A     | $11000.00          | $291.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 8.0000%  | N/A     | $50012.00          | $38.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $25000.00          | $54.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $25320.00          | $0.44              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $45000.00          | $409.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.2500%  | N/A     | $151000.00         | $30.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.0000%  | N/A     | $35405.00          | $213.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 5.0000%  | N/A     | $106750.00         | $1348.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 6.5000%  | N/A     | $92000.00          | $816.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $26000.00          | $245.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-10-20      | 5.5000%  | N/A     | $9800.00           | $723.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 6.5000%  | N/A     | $25000.00          | $193.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $60000.00          | $69.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | 4.5000%  | N/A     | $83395.00          | $3563.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 7.5000%  | N/A     | $40294.00          | $18.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-20      | 8.0000%  | N/A     | $79000.00          | $50.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 3.5000%  | N/A     | $32500.00          | $683.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | 5.5000%  | N/A     | $57500.00          | $310.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 6.0000%  | N/A     | $20000.00          | $404.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 5.0000%  | N/A     | $20000.00          | $243.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 5.0000%  | N/A     | $5000.00           | $224.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $125000.00         | $105.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | 7.0000%  | N/A     | $36000.00          | $36.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $40064.00          | $83.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | 7.0000%  | N/A     | $1212334.00        | $693.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | 6.0000%  | N/A     | $25000.00          | $234.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $35000.00          | $84.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 5.0000%  | N/A     | $25000.00          | $221.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-20      | 6.5000%  | N/A     | $88051.00          | $100.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $39000.00          | $15.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | 4.0000%  | N/A     | $34500.00          | $1594.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $243629.00         | $4436.57           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 6.5000%  | N/A     | $40000.00          | $415.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 7.0000%  | N/A     | $594000.00         | $102.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $31000.00          | $754.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-15      | 5.5000%  | N/A     | $55000.00          | $1164.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 7.0000%  | N/A     | $80000.00          | $1366.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $50000.00          | $665.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 5.5000%  | N/A     | $82000.00          | $823.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-09-20      | 4.5000%  | N/A     | $20000.00          | $94.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $201000.00         | $330.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 6.0000%  | N/A     | $25000.00          | $236.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 5.5000%  | N/A     | $102000.00         | $1202.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-15      | 5.5000%  | N/A     | $100268.00         | $243.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.0000%  | N/A     | $1646232.00        | $650.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $50000.00          | $110.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 4.5000%  | N/A     | $8667.00           | $308.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 7.0000%  | N/A     | $25000.00          | $15.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.0000%  | N/A     | $30000.00          | $55.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 7.0000%  | N/A     | $76389.00          | $0.63              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $1000.00           | $660.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-12-20      | 7.0000%  | N/A     | $10000.00          | $2635.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.7500%  | N/A     | $203000.00         | $103.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 5.5000%  | N/A     | $15000.00          | $1430.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $25000.00          | $401.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 7.0000%  | N/A     | $28000.00          | $25.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | 4.5000%  | N/A     | $183000.00         | $2275.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 7.0000%  | N/A     | $125000.00         | $297.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | 4.5000%  | N/A     | $70333.00          | $1091.54           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 7.0000%  | N/A     | $144063.00         | $96.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | 6.5000%  | N/A     | $57000.00          | $147.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-20      | 6.0000%  | N/A     | $25000.00          | $280.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | 6.5000%  | N/A     | $30000.00          | $149.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | 5.0000%  | N/A     | $187368.00         | $1648.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 6.0000%  | N/A     | $78000.00          | $1474.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-20      | 5.0000%  | N/A     | $32183.00          | $417.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | 4.5000%  | N/A     | $75000.00          | $1166.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-20      | 7.0000%  | N/A     | $10000.00          | $384.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.5000%  | N/A     | $72000.00          | $462.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 8.0000%  | N/A     | $300000.00         | $15.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | 6.5000%  | N/A     | $106523.00         | $300.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | 5.5000%  | N/A     | $30000.00          | $257.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.7500%  | N/A     | $50000.00          | $275.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $27997.00          | $68.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 7.5000%  | N/A     | $50000.00          | $20.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-15      | 6.0000%  | N/A     | $25000.00          | $357.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-20      | 3.5000%  | N/A     | $43000.00          | $1251.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $1000.00           | $47.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-20      | 8.0000%  | N/A     | $25000.00          | $13.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-15      | 6.5000%  | N/A     | $50000.00          | $246.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $260500.00         | $282.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $25000.00          | $28.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 6.5000%  | N/A     | $20000.00          | $290.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 6.0000%  | N/A     | $992308.00         | $1013.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-15      | 6.0000%  | N/A     | $40000.00          | $485.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 7.0000%  | N/A     | $174705.00         | $41.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $50000.00          | $784.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $204000.00         | $589.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $35000.00          | $872.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | 7.0000%  | N/A     | $100000.00         | $5.00              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | 5.0000%  | N/A     | $35000.00          | $373.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | 5.0000%  | N/A     | $140000.00         | $1810.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 7.0000%  | N/A     | $147500.00         | $41.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 7.0000%  | N/A     | $38000.00          | $481.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 4.5000%  | N/A     | $39667.00          | $7686.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | 5.5000%  | N/A     | $259167.00         | $4671.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.0000%  | N/A     | $261000.00         | $368.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.5000%  | N/A     | $25413.00          | $188.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 7.0000%  | N/A     | $36000.00          | $19.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | 5.0000%  | N/A     | $157353.00         | $2447.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-20      | 6.0000%  | N/A     | $90914.00          | $733.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | 7.5000%  | N/A     | $305000.00         | $50.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $37118.00          | $240.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 5.5000%  | N/A     | $404000.00         | $260.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.0000%  | N/A     | $26720.00          | $60.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 6.0000%  | N/A     | $564853.00         | $1463.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $50350.00          | $295.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.0000%  | N/A     | $35091.00          | $198.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 6.5000%  | N/A     | $30000.00          | $302.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 8.0000%  | N/A     | $30000.00          | $1.03              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.5000%  | N/A     | $48312.00          | $21.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $125000.00         | $84.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-20      | 7.0000%  | N/A     | $462427.00         | $64.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.0000%  | N/A     | $25000.00          | $40.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $45507.00          | $168.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 6.0000%  | N/A     | $295000.00         | $312.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-20      | 5.5000%  | N/A     | $30000.00          | $254.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 8.0000%  | N/A     | $35098.00          | $560.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-20      | 5.5000%  | N/A     | $45626.00          | $490.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $116000.00         | $753.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 7.0000%  | N/A     | $100000.00         | $1.80              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | 7.5000%  | N/A     | $27000.00          | $6.62              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 5.5000%  | N/A     | $123406.00         | $1390.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 7.5000%  | N/A     | $330500.00         | $36.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.0000%  | N/A     | $115100.00         | $1421.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | 7.0000%  | N/A     | $92000.00          | $149.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $155000.00         | $273.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-05-15      | 3.5000%  | N/A     | $15000.00          | $4152.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | 5.5000%  | N/A     | $50000.00          | $444.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | 6.0000%  | N/A     | $109000.00         | $1396.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 7.5000%  | N/A     | $717666.00         | $19.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $80000.00          | $502.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $120127.00         | $601.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.5000%  | N/A     | $50000.00          | $539.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 7.0000%  | N/A     | $390459.00         | $163.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $30000.00          | $39.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | 5.5000%  | N/A     | $75000.00          | $905.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-15      | 6.5000%  | N/A     | $155000.00         | $3.74              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $110000.00         | $59.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.5000%  | N/A     | $90000.00          | $269.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | 5.0000%  | N/A     | $10000.00          | $140.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $50000.00          | $114.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-11-20      | 6.5000%  | N/A     | $15000.00          | $6052.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 6.0000%  | N/A     | $952319.00         | $2958.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 3.5000%  | N/A     | $10000.00          | $446.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 6.0000%  | N/A     | $90746.00          | $766.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | 4.5000%  | N/A     | $13988.00          | $545.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.0000%  | N/A     | $140285.00         | $798.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 4.5000%  | N/A     | $30000.00          | $755.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | 7.5000%  | N/A     | $175000.00         | $76.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | 7.0000%  | N/A     | $289630.00         | $134.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $119282.00         | $255.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 6.5000%  | N/A     | $182000.00         | $223.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 5.5000%  | N/A     | $55000.00          | $616.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | 5.0000%  | N/A     | $461460.00         | $5229.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.0000%  | N/A     | $64000.00          | $124.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 4.5000%  | N/A     | $25000.00          | $346.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.5000%  | N/A     | $35000.00          | $35.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | 8.0000%  | N/A     | $25000.00          | $34.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | 6.0000%  | N/A     | $335538.00         | $302.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.5000%  | N/A     | $75000.00          | $2512.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $50000.00          | $534.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 7.0000%  | N/A     | $50000.00          | $4406.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 6.0000%  | N/A     | $110732.00         | $1022.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-20      | 6.0000%  | N/A     | $72000.00          | $277.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-01-15      | 4.5000%  | N/A     | $29000.00          | $764.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 5.0000%  | N/A     | $61541.00          | $374.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 5.5000%  | N/A     | $100896.00         | $371.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | 6.0000%  | N/A     | $576600.00         | $1714.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 7.0000%  | N/A     | $50000.00          | $937.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-20      | 6.5000%  | N/A     | $37500.00          | $498.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-09-20      | 7.0000%  | N/A     | $258000.00         | $299.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $100000.00         | $124.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-20      | 5.0000%  | N/A     | $218918.00         | $2399.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | 6.0000%  | N/A     | $80200.00          | $1620.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $50000.00          | $548.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 4.5000%  | N/A     | $5000.00           | $170.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | 6.5000%  | N/A     | $192501.00         | $1725.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | 8.5000%  | N/A     | $25000.00          | $1.13              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 8.0000%  | N/A     | $30000.00          | $4.30              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.5000%  | N/A     | $75000.00          | $57.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-15      | 5.0000%  | N/A     | $45000.00          | $253.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.0000%  | N/A     | $302500.00         | $342.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | 5.0000%  | N/A     | $203904.00         | $1262.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 5.5000%  | N/A     | $116999.00         | $1202.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 6.5000%  | N/A     | $155000.00         | $41.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 7.0000%  | N/A     | $399500.00         | $236.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.0000%  | N/A     | $250000.00         | $262.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 7.0000%  | N/A     | $138000.00         | $113.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.5000%  | N/A     | $138675.00         | $2023.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 6.0000%  | N/A     | $11448.00          | $16.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $60000.00          | $210.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-20      | 5.5000%  | N/A     | $13000.00          | $100.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $25000.00          | $552.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-15      | 8.0000%  | N/A     | $183500.00         | $42.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.5000%  | N/A     | $25839.00          | $7.67              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-15      | 5.0000%  | N/A     | $25000.00          | $25.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-15      | 6.5000%  | N/A     | $51000.00          | $78.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-20      | 8.0000%  | N/A     | $125000.00         | $32.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 8.0000%  | N/A     | $45000.00          | $25.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | 6.0000%  | N/A     | $119000.00         | $1287.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $77500.00          | $108.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 6.0000%  | N/A     | $25000.00          | $426.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-20      | 6.0000%  | N/A     | $343500.00         | $656.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 6.0000%  | N/A     | $50000.00          | $1482.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 6.0000%  | N/A     | $26890.00          | $174.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 6.5000%  | N/A     | $301750.00         | $186.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.5000%  | N/A     | $36962.00          | $23.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 7.0000%  | N/A     | $129000.00         | $74.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | 5.5000%  | N/A     | $61000.00          | $263.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-20      | 5.5000%  | N/A     | $59000.00          | $373.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 6.0000%  | N/A     | $105000.00         | $1061.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-20      | 7.5000%  | N/A     | $227546.00         | $5.19              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.0000%  | N/A     | $190369.00         | $178.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 6.5000%  | N/A     | $573178.00         | $513.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.0000%  | N/A     | $48000.00          | $1020.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 5.0000%  | N/A     | $18750.00          | $194.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.5000%  | N/A     | $52500.00          | $704.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-20      | 2.5000%  | N/A     | $1160.00           | $228.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 6.5000%  | N/A     | $80664.00          | $22.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-08-20      | 5.0000%  | N/A     | $175000.00         | $912.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $34000.00          | $105.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.5000%  | N/A     | $60000.00          | $573.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $33878.00          | $154.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | 6.0000%  | N/A     | $165619.00         | $71.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 7.0000%  | N/A     | $26000.00          | $233.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 6.5000%  | N/A     | $9770.00           | $52.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $120000.00         | $74.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-20      | 7.5000%  | N/A     | $205000.00         | $79.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $150000.00         | $205.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 6.5000%  | N/A     | $25000.00          | $18.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-20      | 7.0000%  | N/A     | $25000.00          | $36.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | 7.0000%  | N/A     | $25114.00          | $0.05              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 6.5000%  | N/A     | $229297.00         | $2163.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $158547.00         | $84.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $100000.00         | $129.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $29000.00          | $164.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $27000.00          | $38.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $25000.00          | $23.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $50000.00          | $144.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $30000.00          | $47.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 5.5000%  | N/A     | $125000.00         | $535.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 7.0000%  | N/A     | $145000.00         | $246.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 7.0000%  | N/A     | $249432.00         | $135.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.5000%  | N/A     | $6000.00           | $21.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 6.5000%  | N/A     | $152000.00         | $15.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 6.0000%  | N/A     | $328691.00         | $409.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-06-20      | 4.0000%  | N/A     | $55000.00          | $3061.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.5000%  | N/A     | $25000.00          | $298.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $51054.00          | $135.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 5.5000%  | N/A     | $218842.00         | $797.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | 4.5000%  | N/A     | $74500.00          | $605.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-20      | 5.0000%  | N/A     | $273051.00         | $3004.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $145006.00         | $1612.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $40000.00          | $343.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 7.0000%  | N/A     | $102954.00         | $89.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-02-15      | 5.5000%  | N/A     | $52728.00          | $1004.84           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $225306300.00      | $202246786.49      | U.S. Treasuries (including strips) |

### Security 178: UBS SECURITIES LLC (REPO)

- **C.1 - Title:** UBS SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: T6FIZBDPKLYJKFCRVK44, C.5 - Other ID: 0UBS18NR9
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2038-09-01      | 5.0000%  | N/A     | $6000.00           | $49.09             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 4.5000%  | N/A     | $5678.00           | $53.61             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 5.0000%  | N/A     | $4000.00           | $100.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-10-01      | 4.5000%  | N/A     | $5000.00           | $111.71            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 4.5000%  | N/A     | $44687.00          | $34.13             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.0000%  | N/A     | $21500.00          | $375.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 6.0000%  | N/A     | $5000.00           | $30.12             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $16500.00          | $211.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $31542.00          | $223.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $11630.00          | $48.15             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $26000.00          | $184.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.0000%  | N/A     | $6000.00           | $55.48             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $1998.00           | $3.96              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | 6.5000%  | N/A     | $2000.00           | $30.41             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 4.5000%  | N/A     | $2897.00           | $30.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $5000.00           | $25.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 5.5000%  | N/A     | $15000.00          | $164.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $25000.00          | $279.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 6.0000%  | N/A     | $30293.00          | $372.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-15      | 6.0000%  | N/A     | $12500.00          | $140.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 8.0000%  | N/A     | $30084.00          | $480.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 7.5000%  | N/A     | $42350.00          | $23.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | 6.0000%  | N/A     | $82271.00          | $7861.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 6.0000%  | N/A     | $10000.00          | $297.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 8.0000%  | N/A     | $25000.00          | $0.86              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 6.0000%  | N/A     | $35000.00          | $353.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.0000%  | N/A     | $43000.00          | $368.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 5.0000%  | N/A     | $8667.00           | $126.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-15      | 6.5000%  | N/A     | $17500.00          | $91.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | 6.5000%  | N/A     | $75000.00          | $7.19              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 6.0000%  | N/A     | $30000.00          | $33.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.5000%  | N/A     | $133333.00         | $1487.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | 7.0000%  | N/A     | $100000.00         | $14.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.0000%  | N/A     | $26500.00          | $327.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | 5.0000%  | N/A     | $50005.00          | $327.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.0000%  | N/A     | $62494.00          | $421.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-15      | 6.0000%  | N/A     | $50000.00          | $507.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | 7.0000%  | N/A     | $35000.00          | $10.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 5.5000%  | N/A     | $74000.00          | $1073.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | 6.0000%  | N/A     | $15000.00          | $198.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 6.5000%  | N/A     | $500000.00         | $247.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.5000%  | N/A     | $29750.00          | $39.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | 5.5000%  | N/A     | $35428.00          | $84.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $57500.00          | $199.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | 5.0000%  | N/A     | $73334.00          | $1021.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | 6.5000%  | N/A     | $185000.00         | $91.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $26518.00          | $44.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $31500.00          | $286.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 6.5000%  | N/A     | $10000.00          | $200.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.0000%  | N/A     | $25000.00          | $39.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 5.5000%  | N/A     | $25652.00          | $553.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.5000%  | N/A     | $70000.00          | $60.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | 5.0000%  | N/A     | $30000.00          | $375.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 8.0000%  | N/A     | $25000.00          | $0.64              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | 5.5000%  | N/A     | $11667.00          | $66.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-20      | 6.0000%  | N/A     | $70000.00          | $793.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $25066.00          | $48.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 6.0000%  | N/A     | $76742.00          | $238.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-15      | 5.5000%  | N/A     | $28000.00          | $279.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 7.5000%  | N/A     | $25360.00          | $0.65              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 6.0000%  | N/A     | $60000.00          | $43.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 6.5000%  | N/A     | $100000.00         | $88.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | 5.0000%  | N/A     | $25002.00          | $154.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-15      | 5.0000%  | N/A     | $30117.00          | $308.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 5.5000%  | N/A     | $50746.00          | $233.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 7.5000%  | N/A     | $35000.00          | $16.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | 4.5000%  | N/A     | $25000.00          | $388.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 7.0000%  | N/A     | $17500.00          | $227.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 5.5000%  | N/A     | $85000.00          | $46.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | 6.0000%  | N/A     | $25000.00          | $71.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 8.0000%  | N/A     | $25000.00          | $0.39              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.0000%  | N/A     | $37500.00          | $632.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.0000%  | N/A     | $48651.00          | $1861.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | 7.0000%  | N/A     | $25000.00          | $1.05              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $50065.00          | $623.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 6.5000%  | N/A     | $142000.00         | $14.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 5.5000%  | N/A     | $25360.00          | $195.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.0000%  | N/A     | $34000.00          | $151.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | 5.5000%  | N/A     | $24930.00          | $505.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-15      | 7.0000%  | N/A     | $40000.00          | $47.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-15      | 7.5000%  | N/A     | $35000.00          | $316.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 4.5000%  | N/A     | $16667.00          | $235.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.5000%  | N/A     | $50000.00          | $47.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 5.5000%  | N/A     | $25581.00          | $93.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | 6.5000%  | N/A     | $8637.00           | $77.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 5.0000%  | N/A     | $35000.00          | $330.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | 6.0000%  | N/A     | $85000.00          | $1230.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 7.5000%  | N/A     | $1050000.00        | $28.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 4.5000%  | N/A     | $20000.00          | $3875.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.0000%  | N/A     | $25479.00          | $460.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.0000%  | N/A     | $20000.00          | $16.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | 7.5000%  | N/A     | $69350.00          | $0.85              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | 4.5000%  | N/A     | $60000.00          | $620.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 6.0000%  | N/A     | $67189.00          | $620.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 7.5000%  | N/A     | $25000.00          | $13.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | 6.0000%  | N/A     | $20000.00          | $257.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 6.0000%  | N/A     | $10000.00          | $76.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 5.5000%  | N/A     | $71000.00          | $908.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 7.0000%  | N/A     | $50000.00          | $42.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $25000.00          | $74.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-20      | 6.5000%  | N/A     | $17500.00          | $413.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $625000.00         | $387.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-15      | 8.0000%  | N/A     | $25000.00          | $12.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | 6.5000%  | N/A     | $40000.00          | $71.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 7.0000%  | N/A     | $10000.00          | $274.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 8.0000%  | N/A     | $25000.00          | $1.14              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.0000%  | N/A     | $25000.00          | $54.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | 5.0000%  | N/A     | $25083.00          | $345.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 6.5000%  | N/A     | $25000.00          | $259.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 5.5000%  | N/A     | $25224.00          | $92.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | 7.0000%  | N/A     | $95000.00          | $54.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 6.0000%  | N/A     | $45000.00          | $463.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 7.5000%  | N/A     | $100000.00         | $32.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | 5.0000%  | N/A     | $11250.00          | $382.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.0000%  | N/A     | $60000.00          | $23.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.5000%  | N/A     | $50000.00          | $275.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 5.5000%  | N/A     | $31667.00          | $341.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 6.5000%  | N/A     | $66666.00          | $1447.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-20      | 5.0000%  | N/A     | $25000.00          | $331.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 5.0000%  | N/A     | $25000.00          | $320.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 6.0000%  | N/A     | $25000.00          | $331.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-20      | 2.5000%  | N/A     | $125236.00         | $24641.94          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 6.5000%  | N/A     | $50000.00          | $565.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 5.5000%  | N/A     | $31384.00          | $26.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 7.0000%  | N/A     | $25000.00          | $194.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-15      | 5.0000%  | N/A     | $20000.00          | $463.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $35000.00          | $335.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 6.0000%  | N/A     | $25000.00          | $276.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.5000%  | N/A     | $15000.00          | $905.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 6.0000%  | N/A     | $125000.00         | $372.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 5.5000%  | N/A     | $25000.00          | $460.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $25000.00          | $167.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $37500.00          | $29.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 5.0000%  | N/A     | $40049.00          | $2042.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | 5.5000%  | N/A     | $75000.00          | $643.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 6.5000%  | N/A     | $27000.00          | $346.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 6.0000%  | N/A     | $10000.00          | $14.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | 8.0000%  | N/A     | $108000.00         | $13.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $40000.00          | $251.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-20      | 7.0000%  | N/A     | $28696.00          | $0.01              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $30000.00          | $7.84              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $40048.00          | $143.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.0000%  | N/A     | $11250.00          | $15.87             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $227177000.00      | $203926025.21      | U.S. Treasuries (including strips) |

### Security 179: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6414553295.01
- **C.18.a - Value (excl. sponsor support):** $6414553295.01
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 180: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1476682962.24
- **C.18.a - Value (excl. sponsor support):** $1476682962.24
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 181: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198593360.00
- **C.18.a - Value (excl. sponsor support):** $198593360.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 182: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TG2, C.4 - ISIN: US912797TG20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3255435741.92
- **C.18.a - Value (excl. sponsor support):** $3255435741.92
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 183: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YD6, C.4 - ISIN: US912828YD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $394903908.00
- **C.18.a - Value (excl. sponsor support):** $394903908.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 184: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2335224335.63
- **C.18.a - Value (excl. sponsor support):** $2335224335.63
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1633042094.14
- **C.18.a - Value (excl. sponsor support):** $1633042094.14
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 186: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1313686222.95
- **C.18.a - Value (excl. sponsor support):** $1313686222.95
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $745433113.20
- **C.18.a - Value (excl. sponsor support):** $745433113.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 188: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $654828290.52
- **C.18.a - Value (excl. sponsor support):** $654828290.52
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 189: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TN7, C.4 - ISIN: US912797TN70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $670048764.09
- **C.18.a - Value (excl. sponsor support):** $670048764.09
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1222287531.50
- **C.18.a - Value (excl. sponsor support):** $1222287531.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $721208704.02
- **C.18.a - Value (excl. sponsor support):** $721208704.02
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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 Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 192: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1602882192.00
- **C.18.a - Value (excl. sponsor support):** $1602882192.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 193: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4634031590.24
- **C.18.a - Value (excl. sponsor support):** $4634031590.24
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 194: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7626952605.85
- **C.18.a - Value (excl. sponsor support):** $7626952605.85
- **C.19 - Percentage of Net Assets:** 2.1700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 195: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3083119947.63
- **C.18.a - Value (excl. sponsor support):** $3083119947.63
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 196: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1301334887.91
- **C.18.a - Value (excl. sponsor support):** $1301334887.91
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 197: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2906953239.76
- **C.18.a - Value (excl. sponsor support):** $2906953239.76
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 198: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $919724614.00
- **C.18.a - Value (excl. sponsor support):** $919724614.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 199: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3155785645.79
- **C.18.a - Value (excl. sponsor support):** $3155785645.79
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 200: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YU8, C.4 - ISIN: US912828YU85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $619263554.05
- **C.18.a - Value (excl. sponsor support):** $619263554.05
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 201: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $730580100.00
- **C.18.a - Value (excl. sponsor support):** $730580100.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 202: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $8529241949.51
- **C.18.a - Value (excl. sponsor support):** $8529241949.51
- **C.19 - Percentage of Net Assets:** 2.4300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 203: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TJ6, C.4 - ISIN: US912797TJ68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5301671895.00
- **C.18.a - Value (excl. sponsor support):** $5301671895.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 204: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TR8, C.4 - ISIN: US912797TR84, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49508437.50
- **C.18.a - Value (excl. sponsor support):** $49508437.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 205: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3818424258.55
- **C.18.a - Value (excl. sponsor support):** $3818424258.55
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 206: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4724369992.78
- **C.18.a - Value (excl. sponsor support):** $4724369992.78
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 207: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5011111233.00
- **C.18.a - Value (excl. sponsor support):** $5011111233.00
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 208: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $8242641965.70
- **C.18.a - Value (excl. sponsor support):** $8242641965.70
- **C.19 - Percentage of Net Assets:** 2.3500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 209: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4525035738.12
- **C.18.a - Value (excl. sponsor support):** $4525035738.12
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 210: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1352345994.80
- **C.18.a - Value (excl. sponsor support):** $1352345994.80
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 211: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $469913712.70
- **C.18.a - Value (excl. sponsor support):** $469913712.70
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 212: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $480529510.66
- **C.18.a - Value (excl. sponsor support):** $480529510.66
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 213: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7550962942.59
- **C.18.a - Value (excl. sponsor support):** $7550962942.59
- **C.19 - Percentage of Net Assets:** 2.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 214: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $50300130.00
- **C.18.a - Value (excl. sponsor support):** $50300130.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 215: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2951708881.82
- **C.18.a - Value (excl. sponsor support):** $2951708881.82
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 216: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TT4, C.4 - ISIN: US912797TT41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $543830749.00
- **C.18.a - Value (excl. sponsor support):** $543830749.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 217: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286L9, C.4 - ISIN: US9128286L99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399093752.00
- **C.18.a - Value (excl. sponsor support):** $399093752.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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 Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 218: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1514310413.00
- **C.18.a - Value (excl. sponsor support):** $1514310413.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 219: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $498836950.00
- **C.18.a - Value (excl. sponsor support):** $498836950.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 220: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3157737529.47
- **C.18.a - Value (excl. sponsor support):** $3157737529.47
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 221: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2559678687.50
- **C.18.a - Value (excl. sponsor support):** $2559678687.50
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 222: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2922064563.45
- **C.18.a - Value (excl. sponsor support):** $2922064563.45
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 223: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TP2, C.4 - ISIN: US912797TP29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6515082151.46
- **C.18.a - Value (excl. sponsor support):** $6515082151.46
- **C.19 - Percentage of Net Assets:** 1.8600%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 224: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3286866242.47
- **C.18.a - Value (excl. sponsor support):** $3286866242.47
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 225: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5578430029.17
- **C.18.a - Value (excl. sponsor support):** $5578430029.17
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 226: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $373807185.60
- **C.18.a - Value (excl. sponsor support):** $373807185.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 227: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2031244775.50
- **C.18.a - Value (excl. sponsor support):** $2031244775.50
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 228: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $432518349.38
- **C.18.a - Value (excl. sponsor support):** $432518349.38
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 229: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1544653883.44
- **C.18.a - Value (excl. sponsor support):** $1544653883.44
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 230: WELLS FARGO BANK N.A. (REPO)

- **C.1 - Title:** WELLS FARGO BANK N.A. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0WFC02LY7
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **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 Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.7030%  | N/A     | $48755878.00       | $48514446.36       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-09-20      | 3.0000%  | N/A     | $9200000.00        | $9936960.96        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.7500%  | N/A     | $631000.00         | $653440.77         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-03-16      | 4.0000%  | N/A     | $3510000.00        | $5380301.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-05-20      | 1.5000%  | N/A     | $8000.00           | $3023.05           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-07-20      | 5.0000%  | N/A     | $16600000.00       | $3049538.41        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-05-20      | 3.0000%  | N/A     | $100000.00         | $96777.71          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.5000%  | N/A     | $17138.00          | $10664.33          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 2.5000%  | N/A     | $12787962.00       | $10773364.71       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2027-11-30      | 3.3750%  | N/A     | $74700000.00       | $74889432.22       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-11-15      | 4.0000%  | N/A     | $3508900.00        | $3474764.68        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-09-30      | 3.5000%  | N/A     | $770424000.00      | $774249747.79      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-01-31      | 4.0000%  | N/A     | $32000000.00       | $32972841.74       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $1498600000.00     | $1530854030.20     | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-11-15      | 0.8750%  | N/A     | $19514700.00       | $17073157.66       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-03-31      | 2.2500%  | N/A     | $250000.00         | $251286.05         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-12-31      | 1.2500%  | N/A     | $2500000.00        | $2450172.28        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-09-30      | 3.6250%  | N/A     | $117890000.00      | $118515963.51      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-07-31      | 4.0000%  | N/A     | $3475000.00        | $3549404.28        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-10-31      | 4.1250%  | N/A     | $805000.00         | $816181.03         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-08-31      | 3.8750%  | N/A     | $336597000.00      | $339929552.05      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $379640000.00      | $389987350.38      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-03-15      | 4.2500%  | N/A     | $114000000.00      | $116680852.97      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-03-31      | 4.1250%  | N/A     | $45000000.00       | $46077819.73       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-01-15      | 4.2500%  | N/A     | $14600000.00       | $14813321.33       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-01-15      | 3.5000%  | N/A     | $410552200.00      | $409768158.71      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-02-28      | 4.6250%  | N/A     | $27000000.00       | $27536595.02       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-12-31      | 1.3750%  | N/A     | $17100000.00       | $16065732.20       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-12-31      | 3.8750%  | N/A     | $2000.00           | $1990.48           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-10-31      | 1.1250%  | N/A     | $236940200.00      | $233193236.84      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $358206600.00      | $360595026.61      | U.S. Treasuries (including strips)        |

### Security 231: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008UE5
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2033-05-01      | 3.5000%  | N/A     | $10000000.00       | $1777098.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-08-01      | 4.5000%  | N/A     | $10000000.00       | $834289.24         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-03-01      | 2.0000%  | N/A     | $170000.00         | $5450.22           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 3.5000%  | N/A     | $14000.00          | $5143.18           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-02-01      | 4.5000%  | N/A     | $133094.00         | $993.57            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.5000%  | N/A     | $303000.00         | $70967.06          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 4.0000%  | N/A     | $1025000.00        | $143563.61         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 3.5000%  | N/A     | $100000.00         | $14575.15          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 5.0000%  | N/A     | $100000.00         | $3329.51           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 5.5000%  | N/A     | $13300000.00       | $826872.79         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 4.0000%  | N/A     | $732795.00         | $155933.41         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-06-01      | 3.5000%  | N/A     | $1023615.00        | $122083.16         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 4.0000%  | N/A     | $403211.00         | $32669.27          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 3.0000%  | N/A     | $4642000.00        | $757084.57         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.5000%  | N/A     | $24000.00          | $821.36            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 4.0000%  | N/A     | $650000.00         | $74142.57          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-09-01      | 4.0000%  | N/A     | $181857.00         | $34041.94          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 3.5000%  | N/A     | $10000.00          | $1031.11           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-10-01      | 2.5000%  | N/A     | $1400000.00        | $172852.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.0000%  | N/A     | $4490000.00        | $551532.69         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.0000%  | N/A     | $1000.00           | $937.04            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 4.5000%  | N/A     | $23119912.00       | $558787.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-02-01      | 4.5000%  | N/A     | $51758.00          | $791.61            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $2387363.00        | $2433865.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.0000%  | N/A     | $1351000.00        | $276629.41         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.5000%  | N/A     | $1461000.00        | $408523.94         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 3.0000%  | N/A     | $120000.00         | $32950.18          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 4.5000%  | N/A     | $20780.00          | $2373.35           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 3.5000%  | N/A     | $4045000.00        | $468487.27         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.5000%  | N/A     | $387911.00         | $30284.88          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 4.5000%  | N/A     | $760000.00         | $10126.67          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-12-01      | 3.0000%  | N/A     | $645000.00         | $79403.02          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.0000%  | N/A     | $23000.00          | $3167.51           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.5000%  | N/A     | $2065000.00        | $247484.74         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 3.5000%  | N/A     | $50000000.00       | $6414733.01        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 4.5000%  | N/A     | $270000.00         | $54820.99          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-08-01      | 4.0000%  | N/A     | $1701000.00        | $111268.54         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 4.0000%  | N/A     | $248115.00         | $36289.82          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 6.0000%  | N/A     | $288802.00         | $1982.05           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 6.5000%  | N/A     | $100000.00         | $2899.62           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 3.5000%  | N/A     | $100000.00         | $9593.69           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.5000%  | N/A     | $638000.00         | $74192.73          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 3.0000%  | N/A     | $540000.00         | $80841.60          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 6.0000%  | N/A     | $4818500.00        | $15962.65          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-06-01      | 3.5000%  | N/A     | $1076801.00        | $120614.76         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 6.0000%  | N/A     | $3117120.00        | $67208.71          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 4.5000%  | N/A     | $1800000.00        | $311913.62         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 3.5000%  | N/A     | $9000.00           | $930.56            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 4.0000%  | N/A     | $326013.00         | $29762.01          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-04-01      | 3.5000%  | N/A     | $966909.00         | $56069.63          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-06-01      | 4.5000%  | N/A     | $295437.00         | $6207.25           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $26000.00          | $1139.50           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.0000%  | N/A     | $1035000.00        | $89523.76          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 4.5000%  | N/A     | $29806.00          | $852.70            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 4.0000%  | N/A     | $3317000.00        | $474543.74         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-10-01      | 3.0000%  | N/A     | $37000.00          | $1882.76           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $344171.00         | $48566.59          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 3.5000%  | N/A     | $299029.00         | $20565.50          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 4.0000%  | N/A     | $900000.00         | $100004.78         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 6.0000%  | N/A     | $1269177.00        | $5976.49           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-09-01      | 5.5000%  | N/A     | $100215.00         | $2566.08           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 3.5000%  | N/A     | $19004276.00       | $7142488.83        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 4.5000%  | N/A     | $146090.00         | $1407.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-09-01      | 3.0000%  | N/A     | $5000000.00        | $509611.25         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 4.0000%  | N/A     | $325000.00         | $75599.65          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 4.5000%  | N/A     | $40000.00          | $6409.66           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 4.5000%  | N/A     | $440064.00         | $4154.59           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.5000%  | N/A     | $2800000.00        | $592505.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-04-01      | 4.0000%  | N/A     | $212181.00         | $26237.25          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-09-01      | 4.5000%  | N/A     | $241996.00         | $21378.78          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $2130000.00        | $150186.49         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 2.5000%  | N/A     | $100000.00         | $10515.38          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 3.5000%  | N/A     | $1445000.00        | $203635.77         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-03-01      | 6.0000%  | N/A     | $122096.00         | $1814.11           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-09-01      | 4.5000%  | N/A     | $246505.00         | $7720.67           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 4.0000%  | N/A     | $60000.00          | $12756.93          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 4.0000%  | N/A     | $5757729.00        | $689621.96         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-07-01      | 4.0000%  | N/A     | $410000.00         | $69367.89          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-07-01      | 3.5000%  | N/A     | $11000.00          | $810.36            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 4.5000%  | N/A     | $90000.00          | $14676.64          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 3.5000%  | N/A     | $27000.00          | $3888.91           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 5.5000%  | N/A     | $100000.00         | $1417.83           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.0000%  | N/A     | $7170724.00        | $16233.86          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $2250000.00        | $415616.01         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-04-01      | 3.5000%  | N/A     | $2300000.00        | $162061.50         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 3.5000%  | N/A     | $124000.00         | $10966.95          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 4.0000%  | N/A     | $164000.00         | $25211.10          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.0000%  | N/A     | $1500000.00        | $98391.66          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 4.5000%  | N/A     | $256000.00         | $64501.42          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.5000%  | N/A     | $385144.00         | $28316.92          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 4.0000%  | N/A     | $887000.00         | $174136.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-01-01      | 3.5000%  | N/A     | $3724046.00        | $441681.61         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $1180000.00        | $250049.92         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 4.0000%  | N/A     | $58900000.00       | $6679446.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-05-01      | 6.0000%  | N/A     | $3498354.00        | $74831.20          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 4.0000%  | N/A     | $1133286.00        | $164126.46         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 4.0000%  | N/A     | $285000.00         | $32499.51          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-08-01      | 4.5000%  | N/A     | $41707.00          | $1545.59           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 4.5000%  | N/A     | $164000000.00      | $25391113.52       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 3.5000%  | N/A     | $7000.00           | $727.92            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-04-01      | 5.0000%  | N/A     | $48000.00          | $2244.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.5000%  | N/A     | $150000.00         | $21092.26          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 4.5000%  | N/A     | $340000.00         | $25869.92          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 6.0000%  | N/A     | $10000000.00       | $27541.62          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 3.5000%  | N/A     | $25453641.00       | $3841513.32        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 3.0000%  | N/A     | $2027000.00        | $498125.34         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.5000%  | N/A     | $2764103.00        | $312868.40         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 3.0000%  | N/A     | $610000.00         | $79861.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $80000.00          | $18452.02          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-11-01      | 4.0000%  | N/A     | $13212128.00       | $2224646.48        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 3.5000%  | N/A     | $115278.00         | $4123.60           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 3.5000%  | N/A     | $17000.00          | $1639.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 3.5000%  | N/A     | $10000000.00       | $1679819.85        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.5000%  | N/A     | $166547.00         | $20134.02          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-03-01      | 4.5000%  | N/A     | $78984.00          | $819.91            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 4.0000%  | N/A     | $240370.00         | $19723.72          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.5000%  | N/A     | $15000.00          | $1515.25           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 4.0000%  | N/A     | $122504.00         | $7792.08           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-06-01      | 3.5000%  | N/A     | $105500.00         | $9779.29           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 6.0000%  | N/A     | $204508.00         | $673.78            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-09-01      | 6.0000%  | N/A     | $10000000.00       | $8604.71           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 3.0000%  | N/A     | $220000.00         | $46474.19          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 4.5000%  | N/A     | $32579.00          | $778.85            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.0000%  | N/A     | $937000.00         | $101398.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.0000%  | N/A     | $8134695.00        | $39820.14          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 3.5000%  | N/A     | $23000.00          | $2884.66           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.0000%  | N/A     | $327369630.00      | $279273682.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 3.5000%  | N/A     | $565000.00         | $56848.63          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-06-01      | 4.5000%  | N/A     | $809911.00         | $9757.02           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 3.0000%  | N/A     | $400000.00         | $28050.14          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 3.5000%  | N/A     | $305000.00         | $46229.52          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.5000%  | N/A     | $150000.00         | $24490.43          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 4.0000%  | N/A     | $16000.00          | $1376.85           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 3.0000%  | N/A     | $33000.00          | $3739.42           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-04-01      | 4.0000%  | N/A     | $67528.00          | $4182.58           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 3.5000%  | N/A     | $80000.00          | $10348.02          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-01-15      | 5.5000%  | N/A     | $50240983.00       | $40858895.55       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 5.0000%  | N/A     | $658266.00         | $5548.02           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-01-01      | 3.5000%  | N/A     | $480094.00         | $90005.07          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $4050169.00        | $3039510.70        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 3.5000%  | N/A     | $32000.00          | $7716.44           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 4.0000%  | N/A     | $5000.00           | $949.83            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-03-01      | 5.5000%  | N/A     | $169000.00         | $1300.96           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $100000.00         | $31982.26          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $2915000.00        | $830284.75         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 4.5000%  | N/A     | $5441178.00        | $167079.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-04-01      | 5.5000%  | N/A     | $1105000.00        | $6683.86           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.0000%  | N/A     | $6276806.00        | $8407.36           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 3.5000%  | N/A     | $1016414.00        | $88576.36          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 4.0000%  | N/A     | $4488461.00        | $130114.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-02-01      | 3.0000%  | N/A     | $1125000.00        | $164889.13         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $22038111.00       | $22841700.71       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $10822685.00       | $1945612.84        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 5.0000%  | N/A     | $9000000.00        | $6649.28           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-11-01      | 3.5000%  | N/A     | $20215285.00       | $3260024.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-10-01      | 4.5000%  | N/A     | $32408155.00       | $767957.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 4.0000%  | N/A     | $1000000.00        | $53737.32          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-02-01      | 5.0000%  | N/A     | $60000.00          | $751.72            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 4.0000%  | N/A     | $5392648.00        | $1026984.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-06-01      | 3.5000%  | N/A     | $198216.00         | $25867.80          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 4.0000%  | N/A     | $205995.00         | $23610.55          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-03-01      | 3.5000%  | N/A     | $16525000.00       | $1928967.81        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 4.0000%  | N/A     | $100000.00         | $9686.63           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 4.0000%  | N/A     | $320737899.00      | $46721226.80       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-08-01      | 5.0000%  | N/A     | $480000.00         | $16742.48          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 4.0000%  | N/A     | $500000.00         | $95445.14          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 4.0000%  | N/A     | $433844.00         | $45938.77          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 4.0000%  | N/A     | $424305.00         | $31681.94          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 4.5000%  | N/A     | $47821.00          | $972.60            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $2177677.00        | $251868.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-12-01      | 6.0000%  | N/A     | $31941.00          | $623.63            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 5.5000%  | N/A     | $1600000.00        | $49198.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 3.0000%  | N/A     | $1641000.00        | $372088.77         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 3.5000%  | N/A     | $27994128.00       | $4194279.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 4.5000%  | N/A     | $182838.00         | $2576.20           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-10-01      | 2.5000%  | N/A     | $235000.00         | $6847.70           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 4.5000%  | N/A     | $53514.00          | $842.13            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 4.0000%  | N/A     | $169118.00         | $11476.08          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-08-01      | 6.0000%  | N/A     | $363967.00         | $2693.54           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 5.0000%  | N/A     | $710000.00         | $7816.25           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-07-01      | 5.0000%  | N/A     | $255000.00         | $26900.35          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-08-01      | 6.0000%  | N/A     | $345000.00         | $8088.63           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 3.0000%  | N/A     | $76000.00          | $10565.30          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 3.5000%  | N/A     | $156446.00         | $19101.69          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 3.5000%  | N/A     | $550000.00         | $80327.55          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 4.0000%  | N/A     | $9209116.00        | $747842.83         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.5000%  | N/A     | $1910000.00        | $163296.93         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $3319204.00        | $2327965.06        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $4987177.00        | $4234147.70        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.0000%  | N/A     | $43445124.00       | $3864710.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-09-01      | 4.5000%  | N/A     | $623955.00         | $18951.59          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $230555.00         | $23268.92          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 5.5000%  | N/A     | $1400000.00        | $34169.90          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $1969827.00        | $246794.40         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 3.5000%  | N/A     | $551325.00         | $313603.91         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $260653.00         | $39637.27          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.0000%  | N/A     | $3958195.00        | $215917.14         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $3082910.00        | $2440459.06        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 3.5000%  | N/A     | $119000.00         | $17529.79          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 4.0000%  | N/A     | $475000.00         | $40443.44          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-01-01      | 3.5000%  | N/A     | $5437000.00        | $1024951.60        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 3.5000%  | N/A     | $211297.00         | $11649.30          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.5000%  | N/A     | $261000.00         | $42298.61          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $1371000.00        | $330367.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 4.0000%  | N/A     | $4687000.00        | $908760.75         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 4.5000%  | N/A     | $4200000.00        | $846771.68         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 3.5000%  | N/A     | $5000.00           | $525.53            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 4.0000%  | N/A     | $68000.00          | $5904.76           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-01-01      | 2.0000%  | N/A     | $295000.00         | $10374.91          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 4.0000%  | N/A     | $1058801.00        | $85001.63          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $169119415.00      | $164191885.20      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 4.0000%  | N/A     | $685394.00         | $55569.72          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 3.0000%  | N/A     | $470000.00         | $50408.19          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $73000.00          | $52872.94          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 4.0000%  | N/A     | $420000.00         | $49078.56          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 4.0000%  | N/A     | $2325000.00        | $206087.27         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 3.5000%  | N/A     | $13001000.00       | $1040002.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 4.0000%  | N/A     | $19000.00          | $1446.33           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 7.0000%  | N/A     | $1520000.00        | $8170.60           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 4.0000%  | N/A     | $11677293.00       | $2509608.92        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 6.0000%  | N/A     | $972931.00         | $5188.86           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 4.5000%  | N/A     | $1013582.00        | $17501.02          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 4.5000%  | N/A     | $10000000.00       | $115631.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 6.0000%  | N/A     | $483199.00         | $5754.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 3.5000%  | N/A     | $1950000.00        | $178141.83         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 6.0000%  | N/A     | $729532.00         | $4351.60           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-10-01      | 2.5000%  | N/A     | $61828220.00       | $1776694.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 5.5000%  | N/A     | $455000.00         | $3379.16           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-03-01      | 3.0000%  | N/A     | $20000.00          | $1809.79           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 3.0000%  | N/A     | $1483000.00        | $230771.69         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 4.0000%  | N/A     | $80000.00          | $10030.71          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-04-01      | 4.5000%  | N/A     | $15345129.00       | $852056.26         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-12-01      | 5.5000%  | N/A     | $778000.00         | $22826.93          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-08-01      | 5.5000%  | N/A     | $900000.00         | $15981.63          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 3.0000%  | N/A     | $5996000.00        | $520796.76         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $300000.00         | $83821.84          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 5.0000%  | N/A     | $415000.00         | $4238.79           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 4.0000%  | N/A     | $3053142.00        | $694381.56         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 6.5000%  | N/A     | $320000.00         | $3398.17           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.5000%  | N/A     | $3199248.00        | $480726.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 3.5000%  | N/A     | $45000.00          | $14286.89          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 4.0000%  | N/A     | $1060000.00        | $140718.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-10-01      | 3.5000%  | N/A     | $320976.00         | $83800.65          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-07-01      | 3.5000%  | N/A     | $1060457.00        | $49196.18          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-03-01      | 3.0000%  | N/A     | $325000.00         | $13721.48          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.0000%  | N/A     | $4162000.00        | $460876.91         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-10-01      | 4.5000%  | N/A     | $390000.00         | $40912.93          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-02-01      | 2.5000%  | N/A     | $1201557.00        | $203598.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 4.0000%  | N/A     | $445000.00         | $53937.32          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-10-01      | 4.0000%  | N/A     | $4046000.00        | $728072.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 4.0000%  | N/A     | $200000.00         | $18951.78          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 4.5000%  | N/A     | $65690.00          | $1291.18           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 3.0000%  | N/A     | $1725000.00        | $256433.13         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-07-01      | 4.0000%  | N/A     | $4546226.00        | $410763.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.5000%  | N/A     | $31000.00          | $3871.90           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 5.0000%  | N/A     | $2838918.00        | $212686.89         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 3.0000%  | N/A     | $2000000.00        | $152327.43         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 4.0000%  | N/A     | $53869543.00       | $13104855.34       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 4.0000%  | N/A     | $1744000.00        | $315191.77         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 4.0000%  | N/A     | $916000.00         | $101370.78         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-02-01      | 3.0000%  | N/A     | $120000.00         | $4399.58           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-04-01      | 4.5000%  | N/A     | $33890.00          | $530.27            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 6.0000%  | N/A     | $48883276.00       | $865881.40         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 4.5000%  | N/A     | $3981000.00        | $761750.71         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 3.5000%  | N/A     | $21000.00          | $2601.81           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $32960062.00       | $32769894.57       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-11-01      | 2.5000%  | N/A     | $390000.00         | $22155.29          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 3.5000%  | N/A     | $9000.00           | $732.13            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.0000%  | N/A     | $535000.00         | $103532.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 3.5000%  | N/A     | $8000.00           | $628.46            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.0000%  | N/A     | $21000.00          | $1741.61           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-09-01      | 2.5000%  | N/A     | $101107.00         | $8748.81           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-06-01      | 6.0000%  | N/A     | $26859.00          | $503.91            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-03-01      | 3.0000%  | N/A     | $550000.00         | $74134.85          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-10-01      | 4.0000%  | N/A     | $357886.00         | $43231.34          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 4.0000%  | N/A     | $849284.00         | $139482.69         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $1633000.00        | $231646.66         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.5000%  | N/A     | $588456.00         | $62734.17          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 4.5000%  | N/A     | $275000.00         | $8310.72           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 4.0000%  | N/A     | $874540.00         | $166595.36         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-02-01      | 6.0000%  | N/A     | $624746.00         | $3133.39           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 6.0000%  | N/A     | $1302842.00        | $2501.97           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-07-01      | 2.5000%  | N/A     | $135000.00         | $5714.26           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 4.0000%  | N/A     | $300000.00         | $31027.75          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-10-01      | 3.0000%  | N/A     | $5550000.00        | $188431.76         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 6.0000%  | N/A     | $4718091.00        | $30916.43          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 4.0000%  | N/A     | $3065000.00        | $192305.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 6.0000%  | N/A     | $4968310.00        | $37072.11          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $225000.00         | $200348.76         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 3.5000%  | N/A     | $284988.00         | $33853.33          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 3.5000%  | N/A     | $232000.00         | $30810.14          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $1700000.00        | $217720.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 4.5000%  | N/A     | $202041.00         | $2155.70           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $967000.00         | $183967.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 4.5000%  | N/A     | $80000.00          | $13342.44          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.5000%  | N/A     | $73261.00          | $7635.62           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 3.5000%  | N/A     | $90000.00          | $25543.96          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $86217.00          | $16754.36          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 6.0000%  | N/A     | $1299760.00        | $13101.07          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-08-01      | 6.0000%  | N/A     | $179242.00         | $8959.21           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 4.0000%  | N/A     | $50000.00          | $3301.74           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-01-01      | 4.0000%  | N/A     | $1500000.00        | $70096.21          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-08-01      | 6.0000%  | N/A     | $9294970.00        | $35057.87          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 3.5000%  | N/A     | $172000.00         | $14895.62          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $1020000.00        | $1002828.66        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-04-15      | 4.0000%  | N/A     | $6230362.00        | $5198435.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-10-01      | 4.0000%  | N/A     | $918221.00         | $60803.38          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 5.5000%  | N/A     | $247910.00         | $1533.57           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $100000.00         | $28877.05          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-11-01      | 3.5000%  | N/A     | $1895000.00        | $257773.11         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 4.0000%  | N/A     | $850000.00         | $140740.24         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 4.0000%  | N/A     | $84000.00          | $12010.19          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 3.5000%  | N/A     | $22000.00          | $1657.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $85000.00          | $19632.25          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $37000.00          | $6302.02           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-02-01      | 3.0000%  | N/A     | $100000.00         | $988.52            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2026-06-01      | 4.5000%  | N/A     | $365000.00         | $531.71            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.5000%  | N/A     | $2938000.00        | $617907.89         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.5000%  | N/A     | $86160.00          | $8461.83           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 4.0000%  | N/A     | $7000.00           | $697.87            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.0000%  | N/A     | $4828931.00        | $256324.56         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 3.0000%  | N/A     | $5833000.00        | $689089.50         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 3.5000%  | N/A     | $29597.00          | $3033.52           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.0000%  | N/A     | $3000000.00        | $180044.30         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $540000.00         | $112403.98         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 5.5000%  | N/A     | $1000000.00        | $4390.09           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.0000%  | N/A     | $4086000.00        | $383841.89         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-02-01      | 2.0000%  | N/A     | $500000.00         | $21819.10          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-08-01      | 3.0000%  | N/A     | $329000.00         | $74732.17          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 3.5000%  | N/A     | $35000.00          | $2957.01           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 3.5000%  | N/A     | $1215000.00        | $218427.06         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-07-01      | 6.0000%  | N/A     | $10000000.00       | $76789.54          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 3.0000%  | N/A     | $300000.00         | $72195.23          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 6.0000%  | N/A     | $1131558.00        | $9596.58           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-10-01      | 3.0000%  | N/A     | $75000.00          | $5930.75           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $22505439.00       | $21828748.25       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-08-01      | 3.0000%  | N/A     | $30000.00          | $2134.02           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 4.0000%  | N/A     | $2500000.00        | $383577.50         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 3.5000%  | N/A     | $12000.00          | $1209.47           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2026-08-01      | 3.5000%  | N/A     | $1050000.00        | $2414.74           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-02      | 2.5000%  | N/A     | $610000.00         | $405010.04         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 3.0000%  | N/A     | $10000.00          | $900.24            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 3.0000%  | N/A     | $335000.00         | $68961.06          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $246357.00         | $43462.46          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-06-01      | 4.5000%  | N/A     | $73985.00          | $1689.12           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-02-01      | 6.0000%  | N/A     | $740508.00         | $1020.05           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 3.5000%  | N/A     | $375824.00         | $70841.99          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 3.5000%  | N/A     | $2158000.00        | $459302.75         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 5.0000%  | N/A     | $94000.00          | $18750.01          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 5.5000%  | N/A     | $1515000.00        | $58514.94          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 4.0000%  | N/A     | $5491000.00        | $268622.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-12-01      | 2.0000%  | N/A     | $499999.00         | $309832.59         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.5000%  | N/A     | $110000.00         | $7077.09           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.0000%  | N/A     | $410000.00         | $63486.96          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 3.5000%  | N/A     | $1225000.00        | $198855.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.0000%  | N/A     | $4001000.00        | $256508.91         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $646090.00         | $90604.67          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.0000%  | N/A     | $66000.00          | $9683.29           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-02-01      | 3.0000%  | N/A     | $8000.00           | $1116.75           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 3.0000%  | N/A     | $618500.00         | $95184.81          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-10-01      | 3.5000%  | N/A     | $250000.00         | $14422.68          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $10000.00          | $6461.65           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 3.0000%  | N/A     | $21078517.00       | $1166589.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 4.0000%  | N/A     | $100000.00         | $15186.21          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.0000%  | N/A     | $150000.00         | $10625.34          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 4.0000%  | N/A     | $2564950.00        | $261111.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-02-01      | 3.5000%  | N/A     | $537500.00         | $55559.69          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 3.5000%  | N/A     | $280000.00         | $47530.78          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.0000%  | N/A     | $11513.00          | $1494.45           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 5.5000%  | N/A     | $65000.00          | $1088.99           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 4.0000%  | N/A     | $35000.00          | $4321.32           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-04-01      | 2.5000%  | N/A     | $100000.00         | $5803.90           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 4.0000%  | N/A     | $10000.00          | $927.30            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 4.0000%  | N/A     | $14489356.00       | $3969896.89        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-08-01      | 6.0000%  | N/A     | $356053.00         | $2694.70           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 4.5000%  | N/A     | $740000.00         | $20982.63          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-03-01      | 6.0000%  | N/A     | $510000.00         | $666.13            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 4.0000%  | N/A     | $105000.00         | $17068.19          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 5.5000%  | N/A     | $40500000.00       | $449961.64         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $520000.00         | $142976.52         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 3.0000%  | N/A     | $10000000.00       | $1476552.32        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-09-01      | 5.5000%  | N/A     | $250000.00         | $3555.02           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-11-01      | 2.5000%  | N/A     | $67309315.00       | $1368975.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-02-01      | 5.5000%  | N/A     | $632729.00         | $21916.08          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 4.0000%  | N/A     | $700788.00         | $96072.96          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.0000%  | N/A     | $3750000.00        | $1036810.61        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.5000%  | N/A     | $1750000.00        | $264964.30         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-06-01      | 6.0000%  | N/A     | $10525000.00       | $100440.50         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-05-01      | 3.5000%  | N/A     | $460191.00         | $47266.94          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.0000%  | N/A     | $89000.00          | $6797.03           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-11-01      | 4.5000%  | N/A     | $522184.00         | $46862.13          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 3.0000%  | N/A     | $12000.00          | $1665.25           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-07-01      | 3.5000%  | N/A     | $340254.00         | $71335.20          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 6.0000%  | N/A     | $5525181.00        | $27662.98          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 3.5000%  | N/A     | $210000.00         | $35222.26          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-05-01      | 5.0000%  | N/A     | $1110000.00        | $9279.97           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 4.0000%  | N/A     | $304541.00         | $28286.87          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 6.5000%  | N/A     | $100000.00         | $5623.77           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 3.5000%  | N/A     | $210000.00         | $45029.85          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 3.5000%  | N/A     | $1007613.00        | $76504.47          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 6.0000%  | N/A     | $3249131.00        | $12180.15          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-12-01      | 5.5000%  | N/A     | $1200000.00        | $8010.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 3.5000%  | N/A     | $37000.00          | $2845.10           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-06-01      | 4.0000%  | N/A     | $9699146.00        | $169125.83         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 4.0000%  | N/A     | $365000.00         | $52986.97          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 4.0000%  | N/A     | $600774.00         | $42574.80          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-04-01      | 3.5000%  | N/A     | $151457.00         | $5732.37           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 3.5000%  | N/A     | $190000.00         | $19657.13          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-05-01      | 3.5000%  | N/A     | $202068.00         | $18060.80          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 6.0000%  | N/A     | $1329702.00        | $2119.59           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 3.5000%  | N/A     | $135017.00         | $15325.28          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 4.0000%  | N/A     | $155746.00         | $11913.37          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.5000%  | N/A     | $250000.00         | $37602.18          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 3.5000%  | N/A     | $16000.00          | $1699.38           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 4.5000%  | N/A     | $134895.00         | $5482.92           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 6.0000%  | N/A     | $536927.00         | $2042.41           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 4.5000%  | N/A     | $90000.00          | $24434.07          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 3.5000%  | N/A     | $299514.00         | $54450.77          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 4.0000%  | N/A     | $2500000.00        | $425933.35         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-06-01      | 3.0000%  | N/A     | $900000.00         | $28261.80          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-08-01      | 4.5000%  | N/A     | $122454.00         | $6055.21           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-12-01      | 3.5000%  | N/A     | $335000.00         | $43904.27          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-06-01      | 3.5000%  | N/A     | $101779.00         | $16247.64          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 4.5000%  | N/A     | $5000000.00        | $93258.07          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 3.0000%  | N/A     | $350000.00         | $90837.39          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 4.5000%  | N/A     | $144000.00         | $33527.91          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-07-01      | 4.0000%  | N/A     | $571000.00         | $68450.16          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-02-01      | 5.5000%  | N/A     | $140579.00         | $1542.94           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 4.5000%  | N/A     | $40575.00          | $922.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-07-01      | 3.0000%  | N/A     | $960000.00         | $79244.42          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $1786610.00        | $1630676.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $5000000.00        | $3823744.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | 4.0000%  | N/A     | $2000534.00        | $96250.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 3.0000%  | N/A     | $40000.00          | $22846.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $91411.00          | $66608.97          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $5000.00           | $4546.83           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $5757667.00        | $5670576.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $35834928.00       | $5876847.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-02-01      | 4.0000%  | N/A     | $2010000.00        | $63920.98          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.0000%  | N/A     | $7000.00           | $2106.07           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.0000%  | N/A     | $140083.00         | $10774.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.5000%  | N/A     | $4000.00           | $531.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-01-01      | 6.5000%  | N/A     | $2252963.00        | $3133.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $266548.00         | $270935.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-08-01      | 2.5000%  | N/A     | $239000.00         | $125076.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 4.0000%  | N/A     | $5600000.00        | $924331.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $33031600.00       | $24623848.11       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $33000.00          | $25074.83          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $79543.00          | $62712.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.0000%  | N/A     | $495053.00         | $10636.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | 3.0000%  | N/A     | $67834.00          | $27059.26          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.5000%  | N/A     | $13000.00          | $1253.42           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $75526496.00       | $73875961.52       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 4.0000%  | N/A     | $300000.00         | $52300.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $2992591.00        | $2937653.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $21500000.00       | $21296544.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $44000.00          | $30602.35          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $11000.00          | $5002.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-12-01      | 7.0000%  | N/A     | $585984.00         | $5094.66           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $40632765.00       | $29035115.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 7.5000%  | N/A     | $19729660.00       | $15567356.66       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $6734708.00        | $5648281.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $28504.00          | $21231.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | 5.0000%  | N/A     | $870000.00         | $175833.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $1324000.00        | $1104195.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $87683.00          | $63341.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $687000.00         | $148293.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $1660544.00        | $214030.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-06-01      | 3.5000%  | N/A     | $7876840.00        | $2646383.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 4.5000%  | N/A     | $5000.00           | $4806.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.5000%  | N/A     | $25000.00          | $10415.35          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $19580482.00       | $3076340.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $110000.00         | $19320.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-04-01      | 5.0000%  | N/A     | $695000.00         | $42122.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | 5.0000%  | N/A     | $506986.00         | $24166.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $226915.00         | $169012.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.0000%  | N/A     | $2203315.00        | $1839716.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $9181435.00        | $4632167.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $6681745.00        | $6518993.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $50000000.00       | $37274516.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $20175624.00       | $15978008.92       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 6.0000%  | N/A     | $500000.00         | $9734.07           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | 4.0000%  | N/A     | $250000.00         | $51500.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-05-01      | 3.5000%  | N/A     | $754551.00         | $4604.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $3000.00           | $3009.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $15179410.00       | $8932893.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-11-01      | 3.5000%  | N/A     | $121920806.00      | $628441.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.0000%  | N/A     | $109000.00         | $32834.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.0000%  | N/A     | $2000000.00        | $150278.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-03-01      | 3.0000%  | N/A     | $105000.00         | $19044.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-10-01      | 4.0000%  | N/A     | $250000.00         | $3657.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.0000%  | N/A     | $11900000.00       | $3379049.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $1125000.00        | $806921.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 4.0000%  | N/A     | $81888.00          | $9393.33           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.0000%  | N/A     | $67471070.00       | $64752810.51       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.0000%  | N/A     | $13038000.00       | $1447489.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $4298000.00        | $914802.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $19823586.00       | $19407514.06       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | 7.0000%  | N/A     | $270000.00         | $781.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $69198538.00       | $59101413.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $200000.00         | $121674.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $2955734.00        | $37117.59          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | 2.0000%  | N/A     | $15000000.00       | $8483090.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | 4.0000%  | N/A     | $1240000.00        | $215444.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $3854050.00        | $3984660.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1747538.00        | $1830237.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $100000.00         | $54343.77          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-08-01      | 2.5000%  | N/A     | $242250.00         | $11538.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $78011.00          | $56237.38          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $8869876.00        | $8875273.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-12-01      | 6.5000%  | N/A     | $50000.00          | $22942.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $49380993.00       | $47127697.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 3.0000%  | N/A     | $1000.00           | $747.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1491451.00        | $1013852.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $8100000.00        | $7361218.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $4113528.00        | $3900728.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $10754528.00       | $11013908.01       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $3831336.00        | $3470160.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $61191263.00       | $33039651.48       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $4000.00           | $2717.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | 2.5000%  | N/A     | $5000000.00        | $2347766.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $27000.00          | $4224.25           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | 7.0000%  | N/A     | $616000.00         | $4674.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | 5.5000%  | N/A     | $1667179.00        | $1664506.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $11179661.00       | $11456293.66       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $65436932.00       | $54822468.24       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $3127507.00        | $3207987.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $152000.00         | $97933.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.0000%  | N/A     | $3281480.00        | $436192.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $2629971.00        | $2740555.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.0000%  | N/A     | $235000.00         | $46347.13          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $8304442.00        | $8519620.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $4000.00           | $2459.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.5000%  | N/A     | $194752.00         | $194104.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-01-01      | 3.5000%  | N/A     | $94003000.00       | $6724111.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.0000%  | N/A     | $1991118.00        | $13816.12          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | 5.5000%  | N/A     | $29000.00          | $853.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 3.0000%  | N/A     | $5000000.00        | $2725378.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | 3.0000%  | N/A     | $18000.00          | $2452.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 1.5000%  | N/A     | $250000.00         | $138322.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $6942770.00        | $6936976.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $125000.00         | $97910.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $2979470.00        | $806368.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $6268617.00        | $6561397.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | 4.5000%  | N/A     | $115000.00         | $11238.46          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 4.0000%  | N/A     | $2260000.00        | $255578.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $2823156.00        | $2211195.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $5722521.00        | $5831662.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $185185.00         | $111596.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $35000.00          | $27421.59          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $2146121.00        | $2232092.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $85728751.00       | $68759764.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $50078737.00       | $52035070.29       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $9000.00           | $6862.48           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 3.5000%  | N/A     | $44874549.00       | $42875292.31       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-04-01      | 3.0000%  | N/A     | $10000.00          | $1913.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $14000.00          | $2897.38           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $100000.00         | $98117.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 1.5000%  | N/A     | $509642.00         | $370897.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $78000.00          | $9929.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-07-01      | 1.5000%  | N/A     | $4000000.00        | $1518666.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.0000%  | N/A     | $861805.00         | $761321.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 5.0000%  | N/A     | $279000.00         | $197033.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $2009555.00        | $1659756.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.0000%  | N/A     | $7000200.00        | $8354.87           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $1071269.00        | $1076300.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $31770845.00       | $22856549.02       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $3938596.00        | $3645548.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $1800000.00        | $1040208.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $1544000.00        | $48152.02          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-07-01      | 5.0000%  | N/A     | $180000.00         | $1038.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 5.5000%  | N/A     | $3339000.00        | $811518.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | 6.0000%  | N/A     | $865000.00         | $7404.24           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.5000%  | N/A     | $21755023.00       | $13409102.96       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | 5.5000%  | N/A     | $900000.00         | $6201.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $515000.00         | $386048.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-12-01      | 5.5000%  | N/A     | $56400000.00       | $56424082.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | 5.5000%  | N/A     | $15000000.00       | $14415685.55       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | 3.5000%  | N/A     | $425000.00         | $81035.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | 4.0000%  | N/A     | $292799.00         | $23582.13          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $398543812.00      | $91607515.11       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 4.5000%  | N/A     | $15000.00          | $13142.31          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $5000.00           | $3572.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.5000%  | N/A     | $1500000.00        | $850888.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | 6.0000%  | N/A     | $1000000.00        | $19656.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $33547.00          | $5389.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-07-01      | 4.0000%  | N/A     | $945000.00         | $622986.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $796740.00         | $445965.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.5000%  | N/A     | $7721314.00        | $2507497.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1249460.00        | $1262060.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.0000%  | N/A     | $17519903.00       | $16234655.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $200000.00         | $115103.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.5000%  | N/A     | $1087863.00        | $1134959.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 6.0000%  | N/A     | $1883124.00        | $1812542.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $154807213.00      | $128381846.33      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.0000%  | N/A     | $5942000.00        | $739183.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | 4.5000%  | N/A     | $10235081.00       | $2470248.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-10-01      | 4.0000%  | N/A     | $3096516.00        | $1187474.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.5000%  | N/A     | $997000.00         | $140449.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $22411022.00       | $15583105.52       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $13523443.00       | $13331829.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $110000.00         | $51488.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.5000%  | N/A     | $24980613.00       | $24310295.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $20143912.00       | $15250616.99       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-03-01      | 6.5000%  | N/A     | $602853.00         | $3742.09           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $610000.00         | $192820.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 4.0000%  | N/A     | $280666.00         | $266131.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 3.0000%  | N/A     | $72735504.00       | $38565177.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | 4.5000%  | N/A     | $2200000.00        | $62056.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $150000.00         | $98188.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.5000%  | N/A     | $1686885.00        | $1665144.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 3.0000%  | N/A     | $45000.00          | $28874.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $2647860.00        | $2479742.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | 4.0000%  | N/A     | $260000.00         | $36524.82          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.0000%  | N/A     | $128987598.00      | $122558595.52      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $100000.00         | $69640.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.5000%  | N/A     | $6000.00           | $563.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $3675982.00        | $3312153.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $12937798.00       | $11856365.43       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-03-01      | 3.0000%  | N/A     | $210000.00         | $4866.02           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-11-01      | 7.0000%  | N/A     | $12250000.00       | $40996.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $1385000.00        | $13121.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $132000.00         | $97637.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $200000.00         | $166863.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-07-01      | 3.5000%  | N/A     | $298000.00         | $51210.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-01-01      | 3.5000%  | N/A     | $800000.00         | $72449.48          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $66000.00          | $49010.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.0000%  | N/A     | $10932000.00       | $9717272.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-10-01      | 4.0000%  | N/A     | $500000.00         | $293931.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $6055736.00        | $4330336.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1675854.00        | $1619959.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $254462.00         | $178694.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.5000%  | N/A     | $359000.00         | $293218.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $6285000.00        | $5626917.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | 2.0000%  | N/A     | $18052000.00       | $9322523.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1522433.00        | $1389860.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $268000.00         | $196795.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-11-01      | 2.5000%  | N/A     | $275000.00         | $13696.66          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $600000.00         | $371016.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.0000%  | N/A     | $2053131.00        | $2022585.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $10000.00          | $6593.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | 2.5000%  | N/A     | $1300000.00        | $642476.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.0000%  | N/A     | $363000.00         | $218580.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.5000%  | N/A     | $1161251.00        | $1145617.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $1483000.00        | $696313.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $66444.00          | $41944.97          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $660000.00         | $527141.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $69158023.00       | $58981065.24       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 4.0000%  | N/A     | $2007796.00        | $1916740.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.0000%  | N/A     | $958000.00         | $120832.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-10-01      | 4.0000%  | N/A     | $1952067.00        | $135244.22         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.5000%  | N/A     | $2000.00           | $900.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.0000%  | N/A     | $319953.00         | $44232.73          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1851811.00        | $1919780.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-03-01      | 4.0000%  | N/A     | $100000.00         | $2171.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-01-01      | 7.5000%  | N/A     | $3237000.00        | $582.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $76589.00          | $12380.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $165081.00         | $118368.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 2.5000%  | N/A     | $50000.00          | $11148.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.5000%  | N/A     | $1095025.00        | $1100884.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1764469.00        | $1797414.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.5000%  | N/A     | $582875.00         | $324222.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 2.5000%  | N/A     | $45000.00          | $32536.64          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $17127000.00       | $12400226.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.5000%  | N/A     | $16626696.00       | $12533054.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.0000%  | N/A     | $1784205.00        | $1481223.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 6.0000%  | N/A     | $41920000.00       | $32203056.98       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $8000.00           | $4813.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $4717712.00        | $3689241.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 3.5000%  | N/A     | $419105.00         | $45032.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 6.5000%  | N/A     | $585129.00         | $594497.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $10368377.00       | $10324095.47       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-09-01      | 5.5000%  | N/A     | $1438000.00        | $11052.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $2635536.00        | $2718963.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.5000%  | N/A     | $24503894.00       | $4405156.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | 6.0000%  | N/A     | $3152344.00        | $18901.51          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $240000.00         | $194260.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $457534.00         | $296301.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $9723000.00        | $7472178.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $632000.00         | $422887.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-01-01      | 1.5000%  | N/A     | $485000.00         | $141270.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 7.0000%  | N/A     | $17968684.00       | $17977011.71       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-08-01      | 4.5000%  | N/A     | $650000.00         | $10477.17          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $40500000.00       | $14155142.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 6.0000%  | N/A     | $168350.00         | $139113.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | 2.5000%  | N/A     | $829000.00         | $400240.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $4550086.00        | $4476383.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $450000.00         | $236551.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.5000%  | N/A     | $1644372.00        | $1658909.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $548000.00         | $409966.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 4.5000%  | N/A     | $1856000.00        | $1484470.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-04-01      | 3.5000%  | N/A     | $1500000.00        | $101679.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-25      | 2.5000%  | N/A     | $173469.00         | $118729.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-08-01      | 4.0000%  | N/A     | $3486000.00        | $108931.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1075536.00        | $1117557.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.0000%  | N/A     | $452738.00         | $93931.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $2181810.00        | $2194274.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $2191016.00        | $1506589.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-01-01      | 3.0000%  | N/A     | $115000.00         | $12003.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $58000.00          | $34131.41          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.5000%  | N/A     | $6515912.00        | $5022724.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.0000%  | N/A     | $117000.00         | $1058.51           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.0000%  | N/A     | $44712.00          | $33270.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $67343002.00       | $68903266.64       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1231250.00        | $1261788.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.5000%  | N/A     | $70000.00          | $13109.66          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5000%  | N/A     | $32000.00          | $8804.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | 3.5000%  | N/A     | $425000.00         | $47808.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $785500.00         | $588793.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 5.5000%  | N/A     | $1001567.00        | $1008444.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $2373769.00        | $2237507.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $3408057.00        | $3489814.79        | Agency Mortgage-Backed Securities |

### Security 232: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008UJ4
- **C.18 - Value (incl. sponsor support):** $7000000000.00
- **C.18.a - Value (excl. sponsor support):** $7000000000.00
- **C.19 - Percentage of Net Assets:** 2.0000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.5000%  | N/A     | $9224918.00        | $5306843.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $93000.00          | $70538.69          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.0000%  | N/A     | $1304750.00        | $1375072.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | 2.5000%  | N/A     | $600000.00         | $82211.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | 2.0000%  | N/A     | $1141754.00        | $586120.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 5.0000%  | N/A     | $5147170.00        | $5230393.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $466669.00         | $25077.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | 2.0000%  | N/A     | $40960158.00       | $36150701.89       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $153432.00         | $151094.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $4103359.00        | $4243364.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1934531.00        | $2006158.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 4.5000%  | N/A     | $29000.00          | $778.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 4.0000%  | N/A     | $178170.00         | $35714.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-09-01      | 4.5000%  | N/A     | $393000.00         | $4565.38           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $113416.00         | $100393.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $42000.00          | $29145.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-07-01      | 6.0000%  | N/A     | $430000.00         | $125675.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 2.0000%  | N/A     | $3000.00           | $2274.04           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $235000.00         | $46636.69          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 3.0000%  | N/A     | $453000.00         | $154614.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 5.0000%  | N/A     | $138000.00         | $102935.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 5.0000%  | N/A     | $6730118.00        | $4133540.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $1024591.00        | $1012605.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $3175977.00        | $2756702.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 3.0000%  | N/A     | $22000.00          | $15612.39          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $100000.00         | $74208.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $6076000.00        | $4950555.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.0000%  | N/A     | $89044.00          | $15039.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $3467333.00        | $802123.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $379000.00         | $248156.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $1176576759.00     | $693255118.58      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-07-01      | 3.0000%  | N/A     | $10000.00          | $816.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $39584581.00       | $39406929.42       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $361237.00         | $338897.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $3450000.00        | $3511776.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2632339.00        | $2685388.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 5.0000%  | N/A     | $155000.00         | $48117.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 6.0000%  | N/A     | $8400092.00        | $8499238.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.5000%  | N/A     | $175000.00         | $20008.51          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 4.0000%  | N/A     | $1204100.00        | $964109.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $9409739.00        | $8352067.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.5000%  | N/A     | $55000.00          | $14595.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $53000000.00       | $7502242.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-07-01      | 5.5000%  | N/A     | $370000.00         | $551.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $2564555.00        | $2237874.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 4.5000%  | N/A     | $4380412.00        | $92673.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 6.0000%  | N/A     | $1000000.00        | $807648.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $199000.00         | $97935.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | 3.0000%  | N/A     | $2500000.00        | $274849.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $866000.00         | $609956.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2738505.00        | $2802499.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-01-01      | 3.5000%  | N/A     | $45000.00          | $18882.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $24505631.00       | $18649527.82       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 5.5000%  | N/A     | $784000.00         | $512550.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $13289766.00       | $11414015.10       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1557050.00        | $1586666.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 4.0000%  | N/A     | $2000.00           | $1756.62           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $2000000.00        | $1570101.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.0000%  | N/A     | $1020116.00        | $139016.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.5000%  | N/A     | $9149563.00        | $9199720.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $777803.00         | $346898.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-08-01      | 2.5000%  | N/A     | $25000.00          | $1201.54           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-06-01      | 3.5000%  | N/A     | $115726.00         | $33937.73          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $31642568.00       | $19330237.42       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-07-01      | 2.5000%  | N/A     | $55000.00          | $5700.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $1469000.00        | $336945.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 5.5000%  | N/A     | $354000.00         | $217242.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.0000%  | N/A     | $422274.00         | $80481.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.0000%  | N/A     | $493000.00         | $102478.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.0000%  | N/A     | $9209391.00        | $4314758.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $260000.00         | $58427.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $2597000.00        | $547285.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | 3.5000%  | N/A     | $1705000.00        | $203888.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | 5.0000%  | N/A     | $103000.00         | $10038.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1031555.00        | $1075070.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 3.0000%  | N/A     | $37000.00          | $19488.46          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.5000%  | N/A     | $400000.00         | $349248.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $1990021.00        | $2124607.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $101805482.00      | $87842686.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $132058.00         | $118316.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $82000.00          | $59623.15          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.5000%  | N/A     | $1114401.00        | $1128571.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 4.0000%  | N/A     | $12719074.00       | $1734453.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-01-01      | 3.5000%  | N/A     | $2490896.00        | $694325.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.0000%  | N/A     | $7096854.00        | $12415.87          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $31202033.00       | $32264802.02       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $289600.00         | $125076.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $367000.00         | $245840.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $100000.00         | $59558.06          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-01-01      | 5.5000%  | N/A     | $100000.00         | $835.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.0000%  | N/A     | $74851.00          | $32818.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.0000%  | N/A     | $357235.00         | $249921.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $16673597.00       | $16011614.02       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-05-01      | 4.5000%  | N/A     | $852336.00         | $33277.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | 1.5000%  | N/A     | $700000.00         | $360424.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $185000.00         | $137316.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.5000%  | N/A     | $1752376.00        | $1770860.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $190000.00         | $19823.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 4.0000%  | N/A     | $22474689.00       | $20929008.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $1898796.00        | $1801024.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1009359.00        | $1049486.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $3803115.00        | $3845517.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.0000%  | N/A     | $110000.00         | $106710.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.5000%  | N/A     | $2808108.00        | $3027198.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $160000.00         | $119984.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | 3.5000%  | N/A     | $5865000.00        | $769298.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.5000%  | N/A     | $285250.00         | $281202.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $593278.00         | $452701.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | 3.5000%  | N/A     | $4165144.00        | $586023.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $45887413.00       | $42194444.27       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 4.5000%  | N/A     | $960914.00         | $874156.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $3300000.00        | $2544669.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $14901789.00       | $12885588.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.0000%  | N/A     | $5655098.00        | $4731105.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 7.0000%  | N/A     | $3287779.00        | $3503037.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-09-01      | 2.0000%  | N/A     | $537973.00         | $70215.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 5.5000%  | N/A     | $1026581.00        | $1049085.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $146000.00         | $20599.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $77137760.00       | $62123702.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $627888.00         | $534650.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $10891639.00       | $10618336.53       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1050250.00        | $1093844.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1118577.00        | $1169957.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $3230000.00        | $2576774.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $15002119.00       | $14361646.63       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 2.0000%  | N/A     | $76815.00          | $39760.46          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $33000000.00       | $17159501.29       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | 6.0000%  | N/A     | $98998.00          | $728.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $14246075.00       | $13633149.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-05-01      | 4.5000%  | N/A     | $280000.00         | $2215.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $39292.00          | $35553.78          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $9949987.00        | $7591578.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $425000.00         | $305135.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1478488.00        | $1528451.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $1275411.00        | $1176449.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $5753946.00        | $5972942.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $370975.00         | $55008.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-12-01      | 3.5000%  | N/A     | $1987066.00        | $151830.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 5.0000%  | N/A     | $1100000.00        | $948511.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-12-01      | 6.5000%  | N/A     | $680660.00         | $169514.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $27771490.00       | $28498059.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $2457810.00        | $439156.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 5.5000%  | N/A     | $10000.00          | $7328.40           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $299606.00         | $226344.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $2905881.00        | $2495418.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $40391.00          | $6719.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $2309346.00        | $1942704.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 2.5000%  | N/A     | $6000000.00        | $4735248.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 4.0000%  | N/A     | $256549026.00      | $242650623.83      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $2900000.00        | $2885383.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $89000.00          | $68078.64          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 3.5000%  | N/A     | $920000.00         | $261711.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $8959683.00        | $7552667.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.0000%  | N/A     | $300000.00         | $182941.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.0000%  | N/A     | $3000000.00        | $2609361.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $13855694.00       | $9775609.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $22000000.00       | $19419005.56       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.5000%  | N/A     | $2050000.00        | $78572.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | 3.5000%  | N/A     | $132607226.00      | $32246715.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $1100000.00        | $881823.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $4222472.00        | $3128409.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 3.5000%  | N/A     | $2118652.00        | $1228788.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $201490.00         | $128743.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.0000%  | N/A     | $23377675.00       | $17398069.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.5000%  | N/A     | $67000.00          | $42407.30          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.0000%  | N/A     | $155803000.00      | $35482373.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-12-01      | 3.0000%  | N/A     | $9000.00           | $947.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $24665737.00       | $19591072.86       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 4.0000%  | N/A     | $310166.00         | $108914.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $40000.00          | $24082.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.0000%  | N/A     | $322000.00         | $67194.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-11-01      | 4.5000%  | N/A     | $11000.00          | $808.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $7361006.00        | $5251713.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.5000%  | N/A     | $40000.00          | $30122.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $104946.00         | $49224.04          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.0000%  | N/A     | $15000.00          | $12150.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $2165962.00        | $2132911.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-10-01      | 4.5000%  | N/A     | $4033000.00        | $497844.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $155000.00         | $100469.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $140000.00         | $66793.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $761016.00         | $550647.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $3162087.00        | $3125459.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.0000%  | N/A     | $38000.00          | $28670.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | 7.0000%  | N/A     | $388461.00         | $6755.25           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.0000%  | N/A     | $2718745.00        | $1656393.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $1584802.00        | $1648185.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $1145000.00        | $792660.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.5000%  | N/A     | $864695.00         | $768019.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $5951727.00        | $6158642.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $226000.00         | $152429.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-08-01      | 2.0000%  | N/A     | $1000.00           | $590.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $7082000.00        | $5276969.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $600000.00         | $427289.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-01-01      | 2.5000%  | N/A     | $265000.00         | $9532.83           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.5000%  | N/A     | $150161950.00      | $27544095.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-05-01      | 4.0000%  | N/A     | $43000.00          | $7389.02           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | 3.5000%  | N/A     | $958737.00         | $87086.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $40000.00          | $32521.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | 5.5000%  | N/A     | $43500.00          | $4099.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $100000.00         | $76604.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $31941157.00       | $28794851.98       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $20530000.00       | $20572226.95       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $6681771.00        | $6848371.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $25000.00          | $3663.46           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 6.0000%  | N/A     | $3377307.00        | $3516530.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1091262.00        | $1012657.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1855133.00        | $1896683.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 4.5000%  | N/A     | $22025.00          | $1277.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.5000%  | N/A     | $16815644.00       | $6113177.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $155000.00         | $97522.41          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 6.5000%  | N/A     | $1011330.00        | $853323.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 2.5000%  | N/A     | $11039674.00       | $9327267.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 4.0000%  | N/A     | $594128.00         | $101961.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.5000%  | N/A     | $132123250.00      | $60286098.95       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.0000%  | N/A     | $966929.00         | $6303.91           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $16041799.00       | $6770623.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-04-01      | 3.0000%  | N/A     | $739499.00         | $105315.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $3787184.00        | $3864496.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | 5.0000%  | N/A     | $170000.00         | $1418.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-11-01      | 5.0000%  | N/A     | $29000.00          | $8519.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.5000%  | N/A     | $9889366.00        | $6996856.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 4.5000%  | N/A     | $1177435.00        | $1081467.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $5344353.00        | $5015249.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $2454653.00        | $2562011.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-03-01      | 4.5000%  | N/A     | $13000.00          | $1653.56           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.0000%  | N/A     | $11814998.00       | $587274.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-11-01      | 1.5000%  | N/A     | $65120845.00       | $27925994.46       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $38370000.00       | $31710018.32       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $38539.00          | $9797.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | 3.5000%  | N/A     | $15000.00          | $1479.29           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-05-01      | 4.0000%  | N/A     | $115000.00         | $75089.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $719.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $32287811.00       | $33882179.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $395000.00         | $337491.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 6.0000%  | N/A     | $38450945.00       | $39049803.58       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $2906485.00        | $2901166.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $12021000.00       | $9586751.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.0000%  | N/A     | $1239407.00        | $336534.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 4.5000%  | N/A     | $1110555.00        | $1073327.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $1691550.00        | $1653892.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $12765846.00       | $3358146.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $9521420.00        | $5514792.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-12-01      | 3.5000%  | N/A     | $25000.00          | $9389.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.5000%  | N/A     | $200000.00         | $144752.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $3507250.00        | $3525613.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 5.0000%  | N/A     | $7432393.00        | $997242.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $2130216.00        | $1738428.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $1752250.00        | $1724017.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $27000.00          | $1514.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $168191109.00      | $173190243.58      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $2689638.00        | $2755425.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 6.0000%  | N/A     | $872684.00         | $6928.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | 3.5000%  | N/A     | $1852578.00        | $351453.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.0000%  | N/A     | $235000.00         | $788.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 2.5000%  | N/A     | $300000.00         | $119033.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $2637104.00        | $306438.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.0000%  | N/A     | $1500000.00        | $416243.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-02-01      | 5.0000%  | N/A     | $5000.00           | $3044.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.0000%  | N/A     | $175000.00         | $41128.12          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 4.0000%  | N/A     | $21786224.00       | $20201945.99       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-03-01      | 5.0000%  | N/A     | $680468.00         | $62875.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.0000%  | N/A     | $100000.00         | $13674.60          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.0000%  | N/A     | $3681325.00        | $148131.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.5000%  | N/A     | $3304000.00        | $3073413.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $11000.00          | $1796.51           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $14800000.00       | $2879498.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | 4.5000%  | N/A     | $10621021.00       | $10492159.93       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $90000.00          | $57418.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 3.0000%  | N/A     | $353836.00         | $130378.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-07-01      | 5.5000%  | N/A     | $680000.00         | $2688.38           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $19219122.00       | $17664314.24       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | 4.5000%  | N/A     | $12530550.00       | $11879842.45       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $19000.00          | $17154.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.5000%  | N/A     | $5000.00           | $4589.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | 1.5000%  | N/A     | $225000.00         | $98261.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.5000%  | N/A     | $50000.00          | $37956.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $21000.00          | $18388.76          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.0000%  | N/A     | $1530000.00        | $391886.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.5000%  | N/A     | $1922756.00        | $123820.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $40000.00          | $23548.69          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $300000.00         | $147345.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-06-01      | 5.0000%  | N/A     | $844568.00         | $1770.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | 6.0000%  | N/A     | $225000.00         | $15675.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1734824.00        | $1790418.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-11-01      | 2.5000%  | N/A     | $234967165.00      | $3420317.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $399760.00         | $257166.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | 4.0000%  | N/A     | $132554.00         | $18208.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.5000%  | N/A     | $150338.00         | $149941.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.0000%  | N/A     | $95470.00          | $17528.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.0000%  | N/A     | $200000.00         | $29534.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $1382400.00        | $1381690.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | 4.0000%  | N/A     | $76062.00          | $14902.79          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $131558546.00      | $109129063.34      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $453272.00         | $269859.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $9241068.00        | $9100144.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $15208568.00       | $13425370.71       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $2340940.00        | $2385666.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $24606707.00       | $18446645.64       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.0000%  | N/A     | $378323.00         | $43190.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $7035000.00        | $3718767.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 3.0000%  | N/A     | $1725000.00        | $533868.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-10-01      | 6.0000%  | N/A     | $2300000.00        | $1186.87           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1563500.00        | $1579097.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $795000.00         | $456989.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $255791.00         | $234138.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-04-01      | 3.5000%  | N/A     | $20000000.00       | $1698102.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1051628.00        | $1095333.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | 2.0000%  | N/A     | $163000.00         | $55920.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.5000%  | N/A     | $2130588.00        | $287584.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-05-01      | 5.5000%  | N/A     | $100000.00         | $79012.30          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 2.5000%  | N/A     | $86295.00          | $54012.59          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $55000.00          | $34230.69          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $19395387.00       | $6029944.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $11739720.00       | $11779863.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $779451.00         | $791291.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $19051000.00       | $18417399.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $2043105.00        | $1706259.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-08-01      | 3.5000%  | N/A     | $27712943.00       | $6113162.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $599282.00         | $529271.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2550681.00        | $2608256.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.0000%  | N/A     | $25000.00          | $3894.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $1655600.00        | $1632689.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 4.5000%  | N/A     | $745984.00         | $731598.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | 5.0000%  | N/A     | $2167000.00        | $173312.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $8000.00           | $2717.77           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $9422533.00        | $9429566.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.5000%  | N/A     | $49694983.00       | $50752668.95       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $9889128.00        | $8386017.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 4.5000%  | N/A     | $1136521.00        | $871364.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $77500.00          | $57327.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-01-01      | 3.5000%  | N/A     | $1165000.00        | $24237.26          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 5.0000%  | N/A     | $2254703.00        | $2252557.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 4.0000%  | N/A     | $4312677.00        | $791595.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.5000%  | N/A     | $6662607.00        | $5896019.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 5.0000%  | N/A     | $2177700.00        | $2197041.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $249000.00         | $170905.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 6.5000%  | N/A     | $6102339.00        | $4939778.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $34962212.00       | $36808173.02       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | 6.0000%  | N/A     | $78000.00          | $653.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.0000%  | N/A     | $3956487.00        | $387984.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $2194000.00        | $1767092.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.0000%  | N/A     | $52000.00          | $7901.21           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-01-01      | 5.5000%  | N/A     | $130000.00         | $1051.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-04-01      | 4.5000%  | N/A     | $9000.00           | $824.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $60000.00          | $41931.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.5000%  | N/A     | $1784486.00        | $772327.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $630000.00         | $116617.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.0000%  | N/A     | $4475000.00        | $205755.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $70000.00          | $13963.51          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $25471000.00       | $6566099.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $500000.00         | $344415.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 4.0000%  | N/A     | $24744455.00       | $20700391.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | 3.0000%  | N/A     | $45000.00          | $26215.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1091642.00        | $1139176.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.5000%  | N/A     | $20000000.00       | $1672037.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $37210.00          | $35913.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 5.0000%  | N/A     | $461596.00         | $466636.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $300000.00         | $70180.93          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 4.5000%  | N/A     | $2490700.00        | $2449000.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $1508580.00        | $762077.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $6252000.00        | $5226355.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.5000%  | N/A     | $3016881.00        | $2957805.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $35000.00          | $22785.93          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $7707803.00        | $7725802.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1014060.00        | $1036858.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $212000.00         | $85204.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-08-01      | 4.5000%  | N/A     | $358207.00         | $319994.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $10000.00          | $6177.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $40000000.00       | $10464860.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $30000.00          | $20990.35          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $2000.00           | $1960.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $8919000.00        | $7890692.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $22000.00          | $19679.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-02-01      | 7.0000%  | N/A     | $1700000.00        | $33689.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 6.0000%  | N/A     | $695000.00         | $12906.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $12552637.00       | $11836360.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $2363468.00        | $2427060.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $18515514.00       | $15578803.25       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-01-01      | 4.0000%  | N/A     | $4000.00           | $673.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $54000.00          | $49897.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 3.5000%  | N/A     | $3419901.00        | $3152331.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $705000.00         | $390457.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $11015112.00       | $8933386.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $20000.00          | $10804.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $5200000.00        | $472684.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | 2.5000%  | N/A     | $225714.00         | $113977.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.0000%  | N/A     | $70000.00          | $15666.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $300000.00         | $188718.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1015975.00        | $1045590.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 5.0000%  | N/A     | $1123765.00        | $1132786.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-04-01      | 2.5000%  | N/A     | $534724.00         | $236640.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-03-01      | 4.0000%  | N/A     | $19255.00          | $12872.52          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $139762.00         | $43591.59          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.0000%  | N/A     | $17527451.00       | $15377242.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 4.0000%  | N/A     | $193000.00         | $161268.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $550038.00         | $99469.17          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $30000.00          | $19995.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.5000%  | N/A     | $60000.00          | $14622.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $1881514.00        | $1687863.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.0000%  | N/A     | $145000.00         | $5396.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.5000%  | N/A     | $16847000.00       | $48367.83          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.5000%  | N/A     | $20130740.00       | $4292424.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 6.5000%  | N/A     | $1049250.00        | $1071304.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $55100000.00       | $45384560.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.0000%  | N/A     | $19415055.00       | $18728950.68       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-10-01      | 5.0000%  | N/A     | $27646.00          | $9186.53           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1176490.00        | $903746.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-11-01      | 4.0000%  | N/A     | $880000.00         | $105912.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $4500000.00        | $3964755.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-08-01      | 3.0000%  | N/A     | $67000.00          | $6216.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.0000%  | N/A     | $38000.00          | $31351.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $11420645.00       | $2930272.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $9953244.00        | $10424637.99       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-12-01      | 6.0000%  | N/A     | $1830000.00        | $4855.51           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 3.0000%  | N/A     | $20807372.00       | $18420517.71       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $432095.00         | $310977.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.0000%  | N/A     | $100000.00         | $16306.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $227579.00         | $150285.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $6014441.00        | $6255860.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $27445.00          | $25842.35          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.0000%  | N/A     | $1462454.00        | $639172.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $765048.00         | $459690.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-09-01      | 3.0000%  | N/A     | $1460000.00        | $79794.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $33000.00          | $1065.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $1241682.00        | $1205233.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 7.0000%  | N/A     | $4108087.00        | $4301593.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.5000%  | N/A     | $23146110.00       | $19839010.79       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 3.5000%  | N/A     | $2581683.00        | $2356012.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $5020048.00        | $3910094.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.0000%  | N/A     | $3000.00           | $1321.42           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $900000.00         | $471443.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 5.0000%  | N/A     | $550000.00         | $34406.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $97690000.00       | $88369143.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 4.0000%  | N/A     | $593226.00         | $562196.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.0000%  | N/A     | $1283000.00        | $217485.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $79793098.00       | $84044118.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $12706122.00       | $8017143.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.0000%  | N/A     | $24183500.00       | $2058735.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.0000%  | N/A     | $60000.00          | $9519.57           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $200000.00         | $152140.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.5000%  | N/A     | $1091655.00        | $1145267.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.5000%  | N/A     | $125000.00         | $11882.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 4.0000%  | N/A     | $84137729.00       | $49234307.97       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $47936352.00       | $48885712.22       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $22482974.00       | $22664372.96       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.0000%  | N/A     | $43050000.00       | $22630025.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $4573445.00        | $4148006.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.0000%  | N/A     | $135000.00         | $12883.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | 5.5000%  | N/A     | $51262037.00       | $305383.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $6000.00           | $4894.25           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 5.0000%  | N/A     | $1001598.00        | $1014640.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 4.0000%  | N/A     | $1837919.00        | $1661087.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $7000.00           | $4904.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $216000.00         | $166906.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.5000%  | N/A     | $2257924.00        | $1947427.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $2175047.00        | $1786195.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | 3.5000%  | N/A     | $2493858.00        | $2070630.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 4.0000%  | N/A     | $43000.00          | $18494.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-03-01      | 3.0000%  | N/A     | $38000.00          | $4667.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $155000.00         | $3572.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $24179251.00       | $24387818.90       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 4.5000%  | N/A     | $435657.00         | $339855.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-03-01      | 4.5000%  | N/A     | $3000000.00        | $39125.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.5000%  | N/A     | $4700000.00        | $3088868.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $15000.00          | $1635.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $1656000.00        | $362118.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $40000.00          | $29771.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-07-01      | 6.0000%  | N/A     | $3383581.00        | $602891.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | 5.0000%  | N/A     | $415000.00         | $4898.27           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $3393238.00        | $3463808.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-06-01      | 7.0000%  | N/A     | $174000.00         | $4835.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-03-01      | 3.5000%  | N/A     | $8000.00           | $576.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.0000%  | N/A     | $273349.00         | $54348.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 3.5000%  | N/A     | $534478.00         | $45044.15          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 4.5000%  | N/A     | $2702456.00        | $2529251.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $4013142.00        | $4162228.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 3.5000%  | N/A     | $137000.00         | $119239.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.0000%  | N/A     | $76000.00          | $62488.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-03-01      | 3.0000%  | N/A     | $100000.00         | $27436.46          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-09-01      | 3.5000%  | N/A     | $47024369.00       | $4567056.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.5000%  | N/A     | $49545970.00       | $35978322.64       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 6.0000%  | N/A     | $1074867.00        | $1091269.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $1000000.00        | $585390.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-02-01      | 3.0000%  | N/A     | $50000.00          | $523.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | 2.5000%  | N/A     | $26000.00          | $7152.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.5000%  | N/A     | $20000.00          | $18609.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.0000%  | N/A     | $857858.00         | $79103.77          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.0000%  | N/A     | $766006.00         | $535375.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 5.0000%  | N/A     | $4597022.00        | $3626778.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $3915289.00        | $2829919.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $3433452.00        | $2852720.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.5000%  | N/A     | $1011106.00        | $993401.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-06-01      | 4.0000%  | N/A     | $110000.00         | $6682.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 3.5000%  | N/A     | $12264797.00       | $6417375.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $470000.00         | $380212.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 4.5000%  | N/A     | $1898221.00        | $1858942.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | 6.5000%  | N/A     | $1122252.00        | $37925.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $122622.00         | $72646.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $76767498.00       | $77235252.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 4.0000%  | N/A     | $195000.00         | $36230.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $2500.00           | $1681.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-02-01      | 3.5000%  | N/A     | $9000.00           | $819.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $2906800.00        | $2195364.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.0000%  | N/A     | $7955011.00        | $2200898.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | 5.0000%  | N/A     | $700000.00         | $6089.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 4.5000%  | N/A     | $19187139.00       | $1402412.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $6000.00           | $2701.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $74222242.00       | $75515236.10       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.0000%  | N/A     | $80000.00          | $8917.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $1965000.00        | $1245069.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-03-01      | 1.5000%  | N/A     | $22250600.00       | $7401978.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-03-01      | 5.0000%  | N/A     | $110000.00         | $943.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | 4.0000%  | N/A     | $29500000.00       | $6545793.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $7105673.00        | $5199318.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | 5.5000%  | N/A     | $3541067.00        | $2697396.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-09-01      | 3.5000%  | N/A     | $1055758.00        | $207480.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $9603913.00        | $7033930.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-11-01      | 1.5000%  | N/A     | $1492000.00        | $896326.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-12-01      | 3.0000%  | N/A     | $583987.00         | $90069.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.0000%  | N/A     | $100000.00         | $17464.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $2470296.00        | $765280.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.5000%  | N/A     | $1013721.00        | $511671.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.0000%  | N/A     | $77236.00          | $23852.12          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-07-01      | 4.5000%  | N/A     | $253000.00         | $526.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.5000%  | N/A     | $2746800.00        | $2883447.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.0000%  | N/A     | $27330906.00       | $2666226.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $1160823.00        | $1145322.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 4.0000%  | N/A     | $36000.00          | $7409.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 2.5000%  | N/A     | $450000.00         | $217145.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $100000.00         | $55572.69          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 1.5000%  | N/A     | $40000.00          | $25148.42          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $200000.00         | $126013.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1524898.00        | $1563824.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.0000%  | N/A     | $450000.00         | $35835.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $1591665.00        | $1562838.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.0000%  | N/A     | $9016.00           | $1421.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | 4.0000%  | N/A     | $50000.00          | $3101.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $3066328.00        | $3073039.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $300000.00         | $223650.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $5888610.00        | $4924879.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $92660742.00       | $79574526.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | 5.0000%  | N/A     | $579554.00         | $386992.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-04-01      | 2.5000%  | N/A     | $1025000.00        | $429296.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.0000%  | N/A     | $621400.00         | $9017.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 4.0000%  | N/A     | $900000.00         | $215393.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | 4.5000%  | N/A     | $1039508.00        | $961756.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $100000.00         | $47522.52          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $46714173.00       | $48121665.94       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-04-01      | 3.5000%  | N/A     | $25868172.00       | $22472140.99       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 6.5000%  | N/A     | $1365305.00        | $836187.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $7460760.00        | $7499673.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-11-01      | 4.5000%  | N/A     | $6000.00           | $905.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 6.5000%  | N/A     | $3986822.00        | $3560429.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 3.5000%  | N/A     | $388144.00         | $334851.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-12-01      | 3.5000%  | N/A     | $2969000.00        | $412941.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 5.5000%  | N/A     | $11000.00          | $7890.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.5000%  | N/A     | $39300000.00       | $11741750.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-10-01      | 3.0000%  | N/A     | $237000.00         | $30686.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $5193361.00        | $5338332.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $4186302.00        | $4175010.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.5000%  | N/A     | $2396790.00        | $2505923.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 5.0000%  | N/A     | $3273760.00        | $3313593.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 5.5000%  | N/A     | $365500.00         | $298759.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $367094.00         | $239047.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $538000.00         | $400113.22         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $15488062.00       | $13656594.89       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | 3.0000%  | N/A     | $113000.00         | $40909.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $14000000.00       | $11581884.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 4.5000%  | N/A     | $87858.00          | $19846.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 5.0000%  | N/A     | $1066377.00        | $1014776.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 2.0000%  | N/A     | $17000.00          | $7229.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-04-01      | 6.0000%  | N/A     | $1947405.00        | $65845.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-10-01      | 4.0000%  | N/A     | $20000000.00       | $2975849.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $232633.00         | $19421.13          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-10-01      | 2.0000%  | N/A     | $930412.00         | $506955.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.5000%  | N/A     | $4689000.00        | $869141.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-03-01      | 7.5000%  | N/A     | $1653612.00        | $9948.87           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | 6.0000%  | N/A     | $213715.00         | $1205.54           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-09-01      | 2.0000%  | N/A     | $480000.00         | $123146.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $18662570.00       | $5329330.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.0000%  | N/A     | $561000.00         | $134875.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.5000%  | N/A     | $867000.00         | $837049.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1680520.00        | $1752556.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.5000%  | N/A     | $122000.00         | $29706.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-05-01      | 6.0000%  | N/A     | $620452.00         | $2673.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 4.5000%  | N/A     | $214940000.00      | $208410713.30      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2059-01-01      | 3.0000%  | N/A     | $2193560.00        | $1905259.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-05-01      | 4.0000%  | N/A     | $2612021.00        | $366678.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $197297.00         | $132395.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $145000.00         | $21668.79          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.5000%  | N/A     | $74930583.00       | $37301090.06       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 1.5000%  | N/A     | $77845.00          | $44025.21          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.0000%  | N/A     | $320000.00         | $128166.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $1207867.00        | $158453.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-08-01      | 5.0000%  | N/A     | $246458.00         | $5300.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | 3.5000%  | N/A     | $17067379.00       | $2390028.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.0000%  | N/A     | $760000.00         | $257179.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.0000%  | N/A     | $945581.00         | $765494.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $929467.00         | $896193.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.5000%  | N/A     | $59000.00          | $1813.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $504888.00         | $342465.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $2330895.00        | $2135188.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.0000%  | N/A     | $65000.00          | $27150.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 7.5000%  | N/A     | $15000000.00       | $5691.91           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 4.5000%  | N/A     | $1019805.00        | $985732.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 5.0000%  | N/A     | $1180749.00        | $1004671.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.5000%  | N/A     | $500000.00         | $33068.60          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 4.5000%  | N/A     | $1415000.00        | $339707.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 1.5000%  | N/A     | $93243.00          | $55530.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $2371027.00        | $2438382.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $160000.00         | $83962.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | 4.0000%  | N/A     | $275000.00         | $41375.87          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-10-01      | 6.0000%  | N/A     | $345000.00         | $671.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $3014240.00        | $62133.87          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $8065.00           | $1432.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.0000%  | N/A     | $10098935.00       | $42432.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $1768012.00        | $1060775.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-12-01      | 2.5000%  | N/A     | $695000.00         | $178707.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2573900.00        | $2674984.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $12000.00          | $4061.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $450000.00         | $193370.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 2.5000%  | N/A     | $6530376.00        | $5861062.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1601177.00        | $1609009.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.5000%  | N/A     | $258111.00         | $177414.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 4.0000%  | N/A     | $130351249.00      | $120801110.21      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $7670000.00        | $3751825.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $3090370.00        | $3145795.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $3683563.00        | $3790317.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2132883.00        | $2009814.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 4.5000%  | N/A     | $27000.00          | $25818.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | 4.5000%  | N/A     | $41000.00          | $7438.68           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1476286.00        | $1543242.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-11-01      | 2.0000%  | N/A     | $73000.00          | $9969.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $1301142.00        | $711740.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $10979000.00       | $2801227.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-05-01      | 5.0000%  | N/A     | $27924676.00       | $65570.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.5000%  | N/A     | $3847553.00        | $1979227.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 4.0000%  | N/A     | $175000.00         | $12966.51          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $8773804.00        | $8919750.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.0000%  | N/A     | $290000.00         | $58146.81          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | 3.5000%  | N/A     | $118000.00         | $12352.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $30090.00          | $23263.54          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $5162509.00        | $5126103.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 2.0000%  | N/A     | $2500000.00        | $1636114.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | 7.0000%  | N/A     | $154348.00         | $935.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $180000.00         | $134682.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $50000.00          | $44130.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $1445720.00        | $916568.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $2120000.00        | $303643.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $11728664.00       | $10006117.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $1080681.00        | $764193.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $9658000.00        | $8593527.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.5000%  | N/A     | $76000.00          | $16580.42          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.5000%  | N/A     | $9180000.00        | $49460.80          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 4.5000%  | N/A     | $195451.00         | $11315.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $225000.00         | $136038.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 4.0000%  | N/A     | $20040057.00       | $18220790.89       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.0000%  | N/A     | $77551.00          | $67173.31          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $593000.00         | $557256.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 3.5000%  | N/A     | $2328371.00        | $2035270.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | 4.0000%  | N/A     | $7000.00           | $964.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 1.5000%  | N/A     | $250000.00         | $139266.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $1000000.00        | $494259.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.5000%  | N/A     | $40000.00          | $5404.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.5000%  | N/A     | $868285.00         | $593424.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.0000%  | N/A     | $31443923.00       | $19532666.69       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.0000%  | N/A     | $1423164.00        | $261145.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.0000%  | N/A     | $1015000.00        | $1769.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-06-01      | 2.5000%  | N/A     | $245000.00         | $25724.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-03-01      | 3.0000%  | N/A     | $2395647.00        | $123132.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 3.0000%  | N/A     | $50000.00          | $30803.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | 4.0000%  | N/A     | $230000.00         | $40533.12          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $62035837.00       | $60867476.30       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $1087905.00        | $1091064.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $28467894.00       | $20810304.96       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $19937802.00       | $20387852.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.5000%  | N/A     | $2996343.00        | $50312.51          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $13032340.00       | $4184574.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $949443.00         | $92550.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $2000000.00        | $1880864.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-10-01      | 3.0000%  | N/A     | $100000.00         | $18327.41          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 4.0000%  | N/A     | $880000.00         | $84878.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $7571186.00        | $7566992.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1300820.00        | $1354067.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $33808779.00       | $34166356.03       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-08-01      | 6.0000%  | N/A     | $115000.00         | $3916.38           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-12-01      | 1.5000%  | N/A     | $1000000.00        | $433319.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.0000%  | N/A     | $3624577.00        | $3156407.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $63162356.00       | $51810245.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | 5.5000%  | N/A     | $22012470.00       | $323042.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $44311.00          | $9662.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $13252719.00       | $13491098.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $1665000.00        | $1397151.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2556165.00        | $2614742.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 5.0000%  | N/A     | $1761994.00        | $328128.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.0000%  | N/A     | $170000.00         | $66845.64          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $236296.00         | $31342.73          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.0000%  | N/A     | $25000.00          | $17519.62          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.0000%  | N/A     | $25000.00          | $2810.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $70000.00          | $50072.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 5.5000%  | N/A     | $12989275.00       | $10502859.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $5607000.00        | $5255839.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $7046656.00        | $4274360.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 7.5000%  | N/A     | $556477.00         | $356506.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.5000%  | N/A     | $10687745.00       | $7476913.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 5.5000%  | N/A     | $960000.00         | $7842.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $223000.00         | $174701.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $125000.00         | $82499.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.5000%  | N/A     | $3717645.00        | $2952633.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1242000.00        | $1278084.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-09-01      | 6.0000%  | N/A     | $3136193.00        | $5724.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-12-01      | 4.0000%  | N/A     | $767000.00         | $73278.13          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | 2.0000%  | N/A     | $7900000.00        | $3275615.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $73973833.00       | $13444606.42       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1511643.00        | $1563538.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $30570715.00       | $30245157.53       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $889000.00         | $21565.31          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | 1.5000%  | N/A     | $1000498.00        | $600240.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.5000%  | N/A     | $2335956.00        | $2456632.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | 2.0000%  | N/A     | $9609810.00        | $3302385.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 4.5000%  | N/A     | $56978.00          | $46856.04          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-03-01      | 5.5000%  | N/A     | $3000.00           | $1623.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $35390498.00       | $24682799.85       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $70000.00          | $24050.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $100000.00         | $34543.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $1160000.00        | $882998.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $27816970.00       | $28334462.47       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $2366053.00        | $2472190.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $1738751.00        | $1714114.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $15234900.00       | $15178128.53       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $2950000.00        | $935642.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.0000%  | N/A     | $1606061.00        | $1606156.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $32284814.00       | $24523018.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $30128.00          | $30971.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 4.0000%  | N/A     | $3408288.00        | $3262597.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $306000.00         | $214799.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $1632750.00        | $1667203.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1592355.00        | $343129.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $71330751.00       | $31909614.96       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $625000.00         | $389054.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-03-01      | 4.0000%  | N/A     | $2210000.00        | $202261.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.0000%  | N/A     | $8520040.00        | $8223809.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $14814180.00       | $13835036.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.5000%  | N/A     | $120000.00         | $28274.81          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $77147856.00       | $78009646.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $30000000.00       | $17976716.28       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.5000%  | N/A     | $735601.00         | $284307.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $42994341.00       | $42485944.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $1943079.00        | $1591036.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $4675380.00        | $4468968.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $84000.00          | $51080.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 1.5000%  | N/A     | $355000000.00      | $186698032.05      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $1275400.00        | $716738.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $10000.00          | $6543.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $2450000.00        | $69938.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.5000%  | N/A     | $15000.00          | $9885.07           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $280000.00         | $189025.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-04-01      | 3.5000%  | N/A     | $94139841.00       | $9487634.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 4.5000%  | N/A     | $772866.00         | $722996.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $14498567.00       | $12904504.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $38046663.00       | $4031606.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $3423307.00        | $3553347.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 2.5000%  | N/A     | $24770000.00       | $6971713.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $717115.00         | $586113.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $119966063.00      | $86019479.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.5000%  | N/A     | $158412.00         | $953.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $12000.00          | $8754.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $77000.00          | $22336.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $2800000.00        | $2089340.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 1.5000%  | N/A     | $1261703.00        | $756814.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.5000%  | N/A     | $21549191.00       | $21228445.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $4754089.00        | $4749150.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-10-01      | 5.0000%  | N/A     | $94701.00          | $9030.77           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1074726.00        | $1109861.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-06-01      | 2.5000%  | N/A     | $1864000.00        | $217464.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 1.5000%  | N/A     | $268177.00         | $153313.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $3892202.00        | $3830388.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.5000%  | N/A     | $90158146.00       | $68336222.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.0000%  | N/A     | $140000.00         | $65257.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-02-01      | 7.0000%  | N/A     | $400000.00         | $3991.59           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $1268483.00        | $1254891.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-03-01      | 7.0000%  | N/A     | $390000.00         | $1268.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 3.5000%  | N/A     | $2257304.00        | $471797.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 5.0000%  | N/A     | $1198138.00        | $997777.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-03-01      | 3.5000%  | N/A     | $639062.00         | $318894.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-01-01      | 3.5000%  | N/A     | $100994.00         | $62340.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-03-01      | 4.5000%  | N/A     | $49380.00          | $1252.88           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $365000.00         | $194365.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $101371384.00      | $79572704.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.5000%  | N/A     | $186000.00         | $30122.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $5097833.00        | $4943949.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-08-01      | 5.5000%  | N/A     | $5357779.00        | $159852.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-02-01      | 5.0000%  | N/A     | $250000.00         | $3683.05           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $1000000.00        | $812173.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.5000%  | N/A     | $1292271.00        | $1065137.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $81000.00          | $21442.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.5000%  | N/A     | $38648716.00       | $8590560.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-04-01      | 5.0000%  | N/A     | $258850.00         | $206695.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 5.0000%  | N/A     | $229000.00         | $29621.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $93000.00          | $85954.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $8387161.00        | $6879964.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.0000%  | N/A     | $1124928.00        | $1117003.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.5000%  | N/A     | $225000.00         | $71532.80          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.0000%  | N/A     | $1016814.00        | $170429.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.5000%  | N/A     | $229000.00         | $66549.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $4000.00           | $2430.38           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1719677.00        | $1186525.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $14130665.00       | $11270463.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $15937454.00       | $14679921.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 1.5000%  | N/A     | $79712.00          | $43347.55          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1702800.00        | $1728061.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-12-01      | 3.0000%  | N/A     | $25000.00          | $6045.04           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $60655.00          | $38199.73          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $19000.00          | $12189.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-02-01      | 3.0000%  | N/A     | $21000000.00       | $1333730.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.0000%  | N/A     | $267970.00         | $244628.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $12590624.00       | $3052349.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | 2.5000%  | N/A     | $600000.00         | $361563.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.5000%  | N/A     | $47000.00          | $8896.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $28136000.00       | $25399871.76       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 5.0000%  | N/A     | $935000.00         | $245992.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-01-01      | 2.5000%  | N/A     | $100000.00         | $2791.56           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-10-01      | 4.5000%  | N/A     | $99000.00          | $43723.31          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-09-01      | 2.5000%  | N/A     | $74334.00          | $9001.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.0000%  | N/A     | $7500000.00        | $4022849.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-25      | 6.5000%  | N/A     | $30916110.00       | $25794927.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | 2.5000%  | N/A     | $706000.00         | $413406.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1086725.00        | $1121616.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.5000%  | N/A     | $4480220.00        | $4504780.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $12401928.00       | $12713398.38       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | 3.5000%  | N/A     | $2098576.00        | $428436.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | 6.0000%  | N/A     | $2000000.00        | $5873.70           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-01-01      | 7.5000%  | N/A     | $1457550.00        | $528504.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $2017739.00        | $2057342.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $9121747.00        | $8997678.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $153786040.00      | $125434309.49      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $1075751.00        | $1065192.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $21000.00          | $3280.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.5000%  | N/A     | $118000.00         | $36163.46          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-07-01      | 4.5000%  | N/A     | $4400000.00        | $35248.99          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 6.0000%  | N/A     | $2717275.00        | $2090904.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1090890.00        | $1093788.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $280000.00         | $235820.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.5000%  | N/A     | $751154.00         | $46560.69          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $98197313.00       | $75624328.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $700000.00         | $543271.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-10-01      | 4.0000%  | N/A     | $19985847.00       | $2973675.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $27646231.00       | $23362918.64       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $285000.00         | $220971.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | 2.0000%  | N/A     | $732000.00         | $316685.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | 2.0000%  | N/A     | $10000.00          | $3808.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-12-01      | 4.0000%  | N/A     | $203445.00         | $23192.13          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $1500883.00        | $380276.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $807091.00         | $515575.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $4808052.00        | $4934593.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $714186.00         | $181502.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.0000%  | N/A     | $10000.00          | $1051.57           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.0000%  | N/A     | $620000.00         | $540212.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1349950.00        | $1407391.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $1897718.00        | $1332654.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | 5.0000%  | N/A     | $2991268.00        | $331490.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $143312871.00      | $118936448.28      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $512000.00         | $152438.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 6.5000%  | N/A     | $6627636.00        | $4611083.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $35330.00          | $5895.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 3.5000%  | N/A     | $50790.00          | $12467.80          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.0000%  | N/A     | $2287004.00        | $307385.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $30432031.00       | $28078178.02       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $33874950.00       | $34063893.15       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $1650000.00        | $734388.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-09-01      | 2.5000%  | N/A     | $130047350.00      | $1271242.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 2.5000%  | N/A     | $2004582.00        | $1427980.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $3000.00           | $2141.05           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $190546.00         | $152775.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $13515265.00       | $13096585.45       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1560516.00        | $1205576.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-09-01      | 8.0000%  | N/A     | $99804662.00       | $1369.27           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 3.0000%  | N/A     | $6420575.00        | $3108405.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $34613915.00       | $34646969.90       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $2704292.00        | $2390241.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1138053.00        | $1145919.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 4.5000%  | N/A     | $4000.00           | $1703.57           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $35756947.00       | $27291377.01       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.0000%  | N/A     | $1959000.00        | $225358.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | 6.0000%  | N/A     | $1575000.00        | $16051.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $50000.00          | $29434.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $2272205.00        | $2129996.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $4400000.00        | $571728.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $158000.00         | $118017.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $16000.00          | $12044.02          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.0000%  | N/A     | $286399.00         | $242852.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $6143287.00        | $6429230.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $155000.00         | $116774.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | 5.5000%  | N/A     | $2028000.00        | $1327881.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $46831401.00       | $41296726.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 6.5000%  | N/A     | $1045560.00        | $1040302.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | 6.5000%  | N/A     | $1794390.00        | $1521774.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.5000%  | N/A     | $10802518.00       | $2241526.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.5000%  | N/A     | $25000.00          | $1846.74           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.0000%  | N/A     | $26378000.00       | $20521137.40       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.0000%  | N/A     | $1000000.00        | $29168.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | 3.5000%  | N/A     | $125000.00         | $74532.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $2200000.00        | $2166089.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $100000.00         | $83886.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $10621536.00       | $6590539.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.0000%  | N/A     | $50005000.00       | $33546956.64       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $675000.00         | $449615.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $2466000.00        | $1751648.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 7.0000%  | N/A     | $1295273.00        | $620702.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $125000.00         | $104214.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-12-01      | 4.5000%  | N/A     | $5200000.00        | $484269.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-07-01      | 4.5000%  | N/A     | $25000.00          | $1494.36           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.5000%  | N/A     | $6973842.00        | $2045187.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 3.5000%  | N/A     | $162000.00         | $89760.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.0000%  | N/A     | $700000.00         | $70296.73          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.0000%  | N/A     | $40000.00          | $33892.62          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $13874531.00       | $9872970.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $96510.00          | $1084.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $356352.00         | $350532.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 5.0000%  | N/A     | $1423128.00        | $504001.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 5.5000%  | N/A     | $555000.00         | $10869.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.0000%  | N/A     | $270412.00         | $17809.73          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.5000%  | N/A     | $108606980.00      | $79210293.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $3240000.00        | $358384.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $2257514.00        | $2221156.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $36000.00          | $24723.04          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $12364943.00       | $6003727.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-04      | 4.5000%  | N/A     | $14000.00          | $3580.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.5000%  | N/A     | $3000.00           | $2240.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $7000000.00        | $6504273.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 3.0000%  | N/A     | $1100000.00        | $242483.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.0000%  | N/A     | $272836.00         | $32295.26          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-12-01      | 1.5000%  | N/A     | $485000.00         | $137770.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $10000.00          | $6342.77           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 5.0000%  | N/A     | $4338408.00        | $251559.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $51508143.00       | $42410700.77       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-11-01      | 6.0000%  | N/A     | $645388.00         | $1588.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $1775785.00        | $1085088.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | 4.0000%  | N/A     | $4025562.00        | $969103.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | 3.5000%  | N/A     | $20000.00          | $2093.56           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $5132984.00        | $5189788.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-04-01      | 2.0000%  | N/A     | $3187285.00        | $1552029.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.5000%  | N/A     | $729000.00         | $461202.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-12-01      | 4.0000%  | N/A     | $1200000.00        | $26850.60          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 5.5000%  | N/A     | $77992905.00       | $57974958.98       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 5.5000%  | N/A     | $1272620.00        | $1127875.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $1096000.00        | $963546.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $2340502.00        | $2264546.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.0000%  | N/A     | $1655000.00        | $422854.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $11146625.00       | $10987565.55       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $14840929.00       | $10223733.98       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $121811223.00      | $109250156.59      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | 3.0000%  | N/A     | $1148000.00        | $467277.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $64717663.00       | $65554050.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | 2.5000%  | N/A     | $1092409.00        | $186412.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $85125000.00       | $43244529.55       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $55479190.00       | $48185636.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | 2.0000%  | N/A     | $500000.00         | $219028.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-12-01      | 3.5000%  | N/A     | $1400000.00        | $125184.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.0000%  | N/A     | $4287012.00        | $4494.42           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.0000%  | N/A     | $272000.00         | $62680.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | 3.5000%  | N/A     | $6605724.00        | $733308.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.5000%  | N/A     | $13000000.00       | $1847585.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $10847701.00       | $9310254.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.0000%  | N/A     | $4000000.00        | $3832121.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-04-01      | 5.0000%  | N/A     | $707150.00         | $459174.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $16198715.00       | $16805136.13       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $1219000.00        | $832145.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $468285.00         | $388641.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $15754221.00       | $10111774.07       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $2147117.00        | $2115224.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.5000%  | N/A     | $11400.00          | $1297.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $28926348.00       | $20862131.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 2.5000%  | N/A     | $1000000.00        | $365258.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 3.5000%  | N/A     | $109164.00         | $97962.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | 5.0000%  | N/A     | $2293379.00        | $1861404.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1579049.00        | $1622567.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $1000.00           | $770.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | 4.0000%  | N/A     | $359440.00         | $28501.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.0000%  | N/A     | $5000.00           | $541.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 5.0000%  | N/A     | $111130.00         | $52798.82          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $404000.00         | $67310.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $13754437.00       | $13044844.23       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $527945.00         | $338982.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $18246465.00       | $17155432.11       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-12-01      | 6.5000%  | N/A     | $4084266.00        | $2387454.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $584643.00         | $397163.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.5000%  | N/A     | $79870940.00       | $15916301.95       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.0000%  | N/A     | $100987600.00      | $82250457.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 4.0000%  | N/A     | $14089571.00       | $2850676.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 3.5000%  | N/A     | $4000.00           | $3559.07           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-01-01      | 6.5000%  | N/A     | $1110915.00        | $468175.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.0000%  | N/A     | $2401415.00        | $2120706.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $5212144.00        | $796459.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $2771500.00        | $458122.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1756670.00        | $1746742.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.0000%  | N/A     | $7691727.00        | $1452923.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $100000.00         | $78698.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.0000%  | N/A     | $136889.00         | $25406.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $2380000.00        | $1683515.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 5.0000%  | N/A     | $154953.00         | $12627.02          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $15874558.00       | $12298318.27       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $738279.00         | $632825.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $7636467.00        | $4607084.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-03-01      | 2.5000%  | N/A     | $1900000.00        | $458917.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $175000.00         | $171472.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $188000.00         | $78551.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.5000%  | N/A     | $1587000.00        | $705667.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-08-01      | 2.0000%  | N/A     | $235000.00         | $79941.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $135000.00         | $90665.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1179759.00        | $1215305.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1073100.00        | $1111788.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $2881496.00        | $2627660.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-12-01      | 2.0000%  | N/A     | $131987.00         | $20230.99          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1274450.00        | $1309282.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $548857.00         | $54456.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 3.0000%  | N/A     | $34950.00          | $24501.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $3500000.00        | $1883149.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 5.0000%  | N/A     | $99990.00          | $83943.91          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $85000.00          | $60054.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $7955604.00        | $7814555.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $2589690.00        | $2305169.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.5000%  | N/A     | $26000.00          | $761.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $25000.00          | $14598.02          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $88022.00          | $62710.48          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 4.0000%  | N/A     | $1914840.00        | $435522.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $35000.00          | $26365.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 5.0000%  | N/A     | $2070111.00        | $1411933.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-25      | 5.5000%  | N/A     | $15388227.00       | $12293509.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $1541952.00        | $1538899.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.5000%  | N/A     | $1265375.00        | $1272602.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $40697858.00       | $40427400.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $45106916.00       | $40699331.60       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $1281902.00        | $902806.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 5.5000%  | N/A     | $1032096.00        | $1051789.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-07-01      | 4.0000%  | N/A     | $2940000.00        | $91060.59          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 4.0000%  | N/A     | $25012049.00       | $12107983.68       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $4055761.00        | $2171392.44        | Agency Mortgage-Backed Securities |

### Security 233: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008UN5
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $2977416.60        | $1438854.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 0.0000%  | N/A     | $125000.00         | $34638.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $177820.00         | $114296.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $646200.00         | $153520.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $6081780.00        | $5271230.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $4800.00           | $1417.11           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $463600.00         | $142364.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 0.0000%  | N/A     | $22200.00          | $18882.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 4.3750%  | N/A     | $16400.00          | $16120.79          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $6078200.00        | $3602549.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $1162600.00        | $463371.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 0.0000%  | N/A     | $260200.00         | $77880.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 0.0000%  | N/A     | $4762200.00        | $3741179.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 1.1250%  | N/A     | $20.00             | $12.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 1.7500%  | N/A     | $94000.00          | $89827.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 2.7500%  | N/A     | $7140.00           | $6970.50           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 1.6250%  | N/A     | $5460.00           | $5494.85           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 3.6250%  | N/A     | $74180.00          | $64969.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 0.0000%  | N/A     | $5368000.00        | $5078761.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 3.6250%  | N/A     | $3996960.00        | $4026295.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $1447080.00        | $1516621.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 4.3750%  | N/A     | $14276120.00       | $14661505.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $177720.00         | $174996.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $2478400.00        | $646802.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 4.0000%  | N/A     | $20780.00          | $21411.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 0.0000%  | N/A     | $3191800.00        | $3186533.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $1050200.00        | $318087.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 4.5000%  | N/A     | $1414580.00        | $1467563.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | 0.0000%  | N/A     | $127600.00         | $70427.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $68740.00          | $51538.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 2.2500%  | N/A     | $296560.00         | $295561.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $1772400.00        | $758847.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $614600.00         | $443818.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-15      | 4.1250%  | N/A     | $143580.00         | $144611.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $5975800.00        | $4210369.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $2228200.00        | $2164642.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 2.3750%  | N/A     | $1635820.00        | $1586887.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.7500%  | N/A     | $3915960.00        | $3977990.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | 0.0000%  | N/A     | $3196000.00        | $2028203.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $5406540.00        | $4102969.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $7569600.00        | $3392641.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 4.0000%  | N/A     | $39460.00          | $39680.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $2853200.00        | $1910442.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 0.0000%  | N/A     | $691600.00         | $161438.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 0.0000%  | N/A     | $22200.00          | $18493.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 4.1250%  | N/A     | $5349420.00        | $5472026.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $8800460.00        | $8936362.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.5000%  | N/A     | $5599960.00        | $5627768.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 4.0000%  | N/A     | $2360.00           | $2069.15           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $1716800.00        | $853768.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $3171600.00        | $773629.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $1422800.00        | $359100.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 2.8750%  | N/A     | $107840.00         | $76130.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $754958.33         | $410257.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 3.0000%  | N/A     | $200980.00         | $151008.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 3.3750%  | N/A     | $3700.00           | $3083.56           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $3089200.00        | $1806690.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-15      | 4.3750%  | N/A     | $20.00             | $20.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 2.6250%  | N/A     | $200.00            | $195.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 4.2500%  | N/A     | $641780.00         | $649726.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 4.0000%  | N/A     | $35880.00          | $36349.59          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 4.0000%  | N/A     | $399920.00         | $407214.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 0.3750%  | N/A     | $18940.00          | $18969.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $33800.00          | $13835.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 3.8750%  | N/A     | $640.00            | $645.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 3.1250%  | N/A     | $8356940.00        | $6409227.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 4.8750%  | N/A     | $3302000.00        | $3341044.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 4.1250%  | N/A     | $19020.00          | $19460.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $7807000.00        | $2619147.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 3.6250%  | N/A     | $1896200.00        | $1550049.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 1.3750%  | N/A     | $927300.00         | $808909.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $2809400.00        | $1133994.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 0.0000%  | N/A     | $11431200.00       | $10321276.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $2302400.00        | $2354393.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $5192000.00        | $3517065.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 4.1250%  | N/A     | $300.00            | $304.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 0.5000%  | N/A     | $145160.00         | $145079.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 0.0000%  | N/A     | $4194000.00        | $4111197.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 0.0000%  | N/A     | $720800.00         | $553575.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 0.0000%  | N/A     | $12600.00          | $10804.78          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $261200.00         | $73289.59          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $2331200.00        | $844752.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 3.5000%  | N/A     | $2600.00           | $2628.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 0.0000%  | N/A     | $1790000.00        | $432898.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $31117674.68       | $27252641.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $526800.00         | $299244.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 0.3750%  | N/A     | $20.00             | $19.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 3.7500%  | N/A     | $243800.00         | $246688.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 2.2500%  | N/A     | $25003020.00       | $24556184.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 3.8027%  | N/A     | $1374120.00        | $1389923.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 0.0000%  | N/A     | $22200.00          | $21600.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | 3.7500%  | N/A     | $20.00             | $20.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $2960800.00        | $919701.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 4.1250%  | N/A     | $9496360.00        | $9795879.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $1668400.00        | $457216.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 1.5000%  | N/A     | $520.00            | $491.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 6.2500%  | N/A     | $5040.00           | $5598.53           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 3.5000%  | N/A     | $20.00             | $20.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 2.7500%  | N/A     | $91160.00          | $66365.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $1400.00           | $501.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 2.8750%  | N/A     | $1375880.00        | $1353123.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $6970800.00        | $6169673.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 0.0000%  | N/A     | $22200.00          | $20465.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 1.2500%  | N/A     | $14406060.00       | $13609960.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $84200.00          | $27576.85          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 0.0000%  | N/A     | $4574000.00        | $4369386.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $7292240.00        | $5664787.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 4.8750%  | N/A     | $2272340.00        | $2374504.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 0.0000%  | N/A     | $22200.00          | $21235.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $160000.00         | $135753.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $12220.00          | $12553.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-30      | 3.7500%  | N/A     | $5760.00           | $5708.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.0000%  | N/A     | $3487400.00        | $2898280.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 1.5000%  | N/A     | $284300.00         | $262813.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.1250%  | N/A     | $1020.00           | $998.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $9057800.00        | $4640156.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 4.1250%  | N/A     | $11280.00          | $11571.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $400.00            | $409.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $3171000.00        | $2177424.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $87800.00          | $29886.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $28813600.00       | $20537844.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $6785000.00        | $4190226.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 2.7500%  | N/A     | $97400.00          | $70019.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-31      | 4.1250%  | N/A     | $52707740.00       | $54468015.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $762000.00         | $206059.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.5000%  | N/A     | $98320.00          | $99934.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $8747200.00        | $2793129.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $5099800.00        | $3546395.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $1313000.00        | $554071.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $869600.00         | $232651.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 0.0000%  | N/A     | $22200.00          | $19683.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 0.0000%  | N/A     | $590600.00         | $152357.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-11-15      | 0.0000%  | N/A     | $414400.00         | $96132.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $1189200.00        | $342280.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $4278400.00        | $1590914.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $5200.00           | $4368.38           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 0.0000%  | N/A     | $5032800.00        | $4044433.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 1.5000%  | N/A     | $462580.00         | $460399.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 3.8750%  | N/A     | $219420.00         | $221229.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 0.0000%  | N/A     | $9600.00           | $9512.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $1094600.00        | $505803.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $3002000.00        | $1364231.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $238880.00         | $152526.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 4.2500%  | N/A     | $14460.00          | $15045.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $1442600.00        | $356913.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 3.1250%  | N/A     | $20.00             | $16.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 2.5000%  | N/A     | $5980.00           | $6036.46           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 3.1250%  | N/A     | $370680.00         | $368345.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $4258000.00        | $1768713.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 0.0000%  | N/A     | $114600.00         | $61496.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $1698600.00        | $1021140.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 0.0000%  | N/A     | $4045800.00        | $4002109.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-10-31      | 3.7500%  | N/A     | $13540.00          | $13468.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | 0.0000%  | N/A     | $913520.00         | $571736.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $3191000.00        | $930150.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $3050000.00        | $738222.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $637000.00         | $211229.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.8750%  | N/A     | $120.00            | $118.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 0.0000%  | N/A     | $4133800.00        | $3768260.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 2.7500%  | N/A     | $436200.00         | $437108.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $2025400.00        | $949736.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $239600.00         | $121110.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 2.5000%  | N/A     | $20.00             | $19.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $2536600.00        | $895298.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 0.0000%  | N/A     | $615800.00         | $145589.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 0.0000%  | N/A     | $22200.00          | $19285.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 4.1250%  | N/A     | $180420.00         | $184802.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $3026600.00        | $1040753.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 0.0000%  | N/A     | $2677800.00        | $668646.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 0.6250%  | N/A     | $20.00             | $18.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 4.2500%  | N/A     | $60340.00          | $61605.78          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 0.0000%  | N/A     | $3106600.00        | $2885525.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 4.6250%  | N/A     | $53640.00          | $56576.48          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 0.3750%  | N/A     | $20.00             | $19.12             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.8750%  | N/A     | $5154700.00        | $5230273.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $20.00             | $19.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 3.0000%  | N/A     | $20.00             | $14.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 0.7500%  | N/A     | $2340.00           | $2222.58           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 3.7500%  | N/A     | $270640.00         | $272267.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 0.0000%  | N/A     | $1703400.00        | $449413.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $1151600.00        | $608906.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $170060.00         | $112344.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $2585400.00        | $660000.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $785200.00         | $288280.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 2.3750%  | N/A     | $56520.00          | $56136.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $682400.00         | $296910.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-31      | 4.6250%  | N/A     | $2980.00           | $3113.42           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $8762600.00        | $4904620.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $1686600.00        | $478813.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $4422800.00        | $1669354.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 0.0000%  | N/A     | $915000.00         | $219318.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $14400.00          | $11825.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-12-31      | 4.5000%  | N/A     | $93580.00          | $96816.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $663200.00         | $538911.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.8750%  | N/A     | $30548980.00       | $30916509.24       | U.S. Treasuries (including strips) |

### Security 234: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008UO3
- **C.18 - Value (incl. sponsor support):** $1729934000.00
- **C.18.a - Value (excl. sponsor support):** $1729934000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $75000.00          | $27151.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $50000000.00       | $43336250.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 0.0000%  | N/A     | $2415000.00        | $1295934.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $10003000.00       | $2539551.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $76000.00          | $21233.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $50000.00          | $32891.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $25002000.00       | $10816940.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $295000.00         | $146271.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $56000.00          | $21377.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 0.0000%  | N/A     | $2662000.00        | $2115848.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $1815000.00        | $1474856.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $665000.00         | $257580.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $416000.00         | $142635.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $440000.00         | $148920.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $440000.00         | $163565.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 0.0000%  | N/A     | $15204000.00       | $14646682.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $334000.00         | $173066.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $40708800.00       | $11652079.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $3792000.00        | $1552240.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $11295700.00       | $4377264.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $2193000.00        | $1583622.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-11-15      | 0.0000%  | N/A     | $23084000.00       | $5359643.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $77000.00          | $25045.79          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $777000.00         | $404407.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.0000%  | N/A     | $290432000.00      | $241369903.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 0.0000%  | N/A     | $69000.00          | $68590.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $806500.00         | $392198.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 0.0000%  | N/A     | $44032000.00       | $25360450.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $496000.00         | $192122.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $473000.00         | $148042.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 0.0000%  | N/A     | $21226600.00       | $5140360.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $700000.00         | $533705.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $21235400.00       | $6159497.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $2830000.00        | $1299071.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $24514000.00       | $10909538.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 0.0000%  | N/A     | $17713000.00       | $16605282.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $2415000.00        | $1371819.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $75000.00          | $36056.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $901000.00         | $314575.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 0.0000%  | N/A     | $5333000.00        | $4908493.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 0.0000%  | N/A     | $471300.00         | $124769.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 0.0000%  | N/A     | $37793700.00       | $33780764.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $2415000.00        | $962534.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $4647000.00        | $1113755.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $200000000.00      | $177014800.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $748000.00         | $263533.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $12000.00          | $4005.23           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $2415000.00        | $1412391.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 0.0000%  | N/A     | $361500.00         | $92428.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $715000.00         | $262364.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $16380000.00       | $6173540.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $2357000.00        | $761688.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $600000.00         | $301613.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $1573000.00        | $380728.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $4824000.00        | $1528281.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $813000.00         | $261071.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $50000.00          | $13045.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $493000.00         | $479120.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 0.0000%  | N/A     | $480000.00         | $143668.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $350800.00         | $95690.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $362000.00         | $145803.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $4183500.00        | $1079351.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $460000.00         | $188006.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $898000.00         | $457951.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $2516000.00        | $2134722.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 0.0000%  | N/A     | $26626000.00       | $19727150.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $36801000.00       | $14064532.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 0.0000%  | N/A     | $13313600.00       | $3307670.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $9394000.00        | $3267468.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $94900.00          | $23746.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $1753000.00        | $1249508.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $175300.00         | $86368.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $730000.00         | $321859.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 0.0000%  | N/A     | $2746000.00        | $2010050.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $13703000.00       | $6532398.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $360000.00         | $102201.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $18120000.00       | $5969960.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $962000.00         | $421975.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $403000.00         | $121078.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $394000.00         | $140785.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $770000.00         | $323500.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $222400.00         | $61407.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $30000000.00       | $19818420.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $50000.00          | $15059.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $27098000.00       | $8537414.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $16049000.00       | $7869964.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 0.0000%  | N/A     | $6224000.00        | $1463113.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $2407000.00        | $1025261.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $40535000.00       | $24696435.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $3881000.00        | $2530835.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $360500.00         | $88197.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 0.0000%  | N/A     | $923300.00         | $219211.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $1653000.00        | $751190.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $722000.00         | $595707.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $12000000.00       | $5997060.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $598000.00         | $282821.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 0.0000%  | N/A     | $33849600.00       | $10323349.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $715000.00         | $296175.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 0.0000%  | N/A     | $1237000.00        | $1234921.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $68300.00          | $20103.22          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $518827500.00      | $532968501.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $2240000.00        | $878019.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $100000.00         | $45186.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $6581000.00        | $2581035.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 0.0000%  | N/A     | $32898000.00       | $8868642.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $449967000.00      | $378005127.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $40000.00          | $18615.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $330000.00         | $118214.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $3000.00           | $1574.25           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $14965000.00       | $5944367.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $5000000.00        | $3884120.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $2415000.00        | $1220712.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $18654756.14       | $16337704.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $42161208.37       | $22911117.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $480000.00         | $129801.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-04-30      | 0.0000%  | N/A     | $635000.00         | $519656.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $1251000.00        | $386675.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $1665000.00        | $443457.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 0.0000%  | N/A     | $39200.00          | $11078.78          | U.S. Treasuries (including strips) |

### Security 235: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008UP0
- **C.18 - Value (incl. sponsor support):** $3900000000.00
- **C.18.a - Value (excl. sponsor support):** $3900000000.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **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:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-03-31      | 2.5000%  | N/A     | $34009700.00       | $33882609.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 0.7500%  | N/A     | $478600.00         | $476008.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 0.5000%  | N/A     | $48439600.00       | $46429955.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 1.5000%  | N/A     | $42991000.00       | $39741904.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 3.5000%  | N/A     | $226545200.00      | $222935940.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 3.8750%  | N/A     | $181548900.00      | $184560940.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 3.6250%  | N/A     | $624125500.00      | $629587842.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-31      | 3.7500%  | N/A     | $61035400.00       | $61607415.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 2.6250%  | N/A     | $218600.00         | $214903.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 0.7500%  | N/A     | $5300.00           | $5228.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 2.3750%  | N/A     | $16786200.00       | $16831527.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 1.8750%  | N/A     | $1823300.00        | $1812923.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-28      | 4.2500%  | N/A     | $31158900.00       | $32324345.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $235602900.00      | $236927746.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-06-30      | 4.0000%  | N/A     | $41499900.00       | $41726693.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 1.3750%  | N/A     | $577738300.00      | $546112034.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 4.5000%  | N/A     | $276547700.00      | $286905936.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.2500%  | N/A     | $166502200.00      | $166254839.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-12-31      | 3.8750%  | N/A     | $6527900.00        | $6496835.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 1.7500%  | N/A     | $246356100.00      | $235420955.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 4.0000%  | N/A     | $144464400.00      | $148877975.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 4.6250%  | N/A     | $757700.00         | $773106.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 3.6250%  | N/A     | $93306300.00       | $94548461.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 2.2500%  | N/A     | $275800.00         | $277218.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 1.1250%  | N/A     | $435474600.00      | $416360643.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 4.0000%  | N/A     | $43703200.00       | $43946865.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.0000%  | N/A     | $90800.00          | $92633.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 4.3750%  | N/A     | $371049500.00      | $381066012.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 4.5000%  | N/A     | $7032500.00        | $7072477.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 4.5000%  | N/A     | $92822900.00       | $95944646.33       | U.S. Treasuries (including strips) |

### Security 236: WESTPAC BANKING CORPORATION NEW YORK BRANCH (REPO)

- **C.1 - Title:** WESTPAC BANKING CORPORATION NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: EN5TNI6CI43VEPAMHL14, C.5 - Other ID: 0VY001AP7
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **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 Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-04-15      | 3.7500%  | N/A     | $404187000.00      | $410226908.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $250000000.00      | $252975494.51      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** JPMORGAN TRUST II

**Date:** 2026-02-06

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

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

**Title of Signing Officer:** Treasurer