# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0001193125-26-259128
**Filing Date:** 2026-6
**Character Count:** 3440004
**Document Hash:** e53bba141fc7091a7767fe81d7477f7e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-259128.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001193125-26-259128

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260529

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05349
- **FILM NUMBER:** 261068347

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-05-29

**Registrant Full Name:** Goldman Sachs Trust

**CIK Number of Registrant:** 0000822977

**LEI of Registrant:** S2FHCT8U6D2VORP0J605

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

**LEI of Series:** 549300BRJMXN4GUWZ402

**EDGAR Series Identifier:** S000009242

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

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

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

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

### Service Providers
| Role                          | Details                                                 | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Goldman Sachs Asset Management, L.P.                    | 801-37591         |
| Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: Boston<br>State: MA |  |
| Administrator                 | Goldman Sachs Asset Management, L.P.                    |  |
| Transfer Agent                | Goldman Sachs & Co. LLC<br>CIK: 0000734700              | 084-01100         |

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 34 days

- **WAL:** 106 days

- **Total Value of Portfolio Securities:** $266723060149.30

- **Amortized Cost of Portfolio Securities:** $266743106413.19

- **Cash:** $2069081683.10

- **Total Other Assets:** $1117681435.44

- **Total Liabilities:** $1152131244.16

- **Net Assets of Series:** $268777738287.57

- **Number of Shares Outstanding (Series):** 268786205240.7450

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $106708218653.05          | $213036367104.53           | 39.4200%                  | 78.7000%                   |
| 2026-05-04 | $107198872714.56          | $213527401278.70           | 39.5100%                  | 78.7000%                   |
| 2026-05-05 | $107696519629.05          | $214025428305.82           | 39.6200%                  | 78.7400%                   |
| 2026-05-06 | $109458482830.84          | $214314771620.29           | 40.3600%                  | 79.0100%                   |
| 2026-05-07 | $113320191980.97          | $212878860883.05           | 42.0000%                  | 78.9000%                   |
| 2026-05-08 | $116650142038.15          | $218989855745.29           | 42.2700%                  | 79.3500%                   |
| 2026-05-11 | $117847717393.94          | $220122957024.38           | 42.4100%                  | 79.2100%                   |
| 2026-05-12 | $121986259797.22          | $223809829262.55           | 43.2500%                  | 79.3600%                   |
| 2026-05-13 | $118534416151.13          | $221927059437.44           | 42.5500%                  | 79.6700%                   |
| 2026-05-14 | $122862050596.41          | $226882797956.19           | 43.5400%                  | 80.4000%                   |
| 2026-05-15 | $123530864535.40          | $227550030706.95           | 43.6500%                  | 80.4100%                   |
| 2026-05-18 | $121883743401.99          | $226340426522.65           | 43.2700%                  | 80.3500%                   |
| 2026-05-19 | $114052542479.00          | $216970678004.07           | 41.8100%                  | 79.5400%                   |
| 2026-05-20 | $123862215974.86          | $225160956359.62           | 44.0900%                  | 80.1500%                   |
| 2026-05-21 | $119846050798.60          | $220122496822.18           | 43.4400%                  | 79.7900%                   |
| 2026-05-22 | $118902786281.53          | $220017831889.20           | 43.2700%                  | 80.0700%                   |
| 2026-05-26 | $122046148888.03          | $224145660864.02           | 43.6100%                  | 80.1000%                   |
| 2026-05-27 | $117443406853.84          | $221475137393.72           | 42.6700%                  | 80.4700%                   |
| 2026-05-28 | $118407617789.15          | $222439674892.91           | 42.8700%                  | 80.5300%                   |
| 2026-05-29 | $112079357978.37          | $216112394773.80           | 41.5200%                  | 80.0600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.7100%             |
| 2026-05-04 | 3.7100%             |
| 2026-05-05 | 3.7000%             |
| 2026-05-06 | 3.7000%             |
| 2026-05-07 | 3.7000%             |
| 2026-05-08 | 3.6900%             |
| 2026-05-11 | 3.6800%             |
| 2026-05-12 | 3.6800%             |
| 2026-05-13 | 3.6800%             |
| 2026-05-14 | 3.6700%             |
| 2026-05-15 | 3.6700%             |
| 2026-05-18 | 3.6600%             |
| 2026-05-19 | 3.6500%             |
| 2026-05-20 | 3.6400%             |
| 2026-05-21 | 3.6400%             |
| 2026-05-22 | 3.6400%             |
| 2026-05-26 | 3.6300%             |
| 2026-05-27 | 3.6400%             |
| 2026-05-28 | 3.6500%             |
| 2026-05-29 | 3.6600%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 0.9999                      |
|  |  |
| 2026-05-04 | 1.0000                      |
|  |  |
| 2026-05-05 | 0.9999                      |
|  |  |
| 2026-05-06 | 1.0000                      |
|  |  |
| 2026-05-07 | 1.0000                      |
|  |  |
| 2026-05-08 | 1.0000                      |
|  |  |
| 2026-05-11 | 1.0000                      |
|  |  |
| 2026-05-12 | 0.9999                      |
|  |  |
| 2026-05-13 | 0.9999                      |
|  |  |
| 2026-05-14 | 0.9999                      |
|  |  |
| 2026-05-15 | 0.9999                      |
|  |  |
| 2026-05-18 | 0.9999                      |
|  |  |
| 2026-05-19 | 0.9999                      |
|  |  |
| 2026-05-20 | 0.9999                      |
|  |  |
| 2026-05-21 | 0.9999                      |
|  |  |
| 2026-05-22 | 0.9999                      |
|  |  |
| 2026-05-26 | 0.9999                      |
|  |  |
| 2026-05-27 | 0.9999                      |
|  |  |
| 2026-05-28 | 0.9999                      |
|  |  |
| 2026-05-29 | 0.9999                      |
|  |  |

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

### Class: Institutional Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $211597665240.14

- **Number of Shares Outstanding:** 211604299020.8210

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $10616278300.39           | $14875111706.16         |
| 2026-05-04 | $10180607866.86           | $9774654052.34          |
| 2026-05-05 | $7327733481.04            | $7155450364.65          |
| 2026-05-06 | $7664514903.07            | $7802407922.00          |
| 2026-05-07 | $8509064594.76            | $8229848069.23          |
| 2026-05-08 | $6078039743.63            | $8920092015.70          |
| 2026-05-11 | $6454174104.94            | $7065661205.53          |
| 2026-05-12 | $8219262571.80            | $5722102736.91          |
| 2026-05-13 | $6892388228.97            | $8527905198.69          |
| 2026-05-14 | $7030538101.54            | $8061485747.03          |
| 2026-05-15 | $10939162797.49           | $9537821224.26          |
| 2026-05-18 | $5505237925.70            | $7754834327.63          |
| 2026-05-19 | $6976563419.95            | $8863026996.79          |
| 2026-05-20 | $7502914794.87            | $7981663541.24          |
| 2026-05-21 | $7449046800.92            | $9308057619.96          |
| 2026-05-22 | $5517989168.16            | $7135814075.78          |
| 2026-05-26 | $7770794894.47            | $6625981278.59          |
| 2026-05-27 | $6655459852.10            | $10244730898.25         |
| 2026-05-28 | $13359937172.92           | $9867937891.04          |
| 2026-05-29 | $8443230633.36            | $10287593168.46         |

**Total Gross Subscriptions (Month):** $159092939356.94

**Total Gross Redemptions (Month):** $173742180040.24

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5300%           |
| 2026-05-04 | 3.5300%           |
| 2026-05-05 | 3.5300%           |
| 2026-05-06 | 3.5300%           |
| 2026-05-07 | 3.5200%           |
| 2026-05-08 | 3.5200%           |
| 2026-05-11 | 3.5000%           |
| 2026-05-12 | 3.5000%           |
| 2026-05-13 | 3.5000%           |
| 2026-05-14 | 3.5000%           |
| 2026-05-15 | 3.4900%           |
| 2026-05-18 | 3.4800%           |
| 2026-05-19 | 3.4800%           |
| 2026-05-20 | 3.4700%           |
| 2026-05-21 | 3.4600%           |
| 2026-05-22 | 3.4600%           |
| 2026-05-26 | 3.4600%           |
| 2026-05-27 | 3.4700%           |
| 2026-05-28 | 3.4800%           |
| 2026-05-29 | 3.4900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 7.0700%          | 0.0000%              |
| Depository institution or other banking institution |  | 11.1100%         | 0.0000%              |

### Class: Administration Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $12680684447.40

- **Number of Shares Outstanding:** 12681074706.6440

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $258077965.38             | $473934624.98           |
| 2026-05-04 | $74809876.34              | $161155671.49           |
| 2026-05-05 | $207433116.09             | $113779228.02           |
| 2026-05-06 | $112285225.37             | $110961470.21           |
| 2026-05-07 | $112210041.96             | $74517654.75            |
| 2026-05-08 | $151153142.15             | $37949939.09            |
| 2026-05-11 | $115694740.72             | $204135923.65           |
| 2026-05-12 | $211823852.32             | $184847952.63           |
| 2026-05-13 | $87642781.23              | $152067980.41           |
| 2026-05-14 | $248885157.97             | $178292187.51           |
| 2026-05-15 | $249331382.11             | $205665492.10           |
| 2026-05-18 | $90404837.12              | $202169104.78           |
| 2026-05-19 | $109838520.15             | $130152884.41           |
| 2026-05-20 | $510205299.49             | $105908676.24           |
| 2026-05-21 | $129268564.66             | $171724181.31           |
| 2026-05-22 | $109492530.79             | $130080300.08           |
| 2026-05-26 | $341738722.18             | $307845756.64           |
| 2026-05-27 | $60633225.00              | $157001400.80           |
| 2026-05-28 | $234223229.43             | $171593346.61           |
| 2026-05-29 | $283445535.05             | $152447506.11           |

**Total Gross Subscriptions (Month):** $3698597745.51

**Total Gross Redemptions (Month):** $3426231281.82

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.2800%           |
| 2026-05-04 | 3.2800%           |
| 2026-05-05 | 3.2800%           |
| 2026-05-06 | 3.2800%           |
| 2026-05-07 | 3.2700%           |
| 2026-05-08 | 3.2700%           |
| 2026-05-11 | 3.2500%           |
| 2026-05-12 | 3.2500%           |
| 2026-05-13 | 3.2500%           |
| 2026-05-14 | 3.2500%           |
| 2026-05-15 | 3.2400%           |
| 2026-05-18 | 3.2300%           |
| 2026-05-19 | 3.2300%           |
| 2026-05-20 | 3.2200%           |
| 2026-05-21 | 3.2100%           |
| 2026-05-22 | 3.2100%           |
| 2026-05-26 | 3.2100%           |
| 2026-05-27 | 3.2200%           |
| 2026-05-28 | 3.2300%           |
| 2026-05-29 | 3.2400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.2900%          | 0.0000%              |
| Depository institution or other banking institution |  | 10.1600%         | 0.0000%              |
| Depository institution or other banking institution |  | 17.0800%         | 0.0000%              |
| Depository institution or other banking institution |  | 26.6000%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.3800%          | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $1886270852.60

- **Number of Shares Outstanding:** 1886329844.8810

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $38139215.73              | $27828986.96            |
| 2026-05-04 | $18921291.94              | $49660446.32            |
| 2026-05-05 | $79471910.45              | $51231382.48            |
| 2026-05-06 | $44890534.95              | $44854189.08            |
| 2026-05-07 | $22119423.82              | $67301339.21            |
| 2026-05-08 | $34686785.32              | $23081631.06            |
| 2026-05-11 | $21135585.91              | $12027525.92            |
| 2026-05-12 | $44975104.15              | $8484772.57             |
| 2026-05-13 | $13630380.33              | $47463919.17            |
| 2026-05-14 | $13663584.29              | $33023441.73            |
| 2026-05-15 | $18791422.85              | $23237383.85            |
| 2026-05-18 | $24120232.79              | $8222741.62             |
| 2026-05-19 | $66283329.71              | $27203587.84            |
| 2026-05-20 | $96124764.52              | $17860105.40            |
| 2026-05-21 | $78361296.72              | $64221424.50            |
| 2026-05-22 | $100539465.03             | $41029890.27            |
| 2026-05-26 | $11473302.25              | $51081951.33            |
| 2026-05-27 | $32121810.54              | $40145188.83            |
| 2026-05-28 | $56272251.11              | $17164967.35            |
| 2026-05-29 | $18303098.57              | $29973954.18            |

**Total Gross Subscriptions (Month):** $834024790.98

**Total Gross Redemptions (Month):** $685098829.67

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.0300%           |
| 2026-05-04 | 3.0300%           |
| 2026-05-05 | 3.0300%           |
| 2026-05-06 | 3.0300%           |
| 2026-05-07 | 3.0200%           |
| 2026-05-08 | 3.0200%           |
| 2026-05-11 | 3.0000%           |
| 2026-05-12 | 3.0000%           |
| 2026-05-13 | 3.0000%           |
| 2026-05-14 | 3.0000%           |
| 2026-05-15 | 2.9900%           |
| 2026-05-18 | 2.9800%           |
| 2026-05-19 | 2.9800%           |
| 2026-05-20 | 2.9700%           |
| 2026-05-21 | 2.9600%           |
| 2026-05-22 | 2.9600%           |
| 2026-05-26 | 2.9600%           |
| 2026-05-27 | 2.9700%           |
| 2026-05-28 | 2.9800%           |
| 2026-05-29 | 2.9900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 20.6200%         | 0.0000%              |
| Depository institution or other banking institution |  | 9.4100%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.3100%          | 0.0000%              |
| Depository institution or other banking institution |  | 16.8100%         | 0.0000%              |
| Depository institution or other banking institution |  | 17.5100%         | 0.0000%              |

### Class: Preferred Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $2106676320.91

- **Number of Shares Outstanding:** 2106741267.0600

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $21780496.25              | $14960280.81            |
| 2026-05-04 | $27415737.86              | $11670342.17            |
| 2026-05-05 | $12558177.81              | $24384915.53            |
| 2026-05-06 | $14579468.81              | $36315761.86            |
| 2026-05-07 | $31851985.78              | $191947075.16           |
| 2026-05-08 | $14847388.54              | $11400327.07            |
| 2026-05-11 | $52848804.74              | $10130740.86            |
| 2026-05-12 | $67716951.90              | $4241369.84             |
| 2026-05-13 | $2540585.05               | $24570353.35            |
| 2026-05-14 | $43782236.42              | $5816890.68             |
| 2026-05-15 | $6622567.60               | $32665175.74            |
| 2026-05-18 | $44406121.28              | $33849832.91            |
| 2026-05-19 | $42499333.81              | $5243715.53             |
| 2026-05-20 | $10603826.27              | $70434642.77            |
| 2026-05-21 | $26302426.82              | $16290064.52            |
| 2026-05-22 | $35327257.10              | $45834148.23            |
| 2026-05-26 | $18304839.74              | $25290614.82            |
| 2026-05-27 | $6635479.20               | $76210155.77            |
| 2026-05-28 | $56173002.00              | $26678236.19            |
| 2026-05-29 | $36922323.56              | $18846554.69            |

**Total Gross Subscriptions (Month):** $573719010.54

**Total Gross Redemptions (Month):** $686781198.50

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.4300%           |
| 2026-05-04 | 3.4300%           |
| 2026-05-05 | 3.4300%           |
| 2026-05-06 | 3.4300%           |
| 2026-05-07 | 3.4200%           |
| 2026-05-08 | 3.4200%           |
| 2026-05-11 | 3.4000%           |
| 2026-05-12 | 3.4000%           |
| 2026-05-13 | 3.4000%           |
| 2026-05-14 | 3.4000%           |
| 2026-05-15 | 3.3900%           |
| 2026-05-18 | 3.3800%           |
| 2026-05-19 | 3.3800%           |
| 2026-05-20 | 3.3700%           |
| 2026-05-21 | 3.3600%           |
| 2026-05-22 | 3.3600%           |
| 2026-05-26 | 3.3600%           |
| 2026-05-27 | 3.3700%           |
| 2026-05-28 | 3.3800%           |
| 2026-05-29 | 3.3900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 6.1800%          | 0.0000%              |
| Broker-dealer                                       |  | 7.8200%          | 0.0000%              |
| Depository institution or other banking institution |  | 60.9800%         | 0.0000%              |

### Class: Select Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $835011204.80

- **Number of Shares Outstanding:** 835037629.5100

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $4919871.85               | $5890782.54             |
| 2026-05-04 | $6856805.90               | $704177.15              |
| 2026-05-05 | $7452873.09               | $1729294.84             |
| 2026-05-06 | $1883084.77               | $22315286.91            |
| 2026-05-07 | $3164549.51               | $9435494.38             |
| 2026-05-08 | $6186754.16               | $8632660.55             |
| 2026-05-11 | $14891876.28              | $8636956.98             |
| 2026-05-12 | $5754621.97               | $875083.68              |
| 2026-05-13 | $87363754.16              | $4658108.20             |
| 2026-05-14 | $1594524.31               | $793559.27              |
| 2026-05-15 | $1189221.93               | $108868156.89           |
| 2026-05-18 | $25690176.50              | $799267.60              |
| 2026-05-19 | $3152421.57               | $4317141.78             |
| 2026-05-20 | $2950467.30               | $8246731.24             |
| 2026-05-21 | $3110005.11               | $1026034.81             |
| 2026-05-22 | $10275891.53              | $3967737.52             |
| 2026-05-26 | $14127046.93              | $1666022.08             |
| 2026-05-27 | $6068670.39               | $10948970.22            |
| 2026-05-28 | $2700792.97               | $7374221.76             |
| 2026-05-29 | $2719743.59               | $18157633.74            |

**Total Gross Subscriptions (Month):** $212053153.82

**Total Gross Redemptions (Month):** $229043322.14

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5000%           |
| 2026-05-04 | 3.5000%           |
| 2026-05-05 | 3.5000%           |
| 2026-05-06 | 3.5000%           |
| 2026-05-07 | 3.4900%           |
| 2026-05-08 | 3.4900%           |
| 2026-05-11 | 3.4700%           |
| 2026-05-12 | 3.4700%           |
| 2026-05-13 | 3.4700%           |
| 2026-05-14 | 3.4700%           |
| 2026-05-15 | 3.4600%           |
| 2026-05-18 | 3.4500%           |
| 2026-05-19 | 3.4500%           |
| 2026-05-20 | 3.4400%           |
| 2026-05-21 | 3.4300%           |
| 2026-05-22 | 3.4300%           |
| 2026-05-26 | 3.4300%           |
| 2026-05-27 | 3.4400%           |
| 2026-05-28 | 3.4500%           |
| 2026-05-29 | 3.4600%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                                               |  | 7.6000%          | 0.0000%              |
| Depository institution or other banking institution                         |  | 9.4600%          | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 5.9800%          | 0.0000%              |
| Depository institution or other banking institution                         |  | 8.2100%          | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 10.4800%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 8.2800%          | 0.0000%              |

### Class: Capital Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $4955549586.20

- **Number of Shares Outstanding:** 4955704321.0100

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $46272572.84              | $43573562.48            |
| 2026-05-04 | $95902762.92              | $15281846.45            |
| 2026-05-05 | $19004716.28              | $33757911.07            |
| 2026-05-06 | $35245876.90              | $16351714.02            |
| 2026-05-07 | $11051004.86              | $94583342.98            |
| 2026-05-08 | $30236771.85              | $270432187.86           |
| 2026-05-11 | $89203900.32              | $26737291.13            |
| 2026-05-12 | $70878624.13              | $14436714.53            |
| 2026-05-13 | $21500688.65              | $36650831.99            |
| 2026-05-14 | $26047273.63              | $35806063.30            |
| 2026-05-15 | $46030263.34              | $101674786.92           |
| 2026-05-18 | $97280936.85              | $31174310.48            |
| 2026-05-19 | $31123791.17              | $79475362.34            |
| 2026-05-20 | $93794753.39              | $35602775.15            |
| 2026-05-21 | $17717550.45              | $57895815.93            |
| 2026-05-22 | $15953757.84              | $37475416.72            |
| 2026-05-26 | $86760306.23              | $11863745.52            |
| 2026-05-27 | $76135026.32              | $77881261.02            |
| 2026-05-28 | $55315558.57              | $65658873.94            |
| 2026-05-29 | $70894419.31              | $93346571.01            |

**Total Gross Subscriptions (Month):** $1036350555.85

**Total Gross Redemptions (Month):** $1179660384.84

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.3800%           |
| 2026-05-04 | 3.3800%           |
| 2026-05-05 | 3.3800%           |
| 2026-05-06 | 3.3800%           |
| 2026-05-07 | 3.3700%           |
| 2026-05-08 | 3.3700%           |
| 2026-05-11 | 3.3500%           |
| 2026-05-12 | 3.3500%           |
| 2026-05-13 | 3.3500%           |
| 2026-05-14 | 3.3500%           |
| 2026-05-15 | 3.3400%           |
| 2026-05-18 | 3.3300%           |
| 2026-05-19 | 3.3300%           |
| 2026-05-20 | 3.3200%           |
| 2026-05-21 | 3.3100%           |
| 2026-05-22 | 3.3100%           |
| 2026-05-26 | 3.3100%           |
| 2026-05-27 | 3.3200%           |
| 2026-05-28 | 3.3300%           |
| 2026-05-29 | 3.3400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 6.9800%          | 0.0000%              |
| Depository institution or other banking institution |  | 30.1400%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.9700%          | 0.0000%              |
| Depository institution or other banking institution |  | 16.4500%         | 0.0000%              |
| Depository institution or other banking institution |  | 23.6800%         | 0.0000%              |

### Class: Cash Management Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $868236473.36

- **Number of Shares Outstanding:** 868263311.7100

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $9220946.09               | $33100205.64            |
| 2026-05-04 | $22227876.45              | $12453575.77            |
| 2026-05-05 | $16495068.74              | $30081160.09            |
| 2026-05-06 | $20573164.28              | $13397237.66            |
| 2026-05-07 | $9318001.39               | $26101909.97            |
| 2026-05-08 | $41048652.89              | $19120793.73            |
| 2026-05-11 | $29074526.48              | $66876535.89            |
| 2026-05-12 | $11792526.42              | $41765185.72            |
| 2026-05-13 | $7752969.55               | $18596302.04            |
| 2026-05-14 | $28113493.72              | $5693782.40             |
| 2026-05-15 | $56963654.00              | $13494796.73            |
| 2026-05-18 | $16048463.51              | $15923559.02            |
| 2026-05-19 | $8479875.76               | $43208244.75            |
| 2026-05-20 | $6365124.78               | $19249094.50            |
| 2026-05-21 | $14162473.93              | $20145288.63            |
| 2026-05-22 | $28385557.08              | $14999955.74            |
| 2026-05-26 | $17194061.46              | $29955477.91            |
| 2026-05-27 | $15611152.15              | $5881162.18             |
| 2026-05-28 | $8293649.93               | $32833929.15            |
| 2026-05-29 | $23616649.39              | $18542837.54            |

**Total Gross Subscriptions (Month):** $390737888.00

**Total Gross Redemptions (Month):** $481421035.06

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 2.7300%           |
| 2026-05-04 | 2.7300%           |
| 2026-05-05 | 2.7300%           |
| 2026-05-06 | 2.7300%           |
| 2026-05-07 | 2.7200%           |
| 2026-05-08 | 2.7200%           |
| 2026-05-11 | 2.7000%           |
| 2026-05-12 | 2.7000%           |
| 2026-05-13 | 2.7000%           |
| 2026-05-14 | 2.7000%           |
| 2026-05-15 | 2.6900%           |
| 2026-05-18 | 2.6800%           |
| 2026-05-19 | 2.6800%           |
| 2026-05-20 | 2.6700%           |
| 2026-05-21 | 2.6600%           |
| 2026-05-22 | 2.6600%           |
| 2026-05-26 | 2.6600%           |
| 2026-05-27 | 2.6700%           |
| 2026-05-28 | 2.6800%           |
| 2026-05-29 | 2.6900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 68.9300%         | 0.0000%              |

### Class: Premier Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $115170685.24

- **Number of Shares Outstanding:** 115174213.4750

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $931427.51                | $1184874.30             |
| 2026-05-04 | $434146.97                | $1013283.15             |
| 2026-05-05 | $2161795.22               | $231165.57              |
| 2026-05-06 | $1894167.85               | $946343.22              |
| 2026-05-07 | $1149620.15               | $2240947.03             |
| 2026-05-08 | $1532503.27               | $1888103.96             |
| 2026-05-11 | $811803.00                | $1461722.42             |
| 2026-05-12 | $2961567.07               | $1021440.76             |
| 2026-05-13 | $1620393.34               | $657414.20              |
| 2026-05-14 | $3462188.57               | $1759557.10             |
| 2026-05-15 | $1642294.13               | $1902994.77             |
| 2026-05-18 | $734903.07                | $5750123.91             |
| 2026-05-19 | $2199293.17               | $2301561.63             |
| 2026-05-20 | $994812.35                | $3190868.83             |
| 2026-05-21 | $180335.84                | $2114477.17             |
| 2026-05-22 | $1951958.05               | $947932.98              |
| 2026-05-26 | $1411921.11               | $1459859.68             |
| 2026-05-27 | $1551685.76               | $1293314.91             |
| 2026-05-28 | $2904508.80               | $517998.28              |
| 2026-05-29 | $2299593.90               | $571952.42              |

**Total Gross Subscriptions (Month):** $32830919.13

**Total Gross Redemptions (Month):** $32455936.29

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.1800%           |
| 2026-05-04 | 3.1800%           |
| 2026-05-05 | 3.1800%           |
| 2026-05-06 | 3.1800%           |
| 2026-05-07 | 3.1700%           |
| 2026-05-08 | 3.1700%           |
| 2026-05-11 | 3.1500%           |
| 2026-05-12 | 3.1500%           |
| 2026-05-13 | 3.1500%           |
| 2026-05-14 | 3.1500%           |
| 2026-05-15 | 3.1400%           |
| 2026-05-18 | 3.1300%           |
| 2026-05-19 | 3.1300%           |
| 2026-05-20 | 3.1200%           |
| 2026-05-21 | 3.1100%           |
| 2026-05-22 | 3.1100%           |
| 2026-05-26 | 3.1100%           |
| 2026-05-27 | 3.1200%           |
| 2026-05-28 | 3.1300%           |
| 2026-05-29 | 3.1400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 5.6000%          | 0.0000%              |
| Broker-dealer                                       |  | 44.9700%         | 0.0000%              |
| Non-financial corporation                           |  | 6.2600%          | 0.0000%              |
| Depository institution or other banking institution |  | 13.0700%         | 0.0000%              |

### Class: Resource Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $8500398.60

- **Number of Shares Outstanding:** 8500662.9200

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $21027.37                 | $0.00                   |
| 2026-05-04 | $907.90                   | $2336.54                |
| 2026-05-05 | $0.00                     | $60515.73               |
| 2026-05-06 | $3021.42                  | $277.59                 |
| 2026-05-07 | $0.00                     | $1991.40                |
| 2026-05-08 | $158.76                   | $2515.45                |
| 2026-05-11 | $291.44                   | $413.84                 |
| 2026-05-12 | $582.29                   | $13926.25               |
| 2026-05-13 | $188.37                   | $28450.40               |
| 2026-05-14 | $75351.12                 | $169.67                 |
| 2026-05-15 | $0.00                     | $75777.78               |
| 2026-05-18 | $1830.59                  | $4107.87                |
| 2026-05-19 | $638.68                   | $1590.50                |
| 2026-05-20 | $0.00                     | $116372.32              |
| 2026-05-21 | $613.90                   | $168.68                 |
| 2026-05-22 | $241.62                   | $168.69                 |
| 2026-05-26 | $82.37                    | $1131.95                |
| 2026-05-27 | $642.14                   | $1826.01                |
| 2026-05-28 | $0.00                     | $4270.59                |
| 2026-05-29 | $0.00                     | $2001.44                |

**Total Gross Subscriptions (Month):** $105577.97

**Total Gross Redemptions (Month):** $318012.70

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 2.8800%           |
| 2026-05-04 | 2.8800%           |
| 2026-05-05 | 2.8800%           |
| 2026-05-06 | 2.8800%           |
| 2026-05-07 | 2.8700%           |
| 2026-05-08 | 2.8700%           |
| 2026-05-11 | 2.8500%           |
| 2026-05-12 | 2.8500%           |
| 2026-05-13 | 2.8500%           |
| 2026-05-14 | 2.8500%           |
| 2026-05-15 | 2.8400%           |
| 2026-05-18 | 2.8300%           |
| 2026-05-19 | 2.8300%           |
| 2026-05-20 | 2.8200%           |
| 2026-05-21 | 2.8100%           |
| 2026-05-22 | 2.8100%           |
| 2026-05-26 | 2.8100%           |
| 2026-05-27 | 2.8200%           |
| 2026-05-28 | 2.8300%           |
| 2026-05-29 | 2.8400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 25.5400%         | 0.0000%              |
| Retail investor                                     |  | 74.4400%         | 0.0000%              |

### Class: Class A Shares

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $6517540252.09

- **Number of Shares Outstanding:** 6517742191.3320

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $17540001.11              | $0.00                   |
| 2026-05-04 | $16624417.65              | $12691299.61            |
| 2026-05-05 | $20245153.16              | $17638215.00            |
| 2026-05-06 | $18633071.27              | $20011319.14            |
| 2026-05-07 | $20146648.00              | $18287536.79            |
| 2026-05-08 | $45920867.33              | $17509015.14            |
| 2026-05-11 | $22971623.31              | $17972975.00            |
| 2026-05-12 | $17200012.94              | $21045232.06            |
| 2026-05-13 | $25348272.05              | $19577898.17            |
| 2026-05-14 | $22526180.19              | $51592217.00            |
| 2026-05-15 | $22607550.50              | $70791118.79            |
| 2026-05-18 | $20204737.63              | $30302083.63            |
| 2026-05-19 | $33057135.17              | $23679536.16            |
| 2026-05-20 | $40637163.27              | $15204203.35            |
| 2026-05-21 | $19741901.96              | $19031363.17            |
| 2026-05-22 | $21829591.80              | $16746722.16            |
| 2026-05-26 | $20328830.79              | $21527239.21            |
| 2026-05-27 | $18607820.35              | $22455933.10            |
| 2026-05-28 | $21613585.66              | $19095570.33            |
| 2026-05-29 | $39241212.39              | $16833116.29            |

**Total Gross Subscriptions (Month):** $485025776.53

**Total Gross Redemptions (Month):** $451992594.10

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.2800%           |
| 2026-05-04 | 3.2800%           |
| 2026-05-05 | 3.2800%           |
| 2026-05-06 | 3.2800%           |
| 2026-05-07 | 3.2700%           |
| 2026-05-08 | 3.2700%           |
| 2026-05-11 | 3.2500%           |
| 2026-05-12 | 3.2500%           |
| 2026-05-13 | 3.2500%           |
| 2026-05-14 | 3.2500%           |
| 2026-05-15 | 3.2400%           |
| 2026-05-18 | 3.2300%           |
| 2026-05-19 | 3.2300%           |
| 2026-05-20 | 3.2200%           |
| 2026-05-21 | 3.2100%           |
| 2026-05-22 | 3.2100%           |
| 2026-05-26 | 3.2100%           |
| 2026-05-27 | 3.2200%           |
| 2026-05-28 | 3.2300%           |
| 2026-05-29 | 3.2400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 11.6600%         | 0.0000%              |
| Broker-dealer |  | 74.2200%         | 0.0000%              |

### Class: Class C Shares

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $7287449.76

- **Number of Shares Outstanding:** 7287676.2770

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $15109.82                 | $0.00                   |
| 2026-05-04 | $990.38                   | $510.78                 |
| 2026-05-05 | $1054.75                  | $0.00                   |
| 2026-05-06 | $3624.42                  | $0.00                   |
| 2026-05-07 | $246184.28                | $0.00                   |
| 2026-05-08 | $1566.87                  | $0.00                   |
| 2026-05-11 | $68.94                    | $7.47                   |
| 2026-05-12 | $6198.35                  | $31.76                  |
| 2026-05-13 | $1956.96                  | $1695.63                |
| 2026-05-14 | $0.00                     | $1217.28                |
| 2026-05-15 | $435.95                   | $6579.48                |
| 2026-05-18 | $0.00                     | $44.30                  |
| 2026-05-19 | $1059.00                  | $115662.89              |
| 2026-05-20 | $4472.60                  | $0.00                   |
| 2026-05-21 | $0.00                     | $256.33                 |
| 2026-05-22 | $0.00                     | $1050.00                |
| 2026-05-26 | $399.71                   | $0.00                   |
| 2026-05-27 | $5048.54                  | $825.01                 |
| 2026-05-28 | $4183.50                  | $0.00                   |
| 2026-05-29 | $946.18                   | $290.90                 |

**Total Gross Subscriptions (Month):** $293300.25

**Total Gross Redemptions (Month):** $128171.83

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 2.5300%           |
| 2026-05-04 | 2.5300%           |
| 2026-05-05 | 2.5300%           |
| 2026-05-06 | 2.5300%           |
| 2026-05-07 | 2.5200%           |
| 2026-05-08 | 2.5200%           |
| 2026-05-11 | 2.5000%           |
| 2026-05-12 | 2.5000%           |
| 2026-05-13 | 2.5000%           |
| 2026-05-14 | 2.5000%           |
| 2026-05-15 | 2.4900%           |
| 2026-05-18 | 2.4800%           |
| 2026-05-19 | 2.4800%           |
| 2026-05-20 | 2.4700%           |
| 2026-05-21 | 2.4600%           |
| 2026-05-22 | 2.4600%           |
| 2026-05-26 | 2.4600%           |
| 2026-05-27 | 2.4700%           |
| 2026-05-28 | 2.4800%           |
| 2026-05-29 | 2.4900%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer   |  | 17.9900%         | 0.0000%              |
| Retail investor |  | 70.3300%         | 0.0000%              |

### Class: Class R6 Shares

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $365512745.74

- **Number of Shares Outstanding:** 365524134.1130

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $1126369.72               | $1622588.00             |
| 2026-05-04 | $179768.42                | $1644829.99             |
| 2026-05-05 | $182563.10                | $1172876.97             |
| 2026-05-06 | $931027.09                | $1061115.20             |
| 2026-05-07 | $1266967.60               | $108960.24              |
| 2026-05-08 | $98450.24                 | $831992.09              |
| 2026-05-11 | $1115377.98               | $3168412.70             |
| 2026-05-12 | $98606.33                 | $1044940.62             |
| 2026-05-13 | $481609.50                | $691363.96              |
| 2026-05-14 | $26264.55                 | $357492.86              |
| 2026-05-15 | $298308.62                | $884863.28              |
| 2026-05-18 | $83584.42                 | $1469279.54             |
| 2026-05-19 | $57194.47                 | $301544.08              |
| 2026-05-20 | $53261.62                 | $889774.33              |
| 2026-05-21 | $737751.36                | $188617.15              |
| 2026-05-22 | $141618.32                | $1605956.19             |
| 2026-05-26 | $862015.31                | $214216.94              |
| 2026-05-27 | $809124.04                | $341080.16              |
| 2026-05-28 | $89516.95                 | $45175.71               |
| 2026-05-29 | $244889.07                | $1086448.24             |

**Total Gross Subscriptions (Month):** $8884268.71

**Total Gross Redemptions (Month):** $18731528.25

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5300%           |
| 2026-05-04 | 3.5300%           |
| 2026-05-05 | 3.5300%           |
| 2026-05-06 | 3.5300%           |
| 2026-05-07 | 3.5200%           |
| 2026-05-08 | 3.5200%           |
| 2026-05-11 | 3.5000%           |
| 2026-05-12 | 3.5000%           |
| 2026-05-13 | 3.5000%           |
| 2026-05-14 | 3.5000%           |
| 2026-05-15 | 3.4900%           |
| 2026-05-18 | 3.4800%           |
| 2026-05-19 | 3.4800%           |
| 2026-05-20 | 3.4700%           |
| 2026-05-21 | 3.4600%           |
| 2026-05-22 | 3.4600%           |
| 2026-05-26 | 3.4600%           |
| 2026-05-27 | 3.4700%           |
| 2026-05-28 | 3.4800%           |
| 2026-05-29 | 3.4900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 7.6400%          | 0.0000%              |
| Depository institution or other banking institution |  | 11.7000%         | 0.0000%              |
| Pension plan                                        |  | 22.0200%         | 0.0000%              |
| Registered investment company                       |  | 42.4800%         | 0.0000%              |

### Class: Drexel Hamilton Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $9639073562.24

- **Number of Shares Outstanding:** 9639433780.1800

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $279977298.27             | $1912692018.90          |
| 2026-05-04 | $893803913.78             | $457008003.84           |
| 2026-05-05 | $358665057.00             | $333813272.48           |
| 2026-05-06 | $268772968.80             | $472760977.38           |
| 2026-05-07 | $164135264.87             | $667450000.00           |
| 2026-05-08 | $435227805.42             | $704796620.32           |
| 2026-05-11 | $1794026143.45            | $330100000.00           |
| 2026-05-12 | $538296197.00             | $388584533.99           |
| 2026-05-13 | $321600018.82             | $504230000.00           |
| 2026-05-14 | $569461905.00             | $304207489.04           |
| 2026-05-15 | $643568443.81             | $374727572.00           |
| 2026-05-18 | $1186316040.00            | $816317442.86           |
| 2026-05-19 | $259532097.30             | $1374000000.00          |
| 2026-05-20 | $9216954017.00            | $275400131.86           |
| 2026-05-21 | $117918000.00             | $2430769444.37          |
| 2026-05-22 | $480800000.00             | $131997720.96           |
| 2026-05-26 | $1692675909.68            | $41588792.00            |
| 2026-05-27 | $129000000.00             | $2404237747.80          |
| 2026-05-28 | $524567313.72             | $987603081.26           |
| 2026-05-29 | $536499940.31             | $2542450000.00          |

**Total Gross Subscriptions (Month):** $20411798334.23

**Total Gross Redemptions (Month):** $17454734849.06

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5300%           |
| 2026-05-04 | 3.5300%           |
| 2026-05-05 | 3.5300%           |
| 2026-05-06 | 3.5300%           |
| 2026-05-07 | 3.5200%           |
| 2026-05-08 | 3.5200%           |
| 2026-05-11 | 3.5000%           |
| 2026-05-12 | 3.5000%           |
| 2026-05-13 | 3.5000%           |
| 2026-05-14 | 3.5000%           |
| 2026-05-15 | 3.4900%           |
| 2026-05-18 | 3.4800%           |
| 2026-05-19 | 3.4800%           |
| 2026-05-20 | 3.4700%           |
| 2026-05-21 | 3.4600%           |
| 2026-05-22 | 3.4600%           |
| 2026-05-26 | 3.4600%           |
| 2026-05-27 | 3.4700%           |
| 2026-05-28 | 3.4800%           |
| 2026-05-29 | 3.4900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 14.1900%         | 0.0000%              |
| Broker-dealer                                       |  | 7.4600%          | 0.0000%              |
| Non-financial corporation                           |  | 54.5500%         | 0.0000%              |

### Class: Seelaus Class Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $9198966864.83

- **Number of Shares Outstanding:** 9199259599.3100

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $50265804.62              | $35123580.83            |
| 2026-05-04 | $37137272.77              | $7000000.00             |
| 2026-05-05 | $65000000.00              | $65613000.00            |
| 2026-05-06 | $18000000.00              | $135000000.00           |
| 2026-05-07 | $27915171.75              | $15000000.00            |
| 2026-05-08 | $3760000000.00            | $19000000.00            |
| 2026-05-11 | $45500000.00              | $80024000.00            |
| 2026-05-12 | $25014879.67              | $55957898.59            |
| 2026-05-13 | $35000000.00              | $26000000.00            |
| 2026-05-14 | $21100000.00              | $155001845.75           |
| 2026-05-15 | $38500000.00              | $105500000.00           |
| 2026-05-18 | $57000000.01              | $42100000.00            |
| 2026-05-19 | $225000000.00             | $31000000.01            |
| 2026-05-20 | $35000000.00              | $19000000.00            |
| 2026-05-21 | $153000000.00             | $125000000.00           |
| 2026-05-22 | $881000000.00             | $1000000.00             |
| 2026-05-26 | $105128000.00             | $139140381.00           |
| 2026-05-27 | $22000000.00              | $66739080.84            |
| 2026-05-28 | $158650000.00             | $43715000.00            |
| 2026-05-29 | $15116124.64              | $239000000.00           |

**Total Gross Subscriptions (Month):** $5775327253.46

**Total Gross Redemptions (Month):** $1405914787.02

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5300%           |
| 2026-05-04 | 3.5300%           |
| 2026-05-05 | 3.5300%           |
| 2026-05-06 | 3.5300%           |
| 2026-05-07 | 3.5200%           |
| 2026-05-08 | 3.5200%           |
| 2026-05-11 | 3.5000%           |
| 2026-05-12 | 3.5000%           |
| 2026-05-13 | 3.5000%           |
| 2026-05-14 | 3.5000%           |
| 2026-05-15 | 3.4900%           |
| 2026-05-18 | 3.4800%           |
| 2026-05-19 | 3.4800%           |
| 2026-05-20 | 3.4700%           |
| 2026-05-21 | 3.4600%           |
| 2026-05-22 | 3.4600%           |
| 2026-05-26 | 3.4600%           |
| 2026-05-27 | 3.4700%           |
| 2026-05-28 | 3.4800%           |
| 2026-05-29 | 3.4900%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 12.4600%         | 0.0000%              |
| Non-financial corporation |  | 66.2800%         | 0.0000%              |
| Non-financial corporation |  | 6.5600%          | 0.0000%              |

### Class: Loop Class Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $7880805864.03

- **Number of Shares Outstanding:** 7881042940.3700

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $22776696.44              | $329002887.02           |
| 2026-05-04 | $34859838.49              | $10000000.00            |
| 2026-05-05 | $1011711297.59            | $105060000.00           |
| 2026-05-06 | $195700000.00             | $185249153.25           |
| 2026-05-07 | $50500000.00              | $459984929.77           |
| 2026-05-08 | $3759293100.59            | $2758670000.00          |
| 2026-05-11 | $81627281.15              | $750000.00              |
| 2026-05-12 | $1216750000.00            | $31040856.21            |
| 2026-05-13 | $22436146.04              | $213694239.37           |
| 2026-05-14 | $4100000.00               | $299432910.91           |
| 2026-05-15 | $26562438.84              | $610610000.00           |
| 2026-05-18 | $205400691.77             | $11000000.00            |
| 2026-05-19 | $221260133.51             | $0.00                   |
| 2026-05-20 | $90063727.38              | $73200000.00            |
| 2026-05-21 | $11884730.49              | $17500.00               |
| 2026-05-22 | $31724896.84              | $155000000.00           |
| 2026-05-26 | $457461801.91             | $0.00                   |
| 2026-05-27 | $230261211.62             | $219600000.00           |
| 2026-05-28 | $26225341.29              | $1519650000.00          |
| 2026-05-29 | $487350000.00             | $225006834.43           |

**Total Gross Subscriptions (Month):** $8187949333.95

**Total Gross Redemptions (Month):** $7206969310.96

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5300%           |
| 2026-05-04 | 3.5300%           |
| 2026-05-05 | 3.5300%           |
| 2026-05-06 | 3.5300%           |
| 2026-05-07 | 3.5200%           |
| 2026-05-08 | 3.5200%           |
| 2026-05-11 | 3.5000%           |
| 2026-05-12 | 3.5000%           |
| 2026-05-13 | 3.5000%           |
| 2026-05-14 | 3.5000%           |
| 2026-05-15 | 3.4900%           |
| 2026-05-18 | 3.4800%           |
| 2026-05-19 | 3.4800%           |
| 2026-05-20 | 3.4700%           |
| 2026-05-21 | 3.4600%           |
| 2026-05-22 | 3.4600%           |
| 2026-05-26 | 3.4600%           |
| 2026-05-27 | 3.4700%           |
| 2026-05-28 | 3.4800%           |
| 2026-05-29 | 3.4900%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 5.0100%          | 0.0000%              |
| Non-financial corporation |  | 8.7300%          | 0.0000%              |
| Non-financial corporation |  | 77.3600%         | 0.0000%              |

### Class: Class D Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $114786339.63

- **Number of Shares Outstanding:** 114789941.1320

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $334422.35                | $0.00                   |
| 2026-05-04 | $144706.96                | $215596.46              |
| 2026-05-05 | $74000.00                 | $12134099.73            |
| 2026-05-06 | $137154.49                | $251718.31              |
| 2026-05-07 | $165234.99                | $3469092.89             |
| 2026-05-08 | $23469.12                 | $1537528.03             |
| 2026-05-11 | $139775.00                | $572851.02              |
| 2026-05-12 | $366735.00                | $5514677.73             |
| 2026-05-13 | $32150652.94              | $186249.78              |
| 2026-05-14 | $12838.46                 | $77567.96               |
| 2026-05-15 | $2014387.19               | $196770.99              |
| 2026-05-18 | $4412153.40               | $274405.72              |
| 2026-05-19 | $2039619.43               | $233400.77              |
| 2026-05-20 | $208428.33                | $227737.80              |
| 2026-05-21 | $473138.51                | $421505.58              |
| 2026-05-22 | $161843.34                | $402277.95              |
| 2026-05-26 | $96747.78                 | $966275.93              |
| 2026-05-27 | $178649.59                | $1284835.81             |
| 2026-05-28 | $71969.63                 | $3297725.25             |
| 2026-05-29 | $277588.88                | $1371981.82             |

**Total Gross Subscriptions (Month):** $43483515.39

**Total Gross Redemptions (Month):** $32636299.53

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5300%           |
| 2026-05-04 | 3.5300%           |
| 2026-05-05 | 3.5300%           |
| 2026-05-06 | 3.5300%           |
| 2026-05-07 | 3.5200%           |
| 2026-05-08 | 3.5200%           |
| 2026-05-11 | 3.5000%           |
| 2026-05-12 | 3.5000%           |
| 2026-05-13 | 3.5000%           |
| 2026-05-14 | 3.5000%           |
| 2026-05-15 | 3.4900%           |
| 2026-05-18 | 3.4800%           |
| 2026-05-19 | 3.4800%           |
| 2026-05-20 | 3.4700%           |
| 2026-05-21 | 3.4600%           |
| 2026-05-22 | 3.4600%           |
| 2026-05-26 | 3.4600%           |
| 2026-05-27 | 3.4700%           |
| 2026-05-28 | 3.4800%           |
| 2026-05-29 | 3.4900%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.800002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2LS2, C.4 - ISIN: US3130B2LS24, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $375904227.67
- **C.18.a - Value (excl. sponsor support):** $375904227.67
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.759998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2Z65, C.4 - ISIN: US3130B2Z651, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $493870105.43
- **C.18.a - Value (excl. sponsor support):** $493870105.43
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.759998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EC3, C.4 - ISIN: US3130B3EC38, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $220984302.20
- **C.18.a - Value (excl. sponsor support):** $220984302.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.755002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4FQ9, C.4 - ISIN: US3130B4FQ97, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $352021117.33
- **C.18.a - Value (excl. sponsor support):** $352021117.33
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-06
- **C.13 - Final Legal Maturity Date:** 2027-01-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.710002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B57B8, C.4 - ISIN: US3130B57B88, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $480405957.70
- **C.18.a - Value (excl. sponsor support):** $480405957.70
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.705001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5D70, C.4 - ISIN: US3130B5D701, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $288103715.46
- **C.18.a - Value (excl. sponsor support):** $288103715.46
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.719999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Y85, C.4 - ISIN: US3130B5Y855, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $288071897.64
- **C.18.a - Value (excl. sponsor support):** $288071897.64
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5YZ5, C.4 - ISIN: US3130B5YZ50, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $144627890.68
- **C.18.a - Value (excl. sponsor support):** $144627890.68
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.714998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6ZG4, C.4 - ISIN: US3130B6ZG44, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $287057791.49
- **C.18.a - Value (excl. sponsor support):** $287057791.49
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.750001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8AZ5, C.4 - ISIN: US3130B8AZ55, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $143392732.47
- **C.18.a - Value (excl. sponsor support):** $143392732.47
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.745001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CF7, C.4 - ISIN: US3130B8CF73, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $57407549.42
- **C.18.a - Value (excl. sponsor support):** $57407549.42
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.745001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CK6, C.4 - ISIN: US3130B8CK68, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $669835163.06
- **C.18.a - Value (excl. sponsor support):** $669835163.06
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-27
- **C.13 - Final Legal Maturity Date:** 2027-10-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NZ1, C.4 - ISIN: US3130B8NZ19, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $240057016.05
- **C.18.a - Value (excl. sponsor support):** $240057016.05
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.679999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9C32, C.4 - ISIN: US3130B9C325, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $481702562.40
- **C.18.a - Value (excl. sponsor support):** $481702562.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-28
- **C.13 - Final Legal Maturity Date:** 2027-07-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.624998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9CL2, C.4 - ISIN: US3130B9CL25, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $124968962.75
- **C.18.a - Value (excl. sponsor support):** $124968962.75
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.679999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9CZ1, C.4 - ISIN: US3130B9CZ11, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $271136136.26
- **C.18.a - Value (excl. sponsor support):** $271136136.26
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.624998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DT4, C.4 - ISIN: US3130B9DT42, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $115354034.48
- **C.18.a - Value (excl. sponsor support):** $115354034.48
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.624998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DV9, C.4 - ISIN: US3130B9DV97, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $61504467.37
- **C.18.a - Value (excl. sponsor support):** $61504467.37
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.669998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9EU0, C.4 - ISIN: US3130B9EU06, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $240306897.60
- **C.18.a - Value (excl. sponsor support):** $240306897.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-06
- **C.13 - Final Legal Maturity Date:** 2027-05-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.710002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GY0, C.4 - ISIN: US3130B9GY00, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $675985790.48
- **C.18.a - Value (excl. sponsor support):** $675985790.48
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.679999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JQ4, C.4 - ISIN: US3130B9JQ49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48019274.90
- **C.18.a - Value (excl. sponsor support):** $48019274.90
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-08-20
- **C.13 - Final Legal Maturity Date:** 2027-08-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.705001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9M56, C.4 - ISIN: US3130B9M563, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $493476719.32
- **C.18.a - Value (excl. sponsor support):** $493476719.32
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-18
- **C.13 - Final Legal Maturity Date:** 2028-02-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.705001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9M64, C.4 - ISIN: US3130B9M647, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $986958399.08
- **C.18.a - Value (excl. sponsor support):** $986958399.08
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.679999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9XB1, C.4 - ISIN: US3130B9XB14, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $188587533.24
- **C.18.a - Value (excl. sponsor support):** $188587533.24
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-20
- **C.13 - Final Legal Maturity Date:** 2027-10-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9XC9, C.4 - ISIN: US3130B9XC96, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $235733455.94
- **C.18.a - Value (excl. sponsor support):** $235733455.94
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAKF3, C.4 - ISIN: US3130BAKF37, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $29999678.40
- **C.18.a - Value (excl. sponsor support):** $29999678.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-29
- **C.13 - Final Legal Maturity Date:** 2027-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.705001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BATP2, C.4 - ISIN: US3130BATP28, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $329289720.10
- **C.18.a - Value (excl. sponsor support):** $329289720.10
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-05-26
- **C.13 - Final Legal Maturity Date:** 2028-05-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.660001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BATU1, C.4 - ISIN: US3130BATU13, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $47034889.00
- **C.18.a - Value (excl. sponsor support):** $47034889.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ZW1, C.4 - ISIN: US313313ZW10, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $42585899.05
- **C.18.a - Value (excl. sponsor support):** $42585899.05
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313384CB3, C.4 - ISIN: US313384CB32, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $504826058.63
- **C.18.a - Value (excl. sponsor support):** $504826058.63
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2027-02-19
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313384CM9, C.4 - ISIN: US313384CM96, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $419257010.34
- **C.18.a - Value (excl. sponsor support):** $419257010.34
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2027-03-01
- **C.12 - Maturity Date (WAL):** 2027-03-01
- **C.13 - Final Legal Maturity Date:** 2027-03-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A22, C.4 - ISIN: US313385A228, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $1481837108.11
- **C.18.a - Value (excl. sponsor support):** $1481837108.11
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A55, C.4 - ISIN: US313385A558, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $431709766.44
- **C.18.a - Value (excl. sponsor support):** $431709766.44
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A63, C.4 - ISIN: US313385A632, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $254206533.02
- **C.18.a - Value (excl. sponsor support):** $254206533.02
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385B88, C.4 - ISIN: US313385B887, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $183753129.84
- **C.18.a - Value (excl. sponsor support):** $183753129.84
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $221507320.73
- **C.18.a - Value (excl. sponsor support):** $221507320.73
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D29, C.4 - ISIN: US313385D297, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $437202204.82
- **C.18.a - Value (excl. sponsor support):** $437202204.82
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-24
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D52, C.4 - ISIN: US313385D529, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $221370932.33
- **C.18.a - Value (excl. sponsor support):** $221370932.33
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D60, C.4 - ISIN: US313385D602, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $686529531.50
- **C.18.a - Value (excl. sponsor support):** $686529531.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F27, C.4 - ISIN: US313385F276, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $563499780.68
- **C.18.a - Value (excl. sponsor support):** $563499780.68
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-09-09
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385G67, C.4 - ISIN: US313385G670, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $1357942181.28
- **C.18.a - Value (excl. sponsor support):** $1357942181.28
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-09-21
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385G91, C.4 - ISIN: US313385G910, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $90500857.00
- **C.18.a - Value (excl. sponsor support):** $90500857.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385H58, C.4 - ISIN: US313385H587, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $452327303.73
- **C.18.a - Value (excl. sponsor support):** $452327303.73
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-09-28
- **C.12 - Maturity Date (WAL):** 2026-09-28
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385H66, C.4 - ISIN: US313385H660, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $452281577.23
- **C.18.a - Value (excl. sponsor support):** $452281577.23
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-09-29
- **C.12 - Maturity Date (WAL):** 2026-09-29
- **C.13 - Final Legal Maturity Date:** 2026-09-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385H74, C.4 - ISIN: US313385H744, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $824946787.69
- **C.18.a - Value (excl. sponsor support):** $824946787.69
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385H82, C.4 - ISIN: US313385H827, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $934510553.52
- **C.18.a - Value (excl. sponsor support):** $934510553.52
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385J72, C.4 - ISIN: US313385J724, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $189314793.74
- **C.18.a - Value (excl. sponsor support):** $189314793.74
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385K47, C.4 - ISIN: US313385K474, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $2025032625.12
- **C.18.a - Value (excl. sponsor support):** $2025032625.12
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-10-13
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385R81, C.4 - ISIN: US313385R818, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $404892933.32
- **C.18.a - Value (excl. sponsor support):** $404892933.32
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385S31, C.4 - ISIN: US313385S311, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $704262358.99
- **C.18.a - Value (excl. sponsor support):** $704262358.99
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-12-07
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385U46, C.4 - ISIN: US313385U465, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $920896859.87
- **C.18.a - Value (excl. sponsor support):** $920896859.87
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385V37, C.4 - ISIN: US313385V372, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $2381367328.92
- **C.18.a - Value (excl. sponsor support):** $2381367328.92
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YE0, C.4 - ISIN: US313385YE08, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $559507022.10
- **C.18.a - Value (excl. sponsor support):** $559507022.10
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YF7, C.4 - ISIN: US313385YF72, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $185990161.28
- **C.18.a - Value (excl. sponsor support):** $185990161.28
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 55: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YM2, C.4 - ISIN: US313385YM24, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $455827828.65
- **C.18.a - Value (excl. sponsor support):** $455827828.65
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 56: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZQ2, C.4 - ISIN: US313385ZQ29, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $848159493.74
- **C.18.a - Value (excl. sponsor support):** $848159493.74
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZR0, C.4 - ISIN: US313385ZR02, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $476756920.28
- **C.18.a - Value (excl. sponsor support):** $476756920.28
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZT6, C.4 - ISIN: US313385ZT67, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $507656121.76
- **C.18.a - Value (excl. sponsor support):** $507656121.76
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZW9, C.4 - ISIN: US313385ZW96, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $235235921.37
- **C.18.a - Value (excl. sponsor support):** $235235921.37
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZY5, C.4 - ISIN: US313385ZY52, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $437059824.75
- **C.18.a - Value (excl. sponsor support):** $437059824.75
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-29
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397A50, C.4 - ISIN: US313397A504, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $441624708.89
- **C.18.a - Value (excl. sponsor support):** $441624708.89
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397D99, C.4 - ISIN: US313397D995, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $584786286.54
- **C.18.a - Value (excl. sponsor support):** $584786286.54
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397ZQ7, C.4 - ISIN: US313397ZQ74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $235698389.20
- **C.18.a - Value (excl. sponsor support):** $235698389.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Y5, C.4 - ISIN: US3133ER3Y54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $134515169.80
- **C.18.a - Value (excl. sponsor support):** $134515169.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.714998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Z2, C.4 - ISIN: US3133ER3Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $46127167.21
- **C.18.a - Value (excl. sponsor support):** $46127167.21
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.710002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4V0, C.4 - ISIN: US3133ER4V07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $76846595.67
- **C.18.a - Value (excl. sponsor support):** $76846595.67
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.705001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER5G2, C.4 - ISIN: US3133ER5G21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $465847108.65
- **C.18.a - Value (excl. sponsor support):** $465847108.65
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $168151935.01
- **C.18.a - Value (excl. sponsor support):** $168151935.01
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.700001%
- **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):** $212053239.58
- **C.18.a - Value (excl. sponsor support):** $212053239.58
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.745001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERC74, C.4 - ISIN: US3133ERC748, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $540226251.32
- **C.18.a - Value (excl. sponsor support):** $540226251.32
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.710002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHB0, C.4 - ISIN: US3133ERHB07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99053585.82
- **C.18.a - Value (excl. sponsor support):** $99053585.82
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.755002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $154023351.50
- **C.18.a - Value (excl. sponsor support):** $154023351.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLD1, C.4 - ISIN: US3133ERLD17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $123252673.37
- **C.18.a - Value (excl. sponsor support):** $123252673.37
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.759998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45535067.52
- **C.18.a - Value (excl. sponsor support):** $45535067.52
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.755002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $207117608.10
- **C.18.a - Value (excl. sponsor support):** $207117608.10
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.759998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $142049315.44
- **C.18.a - Value (excl. sponsor support):** $142049315.44
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.800002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $155055066.09
- **C.18.a - Value (excl. sponsor support):** $155055066.09
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.800002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $91889196.24
- **C.18.a - Value (excl. sponsor support):** $91889196.24
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.745001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSX0, C.4 - ISIN: US3133ERSX08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $133266902.49
- **C.18.a - Value (excl. sponsor support):** $133266902.49
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.745001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTH4, C.4 - ISIN: US3133ERTH49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $132196004.10
- **C.18.a - Value (excl. sponsor support):** $132196004.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.745001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTW1, C.4 - ISIN: US3133ERTW16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $266495873.31
- **C.18.a - Value (excl. sponsor support):** $266495873.31
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.714998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV40, C.4 - ISIN: US3133ERV409, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $351683553.71
- **C.18.a - Value (excl. sponsor support):** $351683553.71
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.859999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERW49, C.4 - ISIN: US3133ERW498, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $143493168.79
- **C.18.a - Value (excl. sponsor support):** $143493168.79
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-28
- **C.13 - Final Legal Maturity Date:** 2028-01-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.759998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $340762056.18
- **C.18.a - Value (excl. sponsor support):** $340762056.18
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.750001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $158469614.02
- **C.18.a - Value (excl. sponsor support):** $158469614.02
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.745001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZP9, C.4 - ISIN: US3133ERZP90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $320984712.69
- **C.18.a - Value (excl. sponsor support):** $320984712.69
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZU8, C.4 - ISIN: US3133ERZU85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $94268624.23
- **C.18.a - Value (excl. sponsor support):** $94268624.23
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-12
- **C.13 - Final Legal Maturity Date:** 2027-11-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETER4, C.4 - ISIN: US3133ETER42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1007517791.30
- **C.18.a - Value (excl. sponsor support):** $1007517791.30
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-28
- **C.13 - Final Legal Maturity Date:** 2027-01-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.724999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFM4, C.4 - ISIN: US3133ETFM46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $325636705.32
- **C.18.a - Value (excl. sponsor support):** $325636705.32
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-01
- **C.13 - Final Legal Maturity Date:** 2027-02-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.724999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFT9, C.4 - ISIN: US3133ETFT98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $479973931.20
- **C.18.a - Value (excl. sponsor support):** $479973931.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-05
- **C.13 - Final Legal Maturity Date:** 2027-03-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.719999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGQ4, C.4 - ISIN: US3133ETGQ41, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $81306201.20
- **C.18.a - Value (excl. sponsor support):** $81306201.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-09
- **C.13 - Final Legal Maturity Date:** 2027-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.750001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $310485503.38
- **C.18.a - Value (excl. sponsor support):** $310485503.38
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.827970%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR58, C.4 - ISIN: US3133ETR585, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $182338314.87
- **C.18.a - Value (excl. sponsor support):** $182338314.87
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.710002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT80, C.4 - ISIN: US3133ETT805, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79997173.60
- **C.18.a - Value (excl. sponsor support):** $79997173.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.719999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT98, C.4 - ISIN: US3133ETT987, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $170021137.80
- **C.18.a - Value (excl. sponsor support):** $170021137.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-08-13
- **C.13 - Final Legal Maturity Date:** 2027-08-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.655001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX28, C.4 - ISIN: US3133ETX286, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $76828232.02
- **C.18.a - Value (excl. sponsor support):** $76828232.02
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX36, C.4 - ISIN: US3133ETX369, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $76825125.10
- **C.18.a - Value (excl. sponsor support):** $76825125.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.817969%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX93, C.4 - ISIN: US3133ETX930, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $72017000.00
- **C.18.a - Value (excl. sponsor support):** $72017000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-24
- **C.13 - Final Legal Maturity Date:** 2027-11-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.705001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAX8, C.4 - ISIN: US3133EWAX84, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $185447875.15
- **C.18.a - Value (excl. sponsor support):** $185447875.15
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-21
- **C.13 - Final Legal Maturity Date:** 2028-01-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.674999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBG4, C.4 - ISIN: US3133EWBG43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $418701666.39
- **C.18.a - Value (excl. sponsor support):** $418701666.39
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-28
- **C.13 - Final Legal Maturity Date:** 2027-06-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.750001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBN9, C.4 - ISIN: US3133EWBN93, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $136543608.53
- **C.18.a - Value (excl. sponsor support):** $136543608.53
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-29
- **C.13 - Final Legal Maturity Date:** 2027-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.679999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBP4, C.4 - ISIN: US3133EWBP42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $71369137.14
- **C.18.a - Value (excl. sponsor support):** $71369137.14
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-28
- **C.13 - Final Legal Maturity Date:** 2027-07-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.710002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $214577444.32
- **C.18.a - Value (excl. sponsor support):** $214577444.32
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.705001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBX7, C.4 - ISIN: US3133EWBX75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $151194593.55
- **C.18.a - Value (excl. sponsor support):** $151194593.55
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-03
- **C.13 - Final Legal Maturity Date:** 2028-01-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCA6, C.4 - ISIN: US3133EWCA63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $57689455.41
- **C.18.a - Value (excl. sponsor support):** $57689455.41
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-03
- **C.13 - Final Legal Maturity Date:** 2027-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCB4, C.4 - ISIN: US3133EWCB47, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19219791.46
- **C.18.a - Value (excl. sponsor support):** $19219791.46
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.710002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $165210509.76
- **C.18.a - Value (excl. sponsor support):** $165210509.76
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.660001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCJ7, C.4 - ISIN: US3133EWCJ72, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29080854.60
- **C.18.a - Value (excl. sponsor support):** $29080854.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-04
- **C.13 - Final Legal Maturity Date:** 2027-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.669998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCK4, C.4 - ISIN: US3133EWCK46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $251996463.85
- **C.18.a - Value (excl. sponsor support):** $251996463.85
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-06
- **C.13 - Final Legal Maturity Date:** 2027-05-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCQ1, C.4 - ISIN: US3133EWCQ16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $86289486.46
- **C.18.a - Value (excl. sponsor support):** $86289486.46
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.710002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCS7, C.4 - ISIN: US3133EWCS71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $67098624.45
- **C.18.a - Value (excl. sponsor support):** $67098624.45
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.669998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCW8, C.4 - ISIN: US3133EWCW83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144158807.80
- **C.18.a - Value (excl. sponsor support):** $144158807.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-11
- **C.13 - Final Legal Maturity Date:** 2027-06-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.674999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDD9, C.4 - ISIN: US3133EWDD93, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $259295909.16
- **C.18.a - Value (excl. sponsor support):** $259295909.16
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-13
- **C.13 - Final Legal Maturity Date:** 2027-07-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.710002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $129982279.15
- **C.18.a - Value (excl. sponsor support):** $129982279.15
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.705001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDV9, C.4 - ISIN: US3133EWDV91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100708336.27
- **C.18.a - Value (excl. sponsor support):** $100708336.27
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-18
- **C.13 - Final Legal Maturity Date:** 2028-01-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.669998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEJ5, C.4 - ISIN: US3133EWEJ54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $187208431.47
- **C.18.a - Value (excl. sponsor support):** $187208431.47
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-20
- **C.13 - Final Legal Maturity Date:** 2027-05-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.705001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFD7, C.4 - ISIN: US3133EWFD75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96012443.92
- **C.18.a - Value (excl. sponsor support):** $96012443.92
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.705001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFP0, C.4 - ISIN: US3133EWFP06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43210214.75
- **C.18.a - Value (excl. sponsor support):** $43210214.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-03-02
- **C.13 - Final Legal Maturity Date:** 2028-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGQ7, C.4 - ISIN: US3133EWGQ79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29151535.03
- **C.18.a - Value (excl. sponsor support):** $29151535.03
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-11
- **C.13 - Final Legal Maturity Date:** 2028-01-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.732970%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHJ2, C.4 - ISIN: US3133EWHJ28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $86064912.99
- **C.18.a - Value (excl. sponsor support):** $86064912.99
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.679999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHU7, C.4 - ISIN: US3133EWHU72, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $218005392.62
- **C.18.a - Value (excl. sponsor support):** $218005392.62
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-19
- **C.13 - Final Legal Maturity Date:** 2027-10-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.705001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJA9, C.4 - ISIN: US3133EWJA90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $86148156.88
- **C.18.a - Value (excl. sponsor support):** $86148156.88
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-03-24
- **C.13 - Final Legal Maturity Date:** 2028-03-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWPG9, C.4 - ISIN: US3133EWPG96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $126689390.62
- **C.18.a - Value (excl. sponsor support):** $126689390.62
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.710002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWPQ7, C.4 - ISIN: US3133EWPQ78, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $152654529.82
- **C.18.a - Value (excl. sponsor support):** $152654529.82
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-05-15
- **C.13 - Final Legal Maturity Date:** 2028-05-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.679999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWQH6, C.4 - ISIN: US3133EWQH60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $237347627.36
- **C.18.a - Value (excl. sponsor support):** $237347627.36
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.665002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWQT0, C.4 - ISIN: US3133EWQT09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $164565848.60
- **C.18.a - Value (excl. sponsor support):** $164565848.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-22
- **C.13 - Final Legal Maturity Date:** 2027-06-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.660001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWQW3, C.4 - ISIN: US3133EWQW38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $61152852.01
- **C.18.a - Value (excl. sponsor support):** $61152852.01
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-21
- **C.13 - Final Legal Maturity Date:** 2027-05-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.800002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $404909131.58
- **C.18.a - Value (excl. sponsor support):** $404909131.58
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.759998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $229769278.38
- **C.18.a - Value (excl. sponsor support):** $229769278.38
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.759998%
- **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):** $157698622.41
- **C.18.a - Value (excl. sponsor support):** $157698622.41
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.714998%
- **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):** $725507050.40
- **C.18.a - Value (excl. sponsor support):** $725507050.40
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.759998%
- **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):** $1063122015.79
- **C.18.a - Value (excl. sponsor support):** $1063122015.79
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.759998%
- **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):** $1058457569.97
- **C.18.a - Value (excl. sponsor support):** $1058457569.97
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.759998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1951801566.00
- **C.18.a - Value (excl. sponsor support):** $1951801566.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.700001%
- **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):** $996262595.02
- **C.18.a - Value (excl. sponsor support):** $996262595.02
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $125237294.59
- **C.18.a - Value (excl. sponsor support):** $125237294.59
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.755002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $987690958.70
- **C.18.a - Value (excl. sponsor support):** $987690958.70
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.759998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $863580428.69
- **C.18.a - Value (excl. sponsor support):** $863580428.69
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.710002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1085111546.34
- **C.18.a - Value (excl. sponsor support):** $1085111546.34
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.705001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AG6, C.4 - ISIN: US3135G1AG61, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1083204383.31
- **C.18.a - Value (excl. sponsor support):** $1083204383.31
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-03-06
- **C.13 - Final Legal Maturity Date:** 2028-03-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636673026, C.3 - LEI: 1DU7IM20QESYGDO4HO54, C.5 - Other ID: 6366730267791562NO
- **C.18 - Value (incl. sponsor support):** $237600000.00
- **C.18.a - Value (excl. sponsor support):** $237600000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $237600000.00      | $242352000.00      | U.S. Treasuries (including strips) |

### Security 142: THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY

- **C.1 - Title:** THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636673028, C.3 - LEI: 1DU7IM20QESYGDO4HO54, C.5 - Other ID: 6366730287791563NO
- **C.18 - Value (incl. sponsor support):** $440350000.00
- **C.18.a - Value (excl. sponsor support):** $440350000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $440350000.00      | $449157000.00      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636676321, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 636676321779156OPR
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $40000000.00       | $40800000.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636676323, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6366763237791567PR
- **C.18 - Value (incl. sponsor support):** $4536875.00
- **C.18.a - Value (excl. sponsor support):** $4536875.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $4536875.00        | $4627612.50        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636676325, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 636676325779156TPR
- **C.18 - Value (incl. sponsor support):** $146000000.00
- **C.18.a - Value (excl. sponsor support):** $146000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $146000000.00      | $148920000.00      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636676327, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 636676327779156FPR
- **C.18 - Value (incl. sponsor support):** $18108750.00
- **C.18.a - Value (excl. sponsor support):** $18108750.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $18108750.00       | $18470925.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636676330, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 636676330779156NPR
- **C.18 - Value (incl. sponsor support):** $31610000.00
- **C.18.a - Value (excl. sponsor support):** $31610000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-11-15      | 0.0000%  | 0.0000% | $31610000.00       | $32242200.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636676334, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 636676334779156APR
- **C.18 - Value (incl. sponsor support):** $5174375.00
- **C.18.a - Value (excl. sponsor support):** $5174375.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-05-15      | 0.0000%  | 0.0000% | $5174375.00        | $5277862.50        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636676340, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 636676340779156CPR
- **C.18 - Value (incl. sponsor support):** $13162500.00
- **C.18.a - Value (excl. sponsor support):** $13162500.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 0.0000%  | 0.0000% | $13162500.00       | $13425750.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636676342, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 636676342779156PPR
- **C.18 - Value (incl. sponsor support):** $40875000.00
- **C.18.a - Value (excl. sponsor support):** $40875000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 0.0000%  | 0.0000% | $40875000.00       | $41692500.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636676344, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 636676344779156EPR
- **C.18 - Value (incl. sponsor support):** $15295000.00
- **C.18.a - Value (excl. sponsor support):** $15295000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-08-15      | 0.0000%  | 0.0000% | $15295000.00       | $15600900.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636676356, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 636676356779156DPR
- **C.18 - Value (incl. sponsor support):** $15125000.00
- **C.18.a - Value (excl. sponsor support):** $15125000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $15125000.00       | $15427500.00       | U.S. Treasuries (including strips) |

### Security 153: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636676360, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 636676360779156HPR
- **C.18 - Value (incl. sponsor support):** $20912500.00
- **C.18.a - Value (excl. sponsor support):** $20912500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-05-15      | 0.0000%  | 0.0000% | $20912500.00       | $21330750.00       | U.S. Treasuries (including strips) |

### Security 154: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636676362, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6366763627791569PR
- **C.18 - Value (incl. sponsor support):** $4891250.00
- **C.18.a - Value (excl. sponsor support):** $4891250.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 0.0000%  | 0.0000% | $4891250.00        | $4989075.00        | U.S. Treasuries (including strips) |

### Security 155: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636676368, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 636676368779156JPR
- **C.18 - Value (incl. sponsor support):** $25100000.00
- **C.18.a - Value (excl. sponsor support):** $25100000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 0.0000%  | 0.0000% | $25100000.00       | $25602000.00       | U.S. Treasuries (including strips) |

### Security 156: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636676372, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 636676372779156KPR
- **C.18 - Value (incl. sponsor support):** $27706250.00
- **C.18.a - Value (excl. sponsor support):** $27706250.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $27706250.00       | $28260375.00       | U.S. Treasuries (including strips) |

### Security 157: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636676374, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6366763747791564PR
- **C.18 - Value (incl. sponsor support):** $4350000.00
- **C.18.a - Value (excl. sponsor support):** $4350000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $4350000.00        | $4437000.00        | U.S. Treasuries (including strips) |

### Security 158: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636676376, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 636676376779156SPR
- **C.18 - Value (incl. sponsor support):** $80937500.00
- **C.18.a - Value (excl. sponsor support):** $80937500.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.0000%  | 0.0000% | $80937500.00       | $82556250.00       | U.S. Treasuries (including strips) |

### Security 159: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636676380, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 636676380779156IPR
- **C.18 - Value (incl. sponsor support):** $23625000.00
- **C.18.a - Value (excl. sponsor support):** $23625000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $23625000.00       | $24097500.00       | U.S. Treasuries (including strips) |

### Security 160: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636676383, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6366763837791568PR
- **C.18 - Value (incl. sponsor support):** $4672500.00
- **C.18.a - Value (excl. sponsor support):** $4672500.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.0000%  | 0.0000% | $4672500.00        | $4765950.00        | U.S. Treasuries (including strips) |

### Security 161: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636676385, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 636676385779156MPR
- **C.18 - Value (incl. sponsor support):** $31250000.00
- **C.18.a - Value (excl. sponsor support):** $31250000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-11-15      | 0.0000%  | 0.0000% | $31250000.00       | $31875000.00       | U.S. Treasuries (including strips) |

### Security 162: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636676387, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 636676387779156QPR
- **C.18 - Value (incl. sponsor support):** $41687500.00
- **C.18.a - Value (excl. sponsor support):** $41687500.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $41687500.00       | $42521250.00       | U.S. Treasuries (including strips) |

### Security 163: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636676391, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6366763917791566PR
- **C.18 - Value (incl. sponsor support):** $4466250.00
- **C.18.a - Value (excl. sponsor support):** $4466250.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $4466250.00        | $4555575.00        | U.S. Treasuries (including strips) |

### Security 164: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636676395, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6366763957791562PR
- **C.18 - Value (incl. sponsor support):** $4020500.00
- **C.18.a - Value (excl. sponsor support):** $4020500.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $4020500.00        | $4100910.00        | U.S. Treasuries (including strips) |

### Security 165: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636676397, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 636676397779156GPR
- **C.18 - Value (incl. sponsor support):** $18945000.00
- **C.18.a - Value (excl. sponsor support):** $18945000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 0.0000%  | 0.0000% | $18945000.00       | $19323900.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636676399, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6366763997791561PR
- **C.18 - Value (incl. sponsor support):** $4014000.00
- **C.18.a - Value (excl. sponsor support):** $4014000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $4014000.00        | $4094280.00        | U.S. Treasuries (including strips) |

### Security 167: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636676401, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 636676401779156BPR
- **C.18 - Value (incl. sponsor support):** $5737500.00
- **C.18.a - Value (excl. sponsor support):** $5737500.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 0.0000%  | 0.0000% | $5737500.00        | $5852250.00        | U.S. Treasuries (including strips) |

### Security 168: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636676412, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6366764127791563PR
- **C.18 - Value (incl. sponsor support):** $4340000.00
- **C.18.a - Value (excl. sponsor support):** $4340000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $4340000.00        | $4426800.00        | U.S. Treasuries (including strips) |

### Security 169: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636676414, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6366764147791565PR
- **C.18 - Value (incl. sponsor support):** $4400000.00
- **C.18.a - Value (excl. sponsor support):** $4400000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $4400000.00        | $4488000.00        | U.S. Treasuries (including strips) |

### Security 170: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636676416, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 636676416779156LPR
- **C.18 - Value (incl. sponsor support):** $28750000.00
- **C.18.a - Value (excl. sponsor support):** $28750000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.0000%  | 0.0000% | $28750000.00       | $29325000.00       | U.S. Treasuries (including strips) |

### Security 171: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636676425, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 636676425779156RPR
- **C.18 - Value (incl. sponsor support):** $47530000.00
- **C.18.a - Value (excl. sponsor support):** $47530000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $47530000.00       | $48480600.00       | U.S. Treasuries (including strips) |

### Security 172: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636679539, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 6366795397791562DA
- **C.18 - Value (incl. sponsor support):** $123301470.54
- **C.18.a - Value (excl. sponsor support):** $123301470.54
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $123301470.50      | $125767500.00      | U.S. Treasuries (including strips) |

### Security 173: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636679548, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 6366795487791563DA
- **C.18 - Value (incl. sponsor support):** $274308823.52
- **C.18.a - Value (excl. sponsor support):** $274308823.52
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $274308823.50      | $279795000.00      | U.S. Treasuries (including strips) |

### Security 174: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636679550, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 6366795507791565DA
- **C.18 - Value (incl. sponsor support):** $339276960.79
- **C.18.a - Value (excl. sponsor support):** $339276960.79
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $339276960.80      | $346062500.00      | U.S. Treasuries (including strips) |

### Security 175: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636679552, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 6366795527791566DA
- **C.18 - Value (incl. sponsor support):** $490196078.45
- **C.18.a - Value (excl. sponsor support):** $490196078.45
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $490196078.50      | $500000000.00      | U.S. Treasuries (including strips) |

### Security 176: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636679554, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 6366795547791561DA
- **C.18 - Value (incl. sponsor support):** $43069852.94
- **C.18.a - Value (excl. sponsor support):** $43069852.94
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $43069852.94       | $43931250.00       | U.S. Treasuries (including strips) |

### Security 177: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 636679560, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 6366795607791564DA
- **C.18 - Value (incl. sponsor support):** $295220588.25
- **C.18.a - Value (excl. sponsor support):** $295220588.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $295220588.30      | $301125000.00      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903532E6, C.4 - ISIN: US6903532E65, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1442307.63
- **C.18.a - Value (excl. sponsor support):** $1442307.63
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533N5, C.4 - ISIN: US6903533N55, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $28800000.00
- **C.18.a - Value (excl. sponsor support):** $28800000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2030-03-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533X3, C.4 - ISIN: US6903533X38, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2875603.98
- **C.18.a - Value (excl. sponsor support):** $2875603.98
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2038-09-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534F1, C.4 - ISIN: US6903534F13, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $5357141.22
- **C.18.a - Value (excl. sponsor support):** $5357141.22
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2027-09-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534U8, C.4 - ISIN: US6903534U89, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2415000.00
- **C.18.a - Value (excl. sponsor support):** $2415000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534Y0, C.4 - ISIN: US6903534Y02, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $18000000.54
- **C.18.a - Value (excl. sponsor support):** $18000000.54
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2030-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535F0, C.4 - ISIN: US6903535F04, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1874999.28
- **C.18.a - Value (excl. sponsor support):** $1874999.28
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535K9, C.4 - ISIN: US6903535K98, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2999999.11
- **C.18.a - Value (excl. sponsor support):** $2999999.11
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2027-09-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535N3, C.4 - ISIN: US6903535N38, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2497560.95
- **C.18.a - Value (excl. sponsor support):** $2497560.95
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535X1, C.4 - ISIN: US6903535X10, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1874999.99
- **C.18.a - Value (excl. sponsor support):** $1874999.99
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537A9, C.4 - ISIN: US6903537A98, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $16046513.16
- **C.18.a - Value (excl. sponsor support):** $16046513.16
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2031-12-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537F8, C.4 - ISIN: US6903537F85, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6999999.74
- **C.18.a - Value (excl. sponsor support):** $6999999.74
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2031-08-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903538B6, C.4 - ISIN: US6903538B62, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2833333.60
- **C.18.a - Value (excl. sponsor support):** $2833333.60
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353A31, C.4 - ISIN: US690353A310, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4141285.01
- **C.18.a - Value (excl. sponsor support):** $4141285.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 192: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353A49, C.4 - ISIN: US690353A492, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $10178580.02
- **C.18.a - Value (excl. sponsor support):** $10178580.02
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 193: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353C39, C.4 - ISIN: US690353C399, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6985300.01
- **C.18.a - Value (excl. sponsor support):** $6985300.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 194: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353C96, C.4 - ISIN: US690353C969, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $20886792.61
- **C.18.a - Value (excl. sponsor support):** $20886792.61
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2030-01-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 195: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353D38, C.4 - ISIN: US690353D389, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $19120682.25
- **C.18.a - Value (excl. sponsor support):** $19120682.25
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2028-11-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 196: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353J57, C.4 - ISIN: US690353J576, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2868205.12
- **C.18.a - Value (excl. sponsor support):** $2868205.12
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 197: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353L21, C.4 - ISIN: US690353L218, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $16434606.05
- **C.18.a - Value (excl. sponsor support):** $16434606.05
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 198: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353L62, C.4 - ISIN: US690353L622, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2616975.57
- **C.18.a - Value (excl. sponsor support):** $2616975.57
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 199: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353M46, C.4 - ISIN: US690353M463, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2198259.41
- **C.18.a - Value (excl. sponsor support):** $2198259.41
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 200: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353N52, C.4 - ISIN: US690353N529, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $7850926.46
- **C.18.a - Value (excl. sponsor support):** $7850926.46
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 201: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Q59, C.4 - ISIN: US690353Q597, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $23107825.90
- **C.18.a - Value (excl. sponsor support):** $23107825.90
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 202: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Q67, C.4 - ISIN: US690353Q670, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2850933.09
- **C.18.a - Value (excl. sponsor support):** $2850933.09
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 203: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Q75, C.4 - ISIN: US690353Q753, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $5990600.00
- **C.18.a - Value (excl. sponsor support):** $5990600.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 204: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353T72, C.4 - ISIN: US690353T724, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3230768.42
- **C.18.a - Value (excl. sponsor support):** $3230768.42
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 205: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353V46, C.4 - ISIN: US690353V464, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6569114.50
- **C.18.a - Value (excl. sponsor support):** $6569114.50
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 206: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353W94, C.4 - ISIN: US690353W942, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3648820.00
- **C.18.a - Value (excl. sponsor support):** $3648820.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 207: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Z83, C.4 - ISIN: US690353Z838, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3477766.50
- **C.18.a - Value (excl. sponsor support):** $3477766.50
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 208: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZP5, C.4 - ISIN: US690353ZP52, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6336665.01
- **C.18.a - Value (excl. sponsor support):** $6336665.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 209: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBG5, C.4 - ISIN: US90376PBG54, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $12807693.35
- **C.18.a - Value (excl. sponsor support):** $12807693.35
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2028-06-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2288886696.74
- **C.18.a - Value (excl. sponsor support):** $2288886696.74
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $10452977.22
- **C.18.a - Value (excl. sponsor support):** $10452977.22
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SK4, C.4 - ISIN: US912797SK41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $351903300.47
- **C.18.a - Value (excl. sponsor support):** $351903300.47
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $504610329.34
- **C.18.a - Value (excl. sponsor support):** $504610329.34
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $579518854.42
- **C.18.a - Value (excl. sponsor support):** $579518854.42
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5220821451.34
- **C.18.a - Value (excl. sponsor support):** $5220821451.34
- **C.19 - Percentage of Net Assets:** 1.9400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TN7, C.4 - ISIN: US912797TN70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $228216963.46
- **C.18.a - Value (excl. sponsor support):** $228216963.46
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $126171240.60
- **C.18.a - Value (excl. sponsor support):** $126171240.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $17531845.04
- **C.18.a - Value (excl. sponsor support):** $17531845.04
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4399325350.60
- **C.18.a - Value (excl. sponsor support):** $4399325350.60
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 220: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.4 - ISIN: US912797UB14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $216914807.76
- **C.18.a - Value (excl. sponsor support):** $216914807.76
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $144453892.26
- **C.18.a - Value (excl. sponsor support):** $144453892.26
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UE5, C.4 - ISIN: US912797UE52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1077557417.31
- **C.18.a - Value (excl. sponsor support):** $1077557417.31
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UG0, C.4 - ISIN: US912797UG01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1313937430.49
- **C.18.a - Value (excl. sponsor support):** $1313937430.49
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-17
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UK1, C.4 - ISIN: US912797UK13, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1374730572.00
- **C.18.a - Value (excl. sponsor support):** $1374730572.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UL9, C.4 - ISIN: US912797UL95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $313494732.68
- **C.18.a - Value (excl. sponsor support):** $313494732.68
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UM7, C.4 - ISIN: US912797UM78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $733951611.38
- **C.18.a - Value (excl. sponsor support):** $733951611.38
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-11-05
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UN5, C.4 - ISIN: US912797UN51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $70507310.10
- **C.18.a - Value (excl. sponsor support):** $70507310.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UU9, C.4 - ISIN: US912797UU94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19509108.41
- **C.18.a - Value (excl. sponsor support):** $19509108.41
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UV7, C.4 - ISIN: US912797UV77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1454829386.46
- **C.18.a - Value (excl. sponsor support):** $1454829386.46
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-25
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UW5, C.4 - ISIN: US912797UW50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1589401381.59
- **C.18.a - Value (excl. sponsor support):** $1589401381.59
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UY1, C.4 - ISIN: US912797UY17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1414404941.53
- **C.18.a - Value (excl. sponsor support):** $1414404941.53
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-11-12
- **C.12 - Maturity Date (WAL):** 2026-11-12
- **C.13 - Final Legal Maturity Date:** 2026-11-12
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UZ8, C.4 - ISIN: US912797UZ81, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $192098060.40
- **C.18.a - Value (excl. sponsor support):** $192098060.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-11-19
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VB0, C.4 - ISIN: US912797VB05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $967112593.26
- **C.18.a - Value (excl. sponsor support):** $967112593.26
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-09-08
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VC8, C.4 - ISIN: US912797VC87, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1808571843.03
- **C.18.a - Value (excl. sponsor support):** $1808571843.03
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VD6, C.4 - ISIN: US912797VD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $552257659.20
- **C.18.a - Value (excl. sponsor support):** $552257659.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-22
- **C.12 - Maturity Date (WAL):** 2026-09-22
- **C.13 - Final Legal Maturity Date:** 2026-09-22
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VE4, C.4 - ISIN: US912797VE44, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $206511319.71
- **C.18.a - Value (excl. sponsor support):** $206511319.71
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-09-29
- **C.12 - Maturity Date (WAL):** 2026-09-29
- **C.13 - Final Legal Maturity Date:** 2026-09-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 2.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828X88, C.4 - ISIN: US912828X885, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $265045448.95
- **C.18.a - Value (excl. sponsor support):** $265045448.95
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-05-15
- **C.12 - Maturity Date (WAL):** 2027-05-15
- **C.13 - Final Legal Maturity Date:** 2027-05-15
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZE3, C.4 - ISIN: US912828ZE35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $219719877.27
- **C.18.a - Value (excl. sponsor support):** $219719877.27
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZN3, C.4 - ISIN: US912828ZN34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $596689829.12
- **C.18.a - Value (excl. sponsor support):** $596689829.12
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $10940984.29
- **C.18.a - Value (excl. sponsor support):** $10940984.29
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 2.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEF4, C.4 - ISIN: US91282CEF41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1041910859.09
- **C.18.a - Value (excl. sponsor support):** $1041910859.09
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 2.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEN7, C.4 - ISIN: US91282CEN74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $743950320.73
- **C.18.a - Value (excl. sponsor support):** $743950320.73
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CET4, C.4 - ISIN: US91282CET45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $483902700.37
- **C.18.a - Value (excl. sponsor support):** $483902700.37
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKE0, C.4 - ISIN: US91282CKE02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $102416793.71
- **C.18.a - Value (excl. sponsor support):** $102416793.71
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2027-03-15
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKR1, C.4 - ISIN: US91282CKR15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $331424166.59
- **C.18.a - Value (excl. sponsor support):** $331424166.59
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2027-05-15
- **C.12 - Maturity Date (WAL):** 2027-05-15
- **C.13 - Final Legal Maturity Date:** 2027-05-15
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 246: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.809970%
- **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):** $166447766.52
- **C.18.a - Value (excl. sponsor support):** $166447766.52
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 247: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $12590776.99
- **C.18.a - Value (excl. sponsor support):** $12590776.99
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 248: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.832970%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1955001729.70
- **C.18.a - Value (excl. sponsor support):** $1955001729.70
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 249: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.725968%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $451548217.26
- **C.18.a - Value (excl. sponsor support):** $451548217.26
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 250: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3416028228.75
- **C.18.a - Value (excl. sponsor support):** $3416028228.75
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 251: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.787970%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6977994454.57
- **C.18.a - Value (excl. sponsor support):** $6977994454.57
- **C.19 - Percentage of Net Assets:** 2.6000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 252: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMY4, C.4 - ISIN: US91282CMY48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2630728367.66
- **C.18.a - Value (excl. sponsor support):** $2630728367.66
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 253: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNE7, C.4 - ISIN: US91282CNE74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1304478811.32
- **C.18.a - Value (excl. sponsor support):** $1304478811.32
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 254: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.792060%
- **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):** $2806891352.07
- **C.18.a - Value (excl. sponsor support):** $2806891352.07
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 255: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.823060%
- **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):** $758753536.13
- **C.18.a - Value (excl. sponsor support):** $758753536.13
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 256: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.732062%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2497033019.65
- **C.18.a - Value (excl. sponsor support):** $2497033019.65
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 257: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.736062%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CQM6, C.4 - ISIN: US91282CQM63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2992991258.18
- **C.18.a - Value (excl. sponsor support):** $2992991258.18
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-30
- **C.13 - Final Legal Maturity Date:** 2028-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 258: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR053BE7, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: TPR053BE77791563BA
- **C.18 - Value (incl. sponsor support):** $493999407.20
- **C.18.a - Value (excl. sponsor support):** $493999407.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-06-01      | 5.0000%  | 0.0000% | $25470628.00       | $25697543.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $26428485.00       | $26306861.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $27090518.00       | $27028999.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $12727756.00       | $12674095.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 3.5000%  | 0.0000% | $32428098.00       | $28978522.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | 0.0000% | $34772384.00       | $26461240.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | 0.0000% | $43202503.00       | $29605247.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 4.0000%  | 0.0000% | $41420086.00       | $29122473.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.5000%  | 0.0000% | $49388710.00       | $29517766.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-04-01      | 4.5000%  | 0.0000% | $27875306.00       | $27164672.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $33723150.00       | $29746879.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $28365653.00       | $27564170.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $437660.00         | $435988.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-03-01      | 2.0000%  | 0.0000% | $33404204.00       | $28147661.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $27791740.00       | $26542096.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $28573865.00       | $28248021.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.0000%  | 0.0000% | $40286000.00       | $25651990.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $26248795.00       | $25699087.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $26388697.00       | $27314530.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $35000000.00       | $26912159.00       | Agency Mortgage-Backed Securities |

### Security 259: HSBC SECURITIES (USA) INC.

- **C.1 - Title:** HSBC SECURITIES (USA) INC. 3.620002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR055BBD, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: TPR055BBD7791562HS
- **C.18 - Value (incl. sponsor support):** $961000000.00
- **C.18.a - Value (excl. sponsor support):** $961000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TINT 08/15/49   | 2049-08-15      | 0.0000%  | 0.0000% | $21743985.00       | $6516781.00        | U.S. Treasuries (including strips) |
| TINT 02/15/43   | 2043-02-15      | 0.0000%  | 0.0000% | $281337856.00      | $119939111.00      | U.S. Treasuries (including strips) |
| TINT 11/15/40   | 2040-11-15      | 0.0000%  | 0.0000% | $35231908.00       | $17217375.00       | U.S. Treasuries (including strips) |
| TINT 05/15/40   | 2040-05-15      | 0.0000%  | 0.0000% | $38501007.00       | $19403969.00       | U.S. Treasuries (including strips) |
| TINT 11/15/51   | 2051-11-15      | 0.0000%  | 0.0000% | $116619837.00      | $31245137.00       | U.S. Treasuries (including strips) |
| TINT 05/15/37   | 2037-05-15      | 0.0000%  | 0.0000% | $49661901.00       | $29903566.00       | U.S. Treasuries (including strips) |
| TINT 02/15/28   | 2028-02-15      | 0.0000%  | 0.0000% | $55846175.00       | $52167755.00       | U.S. Treasuries (including strips) |
| TINT 02/15/27   | 2027-02-15      | 0.0000%  | 0.0000% | $54922117.00       | $53472393.00       | U.S. Treasuries (including strips) |
| TINT 11/15/33   | 2033-11-15      | 0.0000%  | 0.0000% | $52738176.00       | $38188293.00       | U.S. Treasuries (including strips) |
| TINT 05/15/32   | 2032-05-15      | 0.0000%  | 0.0000% | $53013504.00       | $41238887.00       | U.S. Treasuries (including strips) |
| TINT 02/15/33   | 2033-02-15      | 0.0000%  | 0.0000% | $32509788.00       | $24404513.00       | U.S. Treasuries (including strips) |
| TINT 08/15/31   | 2031-08-15      | 0.0000%  | 0.0000% | $50314515.00       | $40480845.00       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 30 | 2030-07-15      | 0.1250%  | 0.0000% | $41658300.00       | $50783002.00       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53   | 2053-08-15      | 4.1250%  | 0.0000% | $21877100.00       | $19238828.00       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52   | 2052-02-15      | 2.2500%  | 0.0000% | $101046000.00      | $60946899.00       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51   | 2051-05-15      | 2.3750%  | 0.0000% | $106365600.00      | $66042990.00       | U.S. Treasuries (including strips) |
| 4 3/4 TPRN 55   | 2055-05-15      | 0.0000%  | 0.0000% | $790843000.00      | $185086523.00      | U.S. Treasuries (including strips) |
| 4 1/4 TPRN 54   | 2054-08-15      | 0.0000%  | 0.0000% | $80677800.00       | $19474814.00       | U.S. Treasuries (including strips) |
| 3 7/8 TPRN 43   | 2043-05-15      | 0.0000%  | 0.0000% | $4000000.00        | $1714364.00        | U.S. Treasuries (including strips) |
| 3 5/8 TPRN 53   | 2053-05-15      | 0.0000%  | 0.0000% | $71880000.00       | $18245732.00       | U.S. Treasuries (including strips) |
| 2 TPRN 41       | 2041-11-15      | 0.0000%  | 0.0000% | $2100000.00        | $983554.00         | U.S. Treasuries (including strips) |
| 1 3/8 TPRN 50   | 2050-08-15      | 0.0000%  | 0.0000% | $133181200.00      | $38704987.00       | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 45   | 2045-08-15      | 0.0000%  | 0.0000% | $4825100.00        | $1819994.00        | U.S. Treasuries (including strips) |
| 3 TPRN 44       | 2044-11-15      | 0.0000%  | 0.0000% | $37204200.00       | $14620395.00       | U.S. Treasuries (including strips) |
| 3 5/8 TPRN 44   | 2044-02-15      | 0.0000%  | 0.0000% | $57333000.00       | $23498675.00       | U.S. Treasuries (including strips) |
| 2 3/4 TPRN 42   | 2042-11-15      | 0.0000%  | 0.0000% | $715600.00         | $315835.00         | U.S. Treasuries (including strips) |
| 3 TPRN 42       | 2042-05-15      | 0.0000%  | 0.0000% | $10678300.00       | $4860485.00        | U.S. Treasuries (including strips) |

### Security 260: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 3.629999%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR055C27, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54, C.5 - Other ID: TPR055C27779156HSB
- **C.18 - Value (incl. sponsor support):** $1424000000.00
- **C.18.a - Value (excl. sponsor support):** $1424000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TINT 11/15/27    | 2027-11-15      | 0.0000%  | 0.0000% | $16999892.00       | $16056075.00       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 28 | 2028-03-31      | 3.8750%  | 0.0000% | $89000000.00       | $89370826.00       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE W 31  | 2031-03-31      | 3.8750%  | 0.0000% | $25657400.00       | $25530283.00       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BM 27 | 2027-12-31      | 3.3750%  | 0.0000% | $35300000.00       | $35463600.00       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  | 0.0000% | $51223000.00       | $50653068.00       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  | 0.0000% | $55000000.00       | $55000444.00       | U.S. Treasuries (including strips) |
| 1 5/8 TRIN X 30  | 2030-04-15      | 1.6250%  | 0.0000% | $5600000.00        | $5827199.00        | U.S. Treasuries (including strips) |
| 4 NOTE W 30      | 2030-03-31      | 4.0000%  | 0.0000% | $6433500.00        | $6453206.00        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  | 0.0000% | $17185900.00       | $17287390.00       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28 | 2028-02-15      | 4.2500%  | 0.0000% | $31120000.00       | $31627335.00       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | 0.0000% | $21600000.00       | $22260496.00       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  | 0.0000% | $19644500.00       | $20073366.00       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26 | 2026-11-30      | 4.2500%  | 0.0000% | $54398800.00       | $55673173.00       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  | 0.0000% | $5000000.00        | $5018616.00        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | 0.0000% | $87170000.00       | $86571129.00       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | 0.0000% | $7700000.00        | $7606345.00        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  | 0.0000% | $8700000.00        | $8611244.00        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  | 0.0000% | $13886000.00       | $14178352.00       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | 0.0000% | $4890800.00        | $4984374.00        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  | 0.0000% | $10000100.00       | $10156252.00       | U.S. Treasuries (including strips) |
| 4 NOTE U 29      | 2029-01-31      | 4.0000%  | 0.0000% | $31000000.00       | $31365976.00       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | 0.0000% | $493500.00         | $500377.00         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  | 0.0000% | $14288800.00       | $14679950.00       | U.S. Treasuries (including strips) |
| 1 1/4 TRIN X 28  | 2028-04-15      | 1.2500%  | 0.0000% | $48135000.00       | $52831865.00       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  | 0.0000% | $8704800.00        | $8813471.00        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  | 0.0000% | $64000000.00       | $63671763.00       | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32  | 2032-07-15      | 0.6250%  | 0.0000% | $2478400.00        | $2652214.00        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | 0.0000% | $104404100.00      | $97187140.00       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  | 0.0000% | $26900000.00       | $26644612.00       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  | 0.0000% | $30000000.00       | $26048479.00       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  | 0.0000% | $24516000.00       | $21483983.00       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  | 0.0000% | $18200000.00       | $22186470.00       | U.S. Treasuries (including strips) |
| 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  | 0.0000% | $20500000.00       | $25562295.00       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | 0.0000% | $54624600.00       | $52146857.00       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | 0.0000% | $5000000.00        | $4856200.00        | U.S. Treasuries (including strips) |
| 0 1/2 TRIN A 28  | 2028-01-15      | 0.5000%  | 0.0000% | $13320700.00       | $17592966.00       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  | 0.0000% | $9289000.00        | $9165437.00        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-11-15      | 4.6250%  | 0.0000% | $28956600.00       | $27394898.00       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  | 0.0000% | $13148900.00       | $12841836.00       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  | 0.0000% | $60197000.00       | $55726648.00       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  | 0.0000% | $89900.00          | $86686.00          | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  | 0.0000% | $70765700.00       | $66873764.00       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  | 0.0000% | $500200.00         | $449300.00         | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  | 0.0000% | $601900.00         | $413765.00         | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  | 0.0000% | $5400000.00        | $3375216.00        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | 0.0000% | $4214400.00        | $2061998.00        | U.S. Treasuries (including strips) |
| 2 BOND 50        | 2050-02-15      | 2.0000%  | 0.0000% | $38300000.00       | $22339571.00       | U.S. Treasuries (including strips) |
| 1 TRIB 49        | 2049-02-15      | 1.0000%  | 0.0000% | $28000000.00       | $26167620.00       | U.S. Treasuries (including strips) |
| 1 TRIB 48        | 2048-02-15      | 1.0000%  | 0.0000% | $4700000.00        | $4548527.00        | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-02-15      | 3.0000%  | 0.0000% | $8232200.00        | $6091926.00        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  | 0.0000% | $21790000.00       | $15480217.00       | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-05-15      | 3.0000%  | 0.0000% | $17843000.00       | $13189890.00       | U.S. Treasuries (including strips) |
| 0 7/8 TRIB 47    | 2047-02-15      | 0.8750%  | 0.0000% | $470500.00         | $459282.00         | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  | 0.0000% | $751000.00         | $491151.00         | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  | 0.0000% | $12500000.00       | $8541801.00        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  | 0.0000% | $38310000.00       | $26517387.00       | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-11-15      | 3.0000%  | 0.0000% | $1200000.00        | $902032.00         | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  | 0.0000% | $4556000.00        | $3396435.00        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  | 0.0000% | $10300000.00       | $7247804.00        | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  | 0.0000% | $7800000.00        | $6726163.00        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  | 0.0000% | $70450000.00       | $53864362.00       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  | 0.0000% | $2500000.00        | $1893353.00        | U.S. Treasuries (including strips) |
| 3 3/8 TRIB 32    | 2032-04-15      | 3.3750%  | 0.0000% | $8075100.00        | $16483680.00       | U.S. Treasuries (including strips) |
| 6 3/8 BOND 27    | 2027-08-15      | 6.3750%  | 0.0000% | $6628700.00        | $6941043.00        | U.S. Treasuries (including strips) |
| BILL 06/04/26    | 2026-06-04      | 0.0000%  | 0.0000% | $15158000.00       | $15153453.00       | U.S. Treasuries (including strips) |
| BILL 10/01/26    | 2026-10-01      | 0.0000%  | 0.0000% | $413200.00         | $408136.00         | U.S. Treasuries (including strips) |
| BILL 09/03/26    | 2026-09-03      | 0.0000%  | 0.0000% | $1068700.00        | $1058682.00        | U.S. Treasuries (including strips) |

### Security 261: CITIBANK, NATIONAL ASSOCIATION

- **C.1 - Title:** CITIBANK, NATIONAL ASSOCIATION 3.629999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR055D1A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: TPR055D1A779156CIT
- **C.18 - Value (incl. sponsor support):** $988000000.00
- **C.18.a - Value (excl. sponsor support):** $988000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA5465 M                         | 2048-09-20      | 3.5000%  | 0.0000% | $3276000.00        | $334293.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6222 M                         | 2049-10-20      | 5.0000%  | 0.0000% | $4791984.00        | $551999.00         | Agency Mortgage-Backed Securities |
| GNII SF MA4900 M                         | 2047-12-20      | 3.5000%  | 0.0000% | $112538400.00      | $13017107.00       | Agency Mortgage-Backed Securities |
| GNII SF MA4195 M                         | 2047-01-20      | 3.0000%  | 0.0000% | $24840000.00       | $3267945.00        | Agency Mortgage-Backed Securities |
| GNII SF MA4127 M                         | 2046-12-20      | 3.5000%  | 0.0000% | $13922150.00       | $1815813.00        | Agency Mortgage-Backed Securities |
| GNII SF MA3875 M                         | 2046-08-20      | 4.0000%  | 0.0000% | $21442579.00       | $2002224.00        | Agency Mortgage-Backed Securities |
| GNII SF MA3873 M                         | 2046-08-20      | 3.0000%  | 0.0000% | $29457947.00       | $3381727.00        | Agency Mortgage-Backed Securities |
| GNII SF MA3662 M                         | 2046-05-20      | 3.0000%  | 0.0000% | $20662367.00       | $2166195.00        | Agency Mortgage-Backed Securities |
| GNII SF MA3243 M                         | 2045-11-20      | 3.0000%  | 0.0000% | $18325758.00       | $2010053.00        | Agency Mortgage-Backed Securities |
| GNII SF MA3105 M                         | 2045-09-20      | 3.5000%  | 0.0000% | $17046000.00       | $1469875.00        | Agency Mortgage-Backed Securities |
| GNII SF MA3034 M                         | 2045-08-20      | 3.5000%  | 0.0000% | $19435681.00       | $1682299.00        | Agency Mortgage-Backed Securities |
| GNII SF MA2962 M                         | 2045-07-20      | 4.0000%  | 0.0000% | $23892310.00       | $1829926.00        | Agency Mortgage-Backed Securities |
| GNII SF MA2891 M                         | 2045-06-20      | 3.0000%  | 0.0000% | $29589460.00       | $2707806.00        | Agency Mortgage-Backed Securities |
| GNII SF MA2826 M                         | 2045-05-20      | 3.5000%  | 0.0000% | $24835800.00       | $1832729.00        | Agency Mortgage-Backed Securities |
| GNII SF MA2754 M                         | 2045-04-20      | 3.5000%  | 0.0000% | $17813187.00       | $1221224.00        | Agency Mortgage-Backed Securities |
| GNII SF MA2753 M                         | 2045-04-20      | 3.0000%  | 0.0000% | $24969012.00       | $2088958.00        | Agency Mortgage-Backed Securities |
| GNII SF MA3596 M                         | 2046-04-20      | 3.0000%  | 0.0000% | $17117214.00       | $1638582.00        | Agency Mortgage-Backed Securities |
| GNII SF MA3521 M                         | 2046-03-20      | 3.5000%  | 0.0000% | $48651972.00       | $4432906.00        | Agency Mortgage-Backed Securities |
| GNII SF MA2522 M                         | 2045-01-20      | 4.0000%  | 0.0000% | $32041667.00       | $2320335.00        | Agency Mortgage-Backed Securities |
| GNII SF MA2520 M                         | 2045-01-20      | 3.0000%  | 0.0000% | $35984000.00       | $2973607.00        | Agency Mortgage-Backed Securities |
| GNII SF MA2679 M                         | 2045-03-20      | 4.0000%  | 0.0000% | $32364017.00       | $2983527.00        | Agency Mortgage-Backed Securities |
| GNII SF MA2603 M                         | 2045-02-20      | 4.5000%  | 0.0000% | $49999000.00       | $2917937.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1060.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $2058.00           | $2138.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $2399224.00        | $2310709.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.5000%  | 0.0000% | $4081675.00        | $4372691.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1131399.00        | $1015557.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1318284.00        | $1419656.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.0000%  | 0.0000% | $9949.00           | $9776.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1103240.00        | $1141074.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.5000%  | 0.0000% | $804286.00         | $739410.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 6.5000%  | 0.0000% | $13288.00          | $12459.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.0000%  | 0.0000% | $2872132.00        | $1961470.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1143194.00        | $1185970.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.5000%  | 0.0000% | $13717760.00       | $13885885.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.0000%  | 0.0000% | $637911.00         | $561992.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 7.0000%  | 0.0000% | $1892806.00        | $2004242.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.5000%  | 0.0000% | $10903960.00       | $7320604.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.5000%  | 0.0000% | $3594630.00        | $3330636.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.5000%  | 0.0000% | $2636262.00        | $2576253.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.5000%  | 0.0000% | $2297382.00        | $2080522.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 8.0000%  | 0.0000% | $1566000.00        | $966077.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 8.0000%  | 0.0000% | $1681610.00        | $1231320.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.5000%  | 0.0000% | $5131765.00        | $4081794.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $2303968.00        | $2176977.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.5000%  | 0.0000% | $5830367.00        | $4325350.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.5000%  | 0.0000% | $34877527.00       | $23508981.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.0000%  | 0.0000% | $53727040.00       | $29012504.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 4.0000%  | 0.0000% | $4372467.00        | $2999699.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 4.0000%  | 0.0000% | $7095680.00        | $4232229.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 4.0000%  | 0.0000% | $10071508.00       | $4918716.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.6250%  | 0.0000% | $2710967.00        | $2148587.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $7817724.00        | $3616059.00        | Agency Mortgage-Backed Securities |
| GNII SF CL4955 C                         | 2052-03-20      | 3.0000%  | 0.0000% | $3218360.00        | $1435523.00        | Agency Mortgage-Backed Securities |
| GNII SF CK9285 C                         | 2052-03-20      | 4.0000%  | 0.0000% | $5499761.00        | $4061885.00        | Agency Mortgage-Backed Securities |
| GNII SF CK8204 C                         | 2052-02-20      | 3.0000%  | 0.0000% | $4999000.00        | $3774431.00        | Agency Mortgage-Backed Securities |
| GNII SF CK1532 C                         | 2051-11-20      | 2.5000%  | 0.0000% | $1631734.00        | $1138723.00        | Agency Mortgage-Backed Securities |
| GNII SF CH6381 C                         | 2051-10-20      | 3.5000%  | 0.0000% | $4532907.00        | $3468764.00        | Agency Mortgage-Backed Securities |
| GNII SF CH3468 C                         | 2051-09-20      | 2.5000%  | 0.0000% | $2415549.00        | $1451145.00        | Agency Mortgage-Backed Securities |
| GNII SF CE3762 C                         | 2051-08-20      | 4.0000%  | 0.0000% | $2611568.00        | $1968845.00        | Agency Mortgage-Backed Securities |
| GNII SF CB4371 C                         | 2051-09-20      | 4.0000%  | 0.0000% | $7338340.00        | $2747067.00        | Agency Mortgage-Backed Securities |
| GNII SF BX2402 C                         | 2050-10-20      | 2.5000%  | 0.0000% | $22590114.00       | $8994335.00        | Agency Mortgage-Backed Securities |
| GNII SF CO6774 C                         | 2052-08-20      | 4.5000%  | 0.0000% | $1301987.00        | $1174873.00        | Agency Mortgage-Backed Securities |
| GNII SF MA9664 M                         | 2054-05-20      | 3.5000%  | 0.0000% | $17748895.00       | $12944465.00       | Agency Mortgage-Backed Securities |
| GNII SF MA9363 M                         | 2053-12-20      | 6.0000%  | 0.0000% | $51527168.00       | $25349226.00       | Agency Mortgage-Backed Securities |
| GNII SF MA9305 M                         | 2053-11-20      | 5.5000%  | 0.0000% | $6756465.00        | $4848920.00        | Agency Mortgage-Backed Securities |
| GNII SF MA9241 M                         | 2053-10-20      | 5.5000%  | 0.0000% | $3416088.00        | $2360741.00        | Agency Mortgage-Backed Securities |
| GNII SF MA9173 M                         | 2053-09-20      | 6.5000%  | 0.0000% | $12339718.00       | $4696783.00        | Agency Mortgage-Backed Securities |
| GNII SF MA9171 M                         | 2053-09-20      | 5.5000%  | 0.0000% | $220843650.00      | $146332024.00      | Agency Mortgage-Backed Securities |
| GNII SF MA9782 M                         | 2054-07-20      | 7.0000%  | 0.0000% | $18714985.00       | $6519429.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8801 M                         | 2053-04-20      | 5.5000%  | 0.0000% | $33190104.00       | $21192308.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8570 M                         | 2053-01-20      | 5.5000%  | 0.0000% | $52551280.00       | $31269566.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8491 M                         | 2052-12-20      | 5.5000%  | 0.0000% | $6053656.00        | $3676002.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8268 M                         | 2052-09-20      | 4.5000%  | 0.0000% | $15411440.00       | $10882278.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8148 M                         | 2052-07-20      | 3.0000%  | 0.0000% | $6741774.00        | $4222997.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8948 M                         | 2053-06-20      | 5.5000%  | 0.0000% | $303384.00         | $205440.00         | Agency Mortgage-Backed Securities |
| GNII SF MA8874 M                         | 2053-05-20      | 3.0000%  | 0.0000% | $7349490.00        | $4711969.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7939 M                         | 2052-03-20      | 4.0000%  | 0.0000% | $3046166.00        | $1890998.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7937 M                         | 2052-03-20      | 3.0000%  | 0.0000% | $1267115.00        | $775085.00         | Agency Mortgage-Backed Securities |
| GNII SF MA7767 M                         | 2051-12-20      | 2.5000%  | 0.0000% | $2721172.00        | $1597403.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7706 M                         | 2051-11-20      | 3.0000%  | 0.0000% | $1934160.00        | $1110938.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7533 M                         | 2051-08-20      | 2.0000%  | 0.0000% | $2297000.00        | $1227546.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7475 M                         | 2051-07-20      | 4.0000%  | 0.0000% | $6639000.00        | $2883421.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7473 M                         | 2051-07-20      | 3.0000%  | 0.0000% | $71054.00          | $35707.00          | Agency Mortgage-Backed Securities |
| GNII SF MA7418 M                         | 2051-06-20      | 2.5000%  | 0.0000% | $24510624.00       | $12723646.00       | Agency Mortgage-Backed Securities |
| GNII SF MA7371 M                         | 2051-05-20      | 4.5000%  | 0.0000% | $52530.00          | $16722.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $1399.00           | $1428.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $4282.00           | $4244.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.0000%  | 0.0000% | $2438.00           | $2542.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.0000%  | 0.0000% | $64205.00          | $63367.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $4000.00           | $3816.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $9000.00           | $8462.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $1043993.00        | $638497.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-06-01      | 5.0000%  | 0.0000% | $320000.00         | $318149.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 4.0000%  | 0.0000% | $6000.00           | $5063.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 3.0000%  | 0.0000% | $1000.00           | $680.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 3.5000%  | 0.0000% | $2000.00           | $1475.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $3000.00           | $1970.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $648.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $643.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $626.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.0000%  | 0.0000% | $551000.00         | $287319.00         | Agency Mortgage-Backed Securities |
| GNII SF MA8098 M                         | 2052-06-20      | 3.0000%  | 0.0000% | $2000.00           | $1274.00           | Agency Mortgage-Backed Securities |
| GNII SF MA8046 M                         | 2052-05-20      | 4.5000%  | 0.0000% | $3009119.00        | $2066029.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8044 M                         | 2052-05-20      | 3.5000%  | 0.0000% | $1596740.00        | $1041536.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8042 M                         | 2052-05-20      | 2.5000%  | 0.0000% | $8289.00           | $5095.00           | Agency Mortgage-Backed Securities |
| GNII SF MA7990 M                         | 2052-04-20      | 4.0000%  | 0.0000% | $8518000.00        | $5621838.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7989 M                         | 2052-04-20      | 3.5000%  | 0.0000% | $14644520.00       | $9544470.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7988 M                         | 2052-04-20      | 3.0000%  | 0.0000% | $1000.00           | $629.00            | Agency Mortgage-Backed Securities |
| GNII SF MA6710 M                         | 2050-06-20      | 3.0000%  | 0.0000% | $23526024.00       | $5557089.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6709 M                         | 2050-06-20      | 2.5000%  | 0.0000% | $1351053.00        | $371212.00         | Agency Mortgage-Backed Securities |
| GNII SF MA7192 M                         | 2051-02-20      | 2.0000%  | 0.0000% | $160604160.00      | $76261595.00       | Agency Mortgage-Backed Securities |
| GNII SF MA5930 M                         | 2049-05-20      | 3.5000%  | 0.0000% | $14696310.00       | $1336916.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 2.0000%  | 0.0000% | $40995.00          | $19703.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.0000%  | 0.0000% | $2000.00           | $503.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.0000%  | 0.0000% | $1000.00           | $93.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $10000.00          | $6147.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $165.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-07-01      | 3.0000%  | 0.0000% | $5000.00           | $710.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $5000.00           | $3005.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 3.0000%  | 0.0000% | $1000.00           | $461.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1732.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $60524826.00       | $59646309.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $51092181.00       | $50032645.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $59523130.00       | $57941702.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-20      | 4.0000%  | 0.0000% | $492576.00         | $22233.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-20      | 3.5000%  | 0.0000% | $18681973.00       | $1057075.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $292162.00         | $302674.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $587220.00         | $584701.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $888244.00         | $920204.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.5000%  | 0.0000% | $212437.00         | $224003.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $2107288.00        | $1941813.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $963790.00         | $1013421.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $105099.00         | $110175.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.5000%  | 0.0000% | $4668.00           | $4820.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1140014.00        | $772971.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1116299.00        | $1167545.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1905128.00        | $1991181.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1152424.00        | $484596.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $938417.00         | $682671.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $1138433.00        | $1188153.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 4.5000%  | 0.0000% | $6143072.00        | $5915139.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 4.0000%  | 0.0000% | $68654174.00       | $63820697.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 4.5000%  | 0.0000% | $11331420.00       | $10797651.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.0000%  | 0.0000% | $2028685.00        | $1927054.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 4.0000%  | 0.0000% | $1209352.00        | $1111069.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $44721.00          | $26862.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 4.5000%  | 0.0000% | $63947404.00       | $60278536.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $1474728.00        | $1075878.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 7.0000%  | 0.0000% | $13089136.00       | $5561922.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 4.0000%  | 0.0000% | $51999424.00       | $48098833.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $1984036.00        | $2074660.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 8.0000%  | 0.0000% | $2005124.00        | $2092655.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $166910.00         | $176452.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1944538.00        | $2046842.00        | Agency Mortgage-Backed Securities |

### Security 262: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE 3.620002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR056ABB, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: TPR056ABB7791561SO
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  | 0.0000% | $381633300.00      | $381483851.00      | U.S. Treasuries (including strips) |
| 4 NOTE F 35      | 2035-11-15      | 4.0000%  | 0.0000% | $53767700.00       | $52016149.00       | U.S. Treasuries (including strips) |

### Security 263: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE 3.620002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR058EAC, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: TPR058EAC7791562SO
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 NOTE F 35   | 2035-11-15      | 4.0000%  | 0.0000% | $448097400.00      | $433500062.00      | U.S. Treasuries (including strips) |

### Security 264: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE 3.620002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR0595F4, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: TPR0595F4779156SOC
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 NOTE F 35      | 2035-11-15      | 4.0000%  | 0.0000% | $378157700.00      | $365838736.00      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AK 29 | 2029-02-15      | 3.5000%  | 0.0000% | $67977500.00       | $67661307.00       | U.S. Treasuries (including strips) |

### Security 265: WELLS FARGO BANK, NATIONAL ASSOCIATION

- **C.1 - Title:** WELLS FARGO BANK, NATIONAL ASSOCIATION 3.620002%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR059CC1, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: TPR059CC17791563WE
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 1.8600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $19610308.00       | $19268356.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $29192698.00       | $28556809.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $100000000.00      | $96452310.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $100000000.00      | $99274878.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $342620018.00      | $340972811.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $364135717.00      | $344038920.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $150000000.00      | $145376657.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $100000000.00      | $94493658.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $100000000.00      | $92004072.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.0000%  | 0.0000% | $110000000.00      | $85497532.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.5000%  | 0.0000% | $44200909.00       | $37176151.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $56354569.00       | $44805005.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-10-27      | 0.8000%  | 0.0000% | $500000.00         | $494121.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-07-15      | 0.0000%  | 0.0000% | $10000000.00       | $7644350.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 3.0000%  | 0.0000% | $5000000.00        | $927170.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.0000%  | 0.0000% | $1719043.00        | $1346640.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $3072615.00        | $2228339.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.5000%  | 0.0000% | $2419368.00        | $1528058.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-10-01      | 1.5000%  | 0.0000% | $531504.00         | $349885.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 2.0000%  | 0.0000% | $560000.00         | $253488.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 3.0000%  | 0.0000% | $300000000.00      | $54678183.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $50941408.00       | $36125172.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-09-01      | 3.0000%  | 0.0000% | $500000000.00      | $92847626.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-09-01      | 3.0000%  | 0.0000% | $350000000.00      | $51891175.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.0000%  | 0.0000% | $6000000.00        | $701956.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 4.0000%  | 0.0000% | $100000000.00      | $14518720.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $16280846.00       | $12366114.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.5000%  | 0.0000% | $750000000.00      | $63564107.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.0000%  | 0.0000% | $300000000.00      | $29447875.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $2375000.00        | $1934093.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 4.0000%  | 0.0000% | $45073379.00       | $30690233.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 3.0000%  | 0.0000% | $5000000.00        | $814412.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-06-01      | 3.0000%  | 0.0000% | $1500000.00        | $104181.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-06-01      | 3.0000%  | 0.0000% | $1500000.00        | $156654.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA9240 M                         | 2053-10-20      | 5.0000%  | 0.0000% | $30000000.00       | $25251894.00       | Agency Mortgage-Backed Securities   |
| GNII SF MA8201 M                         | 2052-08-20      | 4.5000%  | 0.0000% | $11467000.00       | $7994245.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA7938 M                         | 2052-03-20      | 3.5000%  | 0.0000% | $2129000.00        | $1373734.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA7768 M                         | 2051-12-20      | 3.0000%  | 0.0000% | $1404000.00        | $819502.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA7650 M                         | 2051-10-20      | 3.0000%  | 0.0000% | $6946000.00        | $3839100.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA7472 M                         | 2051-07-20      | 2.5000%  | 0.0000% | $808000.00         | $433739.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA7418 M                         | 2051-06-20      | 2.5000%  | 0.0000% | $697000.00         | $361818.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA7367 M                         | 2051-05-20      | 2.5000%  | 0.0000% | $836000.00         | $414717.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA7255 M                         | 2051-03-20      | 2.5000%  | 0.0000% | $440000000.00      | $200608932.00      | Agency Mortgage-Backed Securities   |
| GNII SF MA5985 M                         | 2049-06-20      | 3.5000%  | 0.0000% | $1000000000.00     | $94850245.00       | Agency Mortgage-Backed Securities   |
| GNII SF MA3597 M                         | 2046-04-20      | 3.5000%  | 0.0000% | $19122000.00       | $1875216.00        | Agency Mortgage-Backed Securities   |
| TVIN 06/15/32                            | 2032-06-15      | 0.0000%  | 0.0000% | $662000.00         | $497513.00         | Agency Debentures and Agency Strips |
| TVIN 12/15/31                            | 2031-12-15      | 0.0000%  | 0.0000% | $421000.00         | $332067.00         | Agency Debentures and Agency Strips |
| TVIN 01/15/34                            | 2034-01-15      | 0.0000%  | 0.0000% | $469000.00         | $325817.00         | Agency Debentures and Agency Strips |
| TVIN 10/01/27                            | 2027-10-01      | 0.0000%  | 0.0000% | $312000.00         | $294846.00         | Agency Debentures and Agency Strips |
| TVIN 03/15/36                            | 2036-03-15      | 0.0000%  | 0.0000% | $4954000.00        | $3044515.00        | Agency Debentures and Agency Strips |
| TVIN 03/15/33                            | 2033-03-15      | 0.0000%  | 0.0000% | $2535000.00        | $1838788.00        | Agency Debentures and Agency Strips |
| TVIN 03/15/32                            | 2032-03-15      | 0.0000%  | 0.0000% | $110000.00         | $83651.00          | Agency Debentures and Agency Strips |
| TVIN 09/15/27                            | 2027-09-15      | 0.0000%  | 0.0000% | $1313000.00        | $1243083.00        | Agency Debentures and Agency Strips |
| TVIN 01/15/37                            | 2037-01-15      | 0.0000%  | 0.0000% | $2322000.00        | $1369098.00        | Agency Debentures and Agency Strips |
| 4.875 TVBD 35 B                          | 2035-05-15      | 4.8750%  | 0.0000% | $56389000.00       | $57530360.00       | Agency Debentures and Agency Strips |
| 4.250 TVBD 52 A                          | 2052-09-15      | 4.2500%  | 0.0000% | $8450000.00        | $7137260.00        | Agency Debentures and Agency Strips |
| 2.875 TVBD 27 A                          | 2027-02-01      | 2.8750%  | 0.0000% | $14722000.00       | $14763319.00       | Agency Debentures and Agency Strips |
| TINT 05/15/51                            | 2051-05-15      | 0.0000%  | 0.0000% | $78965000.00       | $21612484.00       | U.S. Treasuries (including strips)  |
| TINT 11/15/50                            | 2050-11-15      | 0.0000%  | 0.0000% | $80000000.00       | $22449200.00       | U.S. Treasuries (including strips)  |
| TINT 11/15/46                            | 2046-11-15      | 0.0000%  | 0.0000% | $85777844.00       | $29467177.00       | U.S. Treasuries (including strips)  |
| TINT 08/15/43                            | 2043-08-15      | 0.0000%  | 0.0000% | $60000000.00       | $24767820.00       | U.S. Treasuries (including strips)  |
| TINT 11/15/42                            | 2042-11-15      | 0.0000%  | 0.0000% | $85000000.00       | $36697050.00       | U.S. Treasuries (including strips)  |
| TINT 02/15/42                            | 2042-02-15      | 0.0000%  | 0.0000% | $80000000.00       | $36159840.00       | U.S. Treasuries (including strips)  |
| TINT 08/15/41                            | 2041-08-15      | 0.0000%  | 0.0000% | $36000000.00       | $16769592.00       | U.S. Treasuries (including strips)  |
| TINT 02/15/41                            | 2041-02-15      | 0.0000%  | 0.0000% | $33000000.00       | $15844158.00       | U.S. Treasuries (including strips)  |
| TINT 08/15/53                            | 2053-08-15      | 0.0000%  | 0.0000% | $46664000.00       | $11463152.00       | U.S. Treasuries (including strips)  |
| TINT 05/15/53                            | 2053-05-15      | 0.0000%  | 0.0000% | $157720000.00      | $39134275.00       | U.S. Treasuries (including strips)  |
| TINT 02/15/53                            | 2053-02-15      | 0.0000%  | 0.0000% | $221960667.00      | $55699476.00       | U.S. Treasuries (including strips)  |
| TINT 11/15/38                            | 2038-11-15      | 0.0000%  | 0.0000% | $69000000.00       | $38003337.00       | U.S. Treasuries (including strips)  |
| TINT 05/15/52                            | 2052-05-15      | 0.0000%  | 0.0000% | $134340000.00      | $34960239.00       | U.S. Treasuries (including strips)  |
| TINT 02/15/52                            | 2052-02-15      | 0.0000%  | 0.0000% | $148485204.00      | $39157479.00       | U.S. Treasuries (including strips)  |
| TINT 08/15/38                            | 2038-08-15      | 0.0000%  | 0.0000% | $323166.00         | $180620.00         | U.S. Treasuries (including strips)  |
| TINT 11/15/51                            | 2051-11-15      | 0.0000%  | 0.0000% | $101005000.00      | $27059240.00       | U.S. Treasuries (including strips)  |
| TINT 08/15/26                            | 2026-08-15      | 0.0000%  | 0.0000% | $210000000.00      | $208349400.00      | U.S. Treasuries (including strips)  |
| TINT 02/15/36                            | 2036-02-15      | 0.0000%  | 0.0000% | $16000000.00       | $10302832.00       | U.S. Treasuries (including strips)  |
| 3 5/8 TPRN 53                            | 2053-02-15      | 0.0000%  | 0.0000% | $684351600.00      | $175612833.00      | U.S. Treasuries (including strips)  |
| 3 1/8 TPRN 43                            | 2043-02-15      | 0.0000%  | 0.0000% | $212086700.00      | $91938100.00       | U.S. Treasuries (including strips)  |
| 3 5/8 FCSB 26/09                         | 2026-09-15      | 3.6250%  | 0.0000% | $770000.00         | $775370.00         | Agency Debentures and Agency Strips |
| 3.75 FCSB 26 IP                          | 2026-11-12      | 3.7500%  | 0.0000% | $3728000.00        | $3731616.00        | Agency Debentures and Agency Strips |
| 3 7/8 FCSB 26 HE                         | 2026-09-03      | 3.8750%  | 0.0000% | $5283000.00        | $5332908.00        | Agency Debentures and Agency Strips |
| 4.75 FCSB 26 FF                          | 2026-07-08      | 4.7500%  | 0.0000% | $455000.00         | $463888.00         | Agency Debentures and Agency Strips |
| 4 3/8 FCDB 26 A                          | 2026-06-23      | 4.3750%  | 0.0000% | $36000.00          | $36692.00          | Agency Debentures and Agency Strips |
| 3.08 FCSB 37 AC                          | 2037-03-30      | 3.0800%  | 0.0000% | $10000000.00       | $8689878.00        | Agency Debentures and Agency Strips |
| 2.66 FCSB 37 AA                          | 2037-02-23      | 2.6600%  | 0.0000% | $23000000.00       | $19364467.00       | Agency Debentures and Agency Strips |
| 4.00 FCSB 37 AG                          | 2037-09-08      | 4.0000%  | 0.0000% | $6716000.00        | $6345948.00        | Agency Debentures and Agency Strips |
| 4 3/8 FCSB 38 Z                          | 2038-01-13      | 4.3750%  | 0.0000% | $500000.00         | $490677.00         | Agency Debentures and Agency Strips |
| 2.40 FCSB 34 AL                          | 2034-09-27      | 2.4000%  | 0.0000% | $721000.00         | $606702.00         | Agency Debentures and Agency Strips |
| 3.31 FCSB 38 P                           | 2038-01-26      | 3.3100%  | 0.0000% | $7300000.00        | $6323035.00        | Agency Debentures and Agency Strips |
| 3.57 FCSB 37 V                           | 2037-02-25      | 3.5700%  | 0.0000% | $5000000.00        | $4505508.00        | Agency Debentures and Agency Strips |
| 3.19 FCSB 37 T                           | 2037-01-26      | 3.1900%  | 0.0000% | $6900000.00        | $6018864.00        | Agency Debentures and Agency Strips |
| 3.33 FCSB 37 O                           | 2037-04-28      | 3.3300%  | 0.0000% | $7500000.00        | $6661631.00        | Agency Debentures and Agency Strips |
| 3.21 FCSB 36 U                           | 2036-12-26      | 3.2100%  | 0.0000% | $7000000.00        | $6146928.00        | Agency Debentures and Agency Strips |
| 3.04 FCSB 36 N                           | 2036-05-20      | 3.0400%  | 0.0000% | $5180000.00        | $4469977.00        | Agency Debentures and Agency Strips |
| 3.48 FCSB 36 R                           | 2036-01-04      | 3.4800%  | 0.0000% | $1520000.00        | $1390628.00        | Agency Debentures and Agency Strips |
| 3 1/8 FCSB 36 M                          | 2036-02-26      | 3.1250%  | 0.0000% | $6000000.00        | $5275818.00        | Agency Debentures and Agency Strips |
| 3.30 FCSB 36 I                           | 2036-02-19      | 3.3000%  | 0.0000% | $5000000.00        | $4471383.00        | Agency Debentures and Agency Strips |
| 3.69 FCSB 34 I                           | 2034-08-01      | 3.6900%  | 0.0000% | $2031000.00        | $1922616.00        | Agency Debentures and Agency Strips |
| 4.84 FCSB 39 B                           | 2039-08-03      | 4.8400%  | 0.0000% | $733000.00         | $727690.00         | Agency Debentures and Agency Strips |
| 5.125 FHLB 38 D                          | 2038-06-11      | 5.1250%  | 0.0000% | $5000000.00        | $5244483.00        | Agency Debentures and Agency Strips |
| 5.00 FHLB 28 XX                          | 2028-06-09      | 5.0000%  | 0.0000% | $80000.00          | $83245.00          | Agency Debentures and Agency Strips |
| FHDN 07/15/26                            | 2026-07-15      | 0.0000%  | 0.0000% | $1214000.00        | $1208161.00        | Agency Debentures and Agency Strips |
| FHDN 07/01/26                            | 2026-07-01      | 0.0000%  | 0.0000% | $2351000.00        | $2342983.00        | Agency Debentures and Agency Strips |
| FHDN 06/30/26                            | 2026-06-30      | 0.0000%  | 0.0000% | $207000.00         | $206311.00         | Agency Debentures and Agency Strips |
| FHDN 12/01/26                            | 2026-12-01      | 0.0000%  | 0.0000% | $28680000.00       | $28136170.00       | Agency Debentures and Agency Strips |
| 5.25 FHLB 44 AY                          | 2044-03-11      | 5.2500%  | 0.0000% | $6165000.00        | $6305161.00        | Agency Debentures and Agency Strips |
| 5.00 FHLB 39 BQ                          | 2039-03-11      | 5.0000%  | 0.0000% | $47935000.00       | $49267273.00       | Agency Debentures and Agency Strips |
| 4.75 FHLB 34 HS                          | 2034-03-10      | 4.7500%  | 0.0000% | $20000000.00       | $20630672.00       | Agency Debentures and Agency Strips |
| 4.00 FHLB 33 FU                          | 2033-06-10      | 4.0000%  | 0.0000% | $17090000.00       | $16968760.00       | Agency Debentures and Agency Strips |
| 4.875 FHLB 37 CA                         | 2037-09-11      | 4.8750%  | 0.0000% | $5000000.00        | $5077313.00        | Agency Debentures and Agency Strips |
| 3.375 FHLB 32 GY                         | 2032-09-10      | 3.3750%  | 0.0000% | $2510000.00        | $2401800.00        | Agency Debentures and Agency Strips |
| 3.625 FHLB 37 BE                         | 2037-06-12      | 3.6250%  | 0.0000% | $6815000.00        | $6206393.00        | Agency Debentures and Agency Strips |
| 3.125 FHLB 37 AW                         | 2037-03-13      | 3.1250%  | 0.0000% | $3805000.00        | $3278111.00        | Agency Debentures and Agency Strips |
| 2.50 FHLB 41 AS                          | 2041-12-13      | 2.5000%  | 0.0000% | $5000000.00        | $3627499.00        | Agency Debentures and Agency Strips |
| 1.25 FHLB 26 9U                          | 2026-12-21      | 1.2500%  | 0.0000% | $3600000.00        | $3569062.00        | Agency Debentures and Agency Strips |
| 1.03 FHOR 22-26 FZ                       | 2026-07-07      | 1.0300%  | 0.0000% | $185000.00         | $185198.00         | Agency Debentures and Agency Strips |
| 1.375 FHLB 35 AY                         | 2035-03-09      | 1.3750%  | 0.0000% | $3000000.00        | $2296127.00        | Agency Debentures and Agency Strips |
| 2.50 FHLB 39 UU                          | 2039-12-09      | 2.5000%  | 0.0000% | $765000.00         | $593484.00         | Agency Debentures and Agency Strips |
| 3.25 FHLB 28 G4973                       | 2028-11-16      | 3.2500%  | 0.0000% | $10000000.00       | $9837196.00        | Agency Debentures and Agency Strips |
| 3.75 FHLB 38 X                           | 2038-06-11      | 3.7500%  | 0.0000% | $10000000.00       | $9182000.00        | Agency Debentures and Agency Strips |
| 3.60 FHLB 38 U                           | 2038-05-10      | 3.6000%  | 0.0000% | $15000000.00       | $13345350.00       | Agency Debentures and Agency Strips |
| 3.315 FHLB 35 Y                          | 2035-11-13      | 3.3150%  | 0.0000% | $12900000.00       | $11688346.00       | Agency Debentures and Agency Strips |
| 3.80 FHLB 35 R                           | 2035-06-29      | 3.8000%  | 0.0000% | $11910000.00       | $11297866.00       | Agency Debentures and Agency Strips |
| 3.50 FHLB 35 M                           | 2035-06-01      | 3.5000%  | 0.0000% | $6000000.00        | $5573913.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $25179456.00       | $24761381.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $19622602.00       | $19192481.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.5000%  | 0.0000% | $230000000.00      | $120865501.00      | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $400000000.00      | $243118831.00      | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 3.5000%  | 0.0000% | $500000000.00      | $65074503.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 3.0000%  | 0.0000% | $7000000.00        | $1016720.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $500000000.00      | $37601362.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.0000%  | 0.0000% | $250000000.00      | $18308895.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.5000%  | 0.0000% | $500000000.00      | $34750670.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-02-01      | 3.0000%  | 0.0000% | $2000000.00        | $184153.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-10-01      | 3.0000%  | 0.0000% | $2000000.00        | $250080.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $44208548.00       | $42623853.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $2223000.00        | $1852941.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 6.0000%  | 0.0000% | $14633000.00       | $10291747.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 4.0000%  | 0.0000% | $5000000.00        | $1563892.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.5000%  | 0.0000% | $52977840.00       | $52712429.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 3.0000%  | 0.0000% | $23375000.00       | $20165235.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $391710475.00      | $375060287.00      | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 4.0000%  | 0.0000% | $125000000.00      | $112287390.00      | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $57011504.00       | $55598170.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $100000000.00      | $91320608.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 4.5000%  | 0.0000% | $46000000.00       | $41515122.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $63705401.00       | $56039061.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.5000%  | 0.0000% | $50000000.00       | $47003429.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $73590303.00       | $58764865.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $1103652.00        | $480332.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1128575.00        | $793305.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 4.5000%  | 0.0000% | $5333505.00        | $2359296.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-09-01      | 2.0000%  | 0.0000% | $5000000.00        | $1880954.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-02-01      | 3.5000%  | 0.0000% | $56648000.00       | $8093006.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.5000%  | 0.0000% | $3000000.00        | $760201.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $10000000.00       | $8056965.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-07-15      | 5.6250%  | 0.0000% | $37269000.00       | $41201904.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-10-03      | 0.0000%  | 0.0000% | $679000.00         | $485526.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-05-15      | 0.0000%  | 0.0000% | $2775000.00        | $2666001.00        | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $10000000.00       | $9920259.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.5000%  | 0.0000% | $3000000.00        | $3007087.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $16269000.00       | $15888577.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 4.5000%  | 0.0000% | $358000.00         | $339537.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 5.5000%  | 0.0000% | $779000.00         | $573939.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.5000%  | 0.0000% | $592000.00         | $466540.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.5000%  | 0.0000% | $1008000.00        | $739897.00         | Agency Mortgage-Backed Securities   |

### Security 266: WELLS FARGO BANK, NATIONAL ASSOCIATION

- **C.1 - Title:** WELLS FARGO BANK, NATIONAL ASSOCIATION 3.620002%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05A146, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: TPR05A1467791561WE
- **C.18 - Value (incl. sponsor support):** $1965000000.00
- **C.18.a - Value (excl. sponsor support):** $1965000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 1/8 TRIN A 35  | 2035-01-15      | 2.1250%  | 0.0000% | $48410100.00       | $51636366.00       | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  | 0.0000% | $118080500.00      | $125072413.00      | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 34  | 2034-07-15      | 1.8750%  | 0.0000% | $123060800.00      | $130335338.00      | U.S. Treasuries (including strips) |
| 2 1/8 TRIN X 29  | 2029-04-15      | 2.1250%  | 0.0000% | $250900100.00      | $273079068.00      | U.S. Treasuries (including strips) |
| 1 3/8 TRIN D 33  | 2033-07-15      | 1.3750%  | 0.0000% | $75291100.00       | $80089306.00       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  | 0.0000% | $175144000.00      | $191356418.00      | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 31  | 2031-07-15      | 0.1250%  | 0.0000% | $159743100.00      | $183059640.00      | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 30  | 2030-01-15      | 0.1250%  | 0.0000% | $239150400.00      | $292039242.00      | U.S. Treasuries (including strips) |
| 0 3/8 TRIN A 27  | 2027-01-15      | 0.3750%  | 0.0000% | $247562900.00      | $337531306.00      | U.S. Treasuries (including strips) |
| 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  | 0.0000% | $67745000.00       | $84513421.00       | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  | 0.0000% | $190333800.00      | $255587560.00      | U.S. Treasuries (including strips) |

### Security 267: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05A58B, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: TPR05A58B7791561MI
- **C.18 - Value (incl. sponsor support):** $249999875.00
- **C.18.a - Value (excl. sponsor support):** $249999875.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-07-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 7/8 NOTE P 32 | 2032-08-31      | 3.8750%  | 0.0000% | $150000500.00      | $148470930.00      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31 | 2031-02-28      | 4.2500%  | 0.0000% | $73124300.00       | $74246101.00       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28 | 2028-03-31      | 3.6250%  | 0.0000% | $27232000.00       | $27212518.00       | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27 | 2027-03-31      | 2.5000%  | 0.0000% | $5105400.00        | $5070530.00        | U.S. Treasuries (including strips) |

### Security 268: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05A95E, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR05A95E7791564BO
- **C.18 - Value (incl. sponsor support):** $245999950.80
- **C.18.a - Value (excl. sponsor support):** $245999950.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-04-06      | 3.7150%  | 0.0000% | $15981000.00       | $16071144.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-05-15      | 0.0000%  | 0.0000% | $73011000.00       | $61807608.00       | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $1955992.00        | $1993731.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $1702128.00        | $1740543.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $392257.00         | $406496.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 4.0000%  | 0.0000% | $9158304.00        | $8381662.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $483130.00         | $494240.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.5000%  | 0.0000% | $1129278.00        | $1153746.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $2969452.00        | $3030698.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA9542 M                         | 2054-03-20      | 6.0000%  | 0.0000% | $55000000.00       | $26704921.00       | Agency Mortgage-Backed Securities   |
| GNII SF MA9490 M                         | 2054-02-20      | 6.5000%  | 0.0000% | $810415.00         | $303188.00         | Agency Mortgage-Backed Securities   |
| GNMI SF AC3728 X                         | 2027-12-15      | 2.5000%  | 0.0000% | $57919897.00       | $694285.00         | Agency Mortgage-Backed Securities   |
| FCOR 03SF 27-28 MX                       | 2028-03-09      | 3.7200%  | 0.0000% | $3000000.00        | $3025054.00        | Agency Debentures and Agency Strips |
| FCFR 03SF BH 28/03                       | 2028-03-02      | 3.7150%  | 0.0000% | $1000000.00        | $1009081.00        | Agency Debentures and Agency Strips |
| FCOR 03SF 27-27 OD                       | 2027-09-24      | 3.7850%  | 0.0000% | $5000000.00        | $5034628.00        | Agency Debentures and Agency Strips |
| 3 3/8 FCSB 28 FW                         | 2028-10-24      | 3.3750%  | 0.0000% | $2000.00           | $1974.00           | Agency Debentures and Agency Strips |
| FCFR 03SF CE 27/05                       | 2027-05-13      | 3.7400%  | 0.0000% | $3500000.00        | $3508994.00        | Agency Debentures and Agency Strips |
| FCFR 03SF BF 27/03                       | 2027-03-11      | 3.7100%  | 0.0000% | $4500000.00        | $4534388.00        | Agency Debentures and Agency Strips |
| 4 5/8 FCSB 29 CX                         | 2029-04-05      | 4.6250%  | 0.0000% | $1500000.00        | $1531256.00        | Agency Debentures and Agency Strips |
| 3.93 FCOR 23-29 GL                       | 2029-06-01      | 3.9300%  | 0.0000% | $20000000.00       | $20202673.00       | Agency Debentures and Agency Strips |
| 4.50 FHLB 33 GP                          | 2033-09-09      | 4.5000%  | 0.0000% | $25000000.00       | $25364750.00       | Agency Debentures and Agency Strips |
| 1.20 FHOR 21-26 NJ                       | 2026-09-15      | 1.2000%  | 0.0000% | $25000000.00       | $24867417.00       | Agency Debentures and Agency Strips |
| 1.00 FHOR 21-26 NB                       | 2026-08-26      | 1.0000%  | 0.0000% | $20000000.00       | $19916267.00       | Agency Debentures and Agency Strips |
| 2.50 FHOR 23-35 AL                       | 2035-02-21      | 2.5000%  | 0.0000% | $22935000.00       | $19577214.00       | Agency Debentures and Agency Strips |

### Security 269: WELLS FARGO SECURITIES, LLC

- **C.1 - Title:** WELLS FARGO SECURITIES, LLC 3.620002%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05BC41, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: TPR05BC417791567WE
- **C.18 - Value (incl. sponsor support):** $2955000000.00
- **C.18.a - Value (excl. sponsor support):** $2955000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-07-01      | 3.5000%  | 0.0000% | $5000.00           | $601.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2034-07-01      | 3.0000%  | 0.0000% | $320000.00         | $31742.00          | Agency Mortgage-Backed Securities |
| Fannie Mae                            | 2056-04-01      | 4.5000%  | 0.0000% | $8700122.00        | $7974773.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 6.5000%  | 0.0000% | $1294706.00        | $1355975.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 5.5000%  | 0.0000% | $2280255.00        | $2322837.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-03-01      | 5.0000%  | 0.0000% | $2909678.00        | $2895485.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 5.5000%  | 0.0000% | $3724983.00        | $3765186.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 6.0000%  | 0.0000% | $1217750.00        | $1261213.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 6.5000%  | 0.0000% | $1143252.00        | $1205314.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-05-01      | 5.0000%  | 0.0000% | $5478094.00        | $5425956.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 6.0000%  | 0.0000% | $1910931.00        | $1981406.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 4.0000%  | 0.0000% | $10638540.00       | $9967990.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-05-01      | 5.0000%  | 0.0000% | $2598395.00        | $2583976.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 5.0000%  | 0.0000% | $5569667.00        | $5511982.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-05-01      | 5.0000%  | 0.0000% | $1741677.00        | $1724817.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-05-01      | 5.0000%  | 0.0000% | $1869337.00        | $1849010.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-03-01      | 6.0000%  | 0.0000% | $2280927.00        | $2354976.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-03-01      | 4.5000%  | 0.0000% | $998960.00         | $958560.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-03-01      | 4.5000%  | 0.0000% | $123542.00         | $118146.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 6.5000%  | 0.0000% | $16830509.00       | $17629352.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-03-01      | 5.0000%  | 0.0000% | $2804000.00        | $2751606.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-02-01      | 5.0000%  | 0.0000% | $2898000.00        | $2854947.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-03-01      | 6.0000%  | 0.0000% | $3540014.00        | $3595943.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-02-01      | 5.0000%  | 0.0000% | $4720000.00        | $4648433.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-02-01      | 2.0000%  | 0.0000% | $553000.00         | $349137.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 2.0000%  | 0.0000% | $234000.00         | $148090.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-01-01      | 3.0000%  | 0.0000% | $115000.00         | $66439.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-12-01      | 2.0000%  | 0.0000% | $13824000.00       | $8205225.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-04-01      | 5.5000%  | 0.0000% | $53000.00          | $38473.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-03-01      | 5.0000%  | 0.0000% | $2022166.00        | $1051597.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $553.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-06-01      | 2.0000%  | 0.0000% | $3522889.00        | $2040137.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-04-01      | 2.5000%  | 0.0000% | $219410939.00      | $115300926.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-05-01      | 2.0000%  | 0.0000% | $2839000.00        | $1577116.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-01-01      | 1.5000%  | 0.0000% | $11955017.00       | $5180474.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-01-01      | 2.0000%  | 0.0000% | $3000.00           | $1564.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-10-01      | 4.5000%  | 0.0000% | $11000.00          | $2748.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-11-01      | 2.5000%  | 0.0000% | $1000000.00        | $322199.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-12-01      | 1.5000%  | 0.0000% | $3100000.00        | $1288494.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-10-01      | 2.0000%  | 0.0000% | $5000.00           | $2446.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-09-01      | 2.0000%  | 0.0000% | $4000.00           | $1851.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-07-01      | 3.5000%  | 0.0000% | $7000.00           | $1579.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-06-01      | 3.0000%  | 0.0000% | $695000.00         | $174723.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-07-01      | 2.5000%  | 0.0000% | $775000.00         | $215967.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-05-01      | 4.5000%  | 0.0000% | $2090000.00        | $349309.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-05-01      | 3.0000%  | 0.0000% | $87000.00          | $21899.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-01-01      | 3.0000%  | 0.0000% | $6904000.00        | $1150168.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-01-01      | 2.5000%  | 0.0000% | $7360229.00        | $1592575.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-06-01      | 3.0000%  | 0.0000% | $9000.00           | $835.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2034-07-01      | 3.0000%  | 0.0000% | $497000.00         | $43564.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-05-01      | 3.5000%  | 0.0000% | $11000.00          | $762.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-03-01      | 3.5000%  | 0.0000% | $17000.00          | $1529.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-03-01      | 3.5000%  | 0.0000% | $26000.00          | $1813.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-12-01      | 2.5000%  | 0.0000% | $78000.00          | $47408.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2031-11-01      | 2.0000%  | 0.0000% | $2000000.00        | $697606.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-11-01      | 1.5000%  | 0.0000% | $1162614.00        | $638674.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-11-01      | 3.5000%  | 0.0000% | $17000.00          | $8199.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-09-01      | 1.5000%  | 0.0000% | $8803368.00        | $4665615.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-09-01      | 1.5000%  | 0.0000% | $250000.00         | $149852.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2031-08-01      | 1.5000%  | 0.0000% | $1500000.00        | $531679.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-08-01      | 2.5000%  | 0.0000% | $179000.00         | $100866.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-08-01      | 4.0000%  | 0.0000% | $529954.00         | $48368.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-06-01      | 3.5000%  | 0.0000% | $8600000.00        | $851100.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-05-01      | 3.5000%  | 0.0000% | $1500000.00        | $183861.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-02-01      | 4.0000%  | 0.0000% | $55000.00          | $6186.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-02-01      | 3.0000%  | 0.0000% | $114000.00         | $16836.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-10-01      | 3.0000%  | 0.0000% | $26000.00          | $3871.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-02-01      | 3.5000%  | 0.0000% | $1381470.00        | $182754.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-11-01      | 2.5000%  | 0.0000% | $25000.00          | $8500.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2026-10-01      | 2.0000%  | 0.0000% | $481135.00         | $2732.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-09-01      | 2.5000%  | 0.0000% | $600000.00         | $77496.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-08-01      | 3.0000%  | 0.0000% | $4000.00           | $581.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-02-01      | 3.5000%  | 0.0000% | $814290.00         | $188233.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-02-01      | 3.5000%  | 0.0000% | $1681000.00        | $177812.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-01-01      | 3.0000%  | 0.0000% | $410000.00         | $49433.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2030-07-01      | 2.5000%  | 0.0000% | $1465000.00        | $83400.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-03-01      | 3.0000%  | 0.0000% | $10000000.00       | $1319462.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-03-01      | 4.0000%  | 0.0000% | $54000.00          | $5679.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2033-07-01      | 3.0000%  | 0.0000% | $137999.00         | $13771.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.5000%  | 0.0000% | $7000.00           | $712.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2031-05-01      | 4.0000%  | 0.0000% | $9708659.00        | $291478.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-10-01      | 4.5000%  | 0.0000% | $1170937.00        | $73112.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-08-01      | 4.5000%  | 0.0000% | $1595288.00        | $76978.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2030-07-01      | 4.0000%  | 0.0000% | $6315000.00        | $77490.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2029-11-01      | 4.5000%  | 0.0000% | $2250000.00        | $17883.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-04-01      | 3.0000%  | 0.0000% | $100000.00         | $18715.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2032-12-01      | 3.0000%  | 0.0000% | $4430746.00        | $365527.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-12-01      | 3.0000%  | 0.0000% | $329752.00         | $51119.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2027-11-01      | 2.5000%  | 0.0000% | $3275000.00        | $41476.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-02-01      | 6.0000%  | 0.0000% | $835000.00         | $11629.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-12-01      | 6.0000%  | 0.0000% | $25760000.00       | $147013.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-10-01      | 6.0000%  | 0.0000% | $745435.00         | $3179.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-06-01      | 7.0000%  | 0.0000% | $160000.00         | $2550.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-03-01      | 5.0000%  | 0.0000% | $1115000.00        | $26705.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-02-01      | 5.5000%  | 0.0000% | $775000.00         | $12684.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-03-01      | 6.0000%  | 0.0000% | $67964.00          | $1047.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-12-01      | 5.0000%  | 0.0000% | $7759797.00        | $20879.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-10-01      | 6.0000%  | 0.0000% | $50000.00          | $536.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2032-09-01      | 3.0000%  | 0.0000% | $1550000.00        | $220527.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-05-01      | 4.5000%  | 0.0000% | $44900000.00       | $3921889.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-06-01      | 5.5000%  | 0.0000% | $22990000.00       | $184029.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-09-01      | 6.0000%  | 0.0000% | $1525000.00        | $8870.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-02-01      | 6.0000%  | 0.0000% | $1767000.00        | $13036.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 4.5000%  | 0.0000% | $1187114.00        | $1059408.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 6.5000%  | 0.0000% | $9999767.00        | $10406505.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 5.5000%  | 0.0000% | $500000.00         | $490645.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 4.5000%  | 0.0000% | $28060594.00       | $26272902.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-07-01      | 6.5000%  | 0.0000% | $72741415.00       | $65125005.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-05-01      | 6.0000%  | 0.0000% | $3046817.00        | $2494422.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 5.5000%  | 0.0000% | $24089767.00       | $21595100.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-03-01      | 5.0000%  | 0.0000% | $1022142.00        | $710102.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-08-01      | 6.5000%  | 0.0000% | $250346.00         | $237555.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-08-01      | 6.0000%  | 0.0000% | $477000.00         | $452942.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-07-01      | 6.0000%  | 0.0000% | $1628028.00        | $1439182.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-07-01      | 5.5000%  | 0.0000% | $1457037.00        | $1178622.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-04-01      | 3.0000%  | 0.0000% | $1400000.00        | $1031816.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-06-01      | 3.5000%  | 0.0000% | $388488.00         | $59152.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-11-01      | 4.5000%  | 0.0000% | $4964928.00        | $1334553.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-04-01      | 3.0000%  | 0.0000% | $2295673.00        | $1971489.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-05-01      | 4.5000%  | 0.0000% | $300000.00         | $52927.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-03-01      | 3.5000%  | 0.0000% | $150000.00         | $33571.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-11-01      | 3.0000%  | 0.0000% | $36012589.00       | $5909869.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2032-02-01      | 5.0000%  | 0.0000% | $250000.00         | $19349.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-06-01      | 5.0000%  | 0.0000% | $205000.00         | $31379.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-08-01      | 3.5000%  | 0.0000% | $45000.00          | $8929.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-03-01      | 3.0000%  | 0.0000% | $25000.00          | $4788.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-07-01      | 4.0000%  | 0.0000% | $99937401.00       | $20230647.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-11-01      | 1.5000%  | 0.0000% | $100000.00         | $44627.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-11-01      | 4.0000%  | 0.0000% | $388867.00         | $59688.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-07-01      | 5.0000%  | 0.0000% | $6196808.00        | $219998.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-04-01      | 2.5000%  | 0.0000% | $290000.00         | $135938.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-12-01      | 4.0000%  | 0.0000% | $5089840.00        | $1343868.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-01-01      | 3.5000%  | 0.0000% | $46000.00          | $8145.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-11-01      | 4.0000%  | 0.0000% | $289600.00         | $120837.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-09-01      | 4.0000%  | 0.0000% | $653045.00         | $67785.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-06-01      | 3.5000%  | 0.0000% | $25000.00          | $6354.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2060-03-01      | 3.0000%  | 0.0000% | $30252264.00       | $11766713.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2058-05-01      | 4.5000%  | 0.0000% | $72000000.00       | $20929341.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-11-01      | 4.0000%  | 0.0000% | $440000.00         | $77661.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-02-01      | 4.0000%  | 0.0000% | $56900000.00       | $15941694.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 4.0000%  | 0.0000% | $2820000.00        | $689712.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-12-01      | 3.5000%  | 0.0000% | $925000.00         | $174119.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-03-01      | 3.5000%  | 0.0000% | $170000.00         | $48386.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-12-01      | 3.5000%  | 0.0000% | $25000.00          | $8101.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-07-01      | 2.5000%  | 0.0000% | $1126432.00        | $722509.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-08-01      | 3.5000%  | 0.0000% | $72464.00          | $14534.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 6.0000%  | 0.0000% | $3641130.00        | $3730590.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 6.0000%  | 0.0000% | $1153626.00        | $1197999.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 6.0000%  | 0.0000% | $2671855.00        | $2652161.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 5.0000%  | 0.0000% | $2646314.00        | $2616089.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 5.0000%  | 0.0000% | $3805843.00        | $3756054.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-05-01      | 5.0000%  | 0.0000% | $2209926.00        | $2190781.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-03-01      | 4.5000%  | 0.0000% | $1020553.00        | $986912.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 5.0000%  | 0.0000% | $4543443.00        | $4473596.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-12-01      | 5.0000%  | 0.0000% | $13225.00          | $13008.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 5.5000%  | 0.0000% | $2327722.00        | $2350867.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 5.5000%  | 0.0000% | $1723729.00        | $1736687.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 6.5000%  | 0.0000% | $3838000.00        | $4014611.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 6.0000%  | 0.0000% | $1177020.00        | $799364.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 6.0000%  | 0.0000% | $3946014.00        | $4051204.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 5.0000%  | 0.0000% | $2482664.00        | $2449196.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 5.5000%  | 0.0000% | $1800416.00        | $1624205.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 4.5000%  | 0.0000% | $838387.00         | $801199.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 4.5000%  | 0.0000% | $220227.00         | $211095.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-12-01      | 5.0000%  | 0.0000% | $511084.00         | $499517.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-11-01      | 5.5000%  | 0.0000% | $1100850.00        | $1116023.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-11-01      | 5.5000%  | 0.0000% | $4763511.00        | $4800823.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 6.0000%  | 0.0000% | $1074332.00        | $1107272.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-11-01      | 6.0000%  | 0.0000% | $2559489.00        | $2618303.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 5.5000%  | 0.0000% | $6161103.00        | $5943902.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 6.0000%  | 0.0000% | $2022775.00        | $2087412.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 5.0000%  | 0.0000% | $2910683.00        | $2254450.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-09-01      | 6.0000%  | 0.0000% | $953038.00         | $942609.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-10-01      | 5.5000%  | 0.0000% | $1122628.00        | $1027528.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-11-01      | 6.0000%  | 0.0000% | $4501551.00        | $4525501.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-09-01      | 6.0000%  | 0.0000% | $2331425.00        | $2096265.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-10-01      | 6.0000%  | 0.0000% | $877117.00         | $756302.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 5.5000%  | 0.0000% | $1682587.00        | $1715269.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-09-01      | 6.0000%  | 0.0000% | $1679874.00        | $1493264.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 5.5000%  | 0.0000% | $2377283.00        | $2153088.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-09-01      | 5.5000%  | 0.0000% | $46726.00          | $41036.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-09-01      | 6.0000%  | 0.0000% | $1888397.00        | $1555091.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-09-01      | 6.0000%  | 0.0000% | $1322352.00        | $1127503.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-09-01      | 6.5000%  | 0.0000% | $1010602.00        | $743805.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-09-01      | 6.0000%  | 0.0000% | $2694577.00        | $2273361.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-09-01      | 6.0000%  | 0.0000% | $11647687.00       | $12004756.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-08-01      | 5.5000%  | 0.0000% | $2007317.00        | $1918266.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-08-01      | 6.0000%  | 0.0000% | $19603889.00       | $18722095.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-09-01      | 5.5000%  | 0.0000% | $1375286.00        | $1364786.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-08-01      | 6.0000%  | 0.0000% | $2091945.00        | $1583931.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-08-01      | 6.0000%  | 0.0000% | $45178822.00       | $38131427.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-09-01      | 6.0000%  | 0.0000% | $1907708.00        | $1841061.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-02-01      | 3.0000%  | 0.0000% | $1365000.00        | $1054635.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2044-10-01      | 5.5000%  | 0.0000% | $5000.00           | $4107.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-08-01      | 4.5000%  | 0.0000% | $6997000.00        | $6034293.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-10-01      | 6.5000%  | 0.0000% | $493322.00         | $305346.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-09-01      | 4.5000%  | 0.0000% | $830000.00         | $725958.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-06-01      | 3.5000%  | 0.0000% | $2000000.00        | $1545202.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-08-01      | 6.5000%  | 0.0000% | $34200000.00       | $26526419.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-07-01      | 6.0000%  | 0.0000% | $58602641.00       | $48129548.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-02-01      | 6.0000%  | 0.0000% | $325000.00         | $251905.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-05-01      | 3.5000%  | 0.0000% | $161000.00         | $35393.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-07-01      | 3.5000%  | 0.0000% | $725000.00         | $125774.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-08-01      | 4.5000%  | 0.0000% | $10166625.00       | $9968061.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-08-01      | 4.0000%  | 0.0000% | $61324937.00       | $58238398.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-07-01      | 2.5000%  | 0.0000% | $16473619.00       | $13832114.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-04-01      | 6.0000%  | 0.0000% | $9079190.00        | $8939768.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-07-01      | 3.0000%  | 0.0000% | $33909152.00       | $29491561.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-03-01      | 6.0000%  | 0.0000% | $65030334.00       | $60934560.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-09-01      | 6.5000%  | 0.0000% | $69978865.00       | $68728080.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-11-01      | 6.5000%  | 0.0000% | $35841297.00       | $33850659.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-11-01      | 5.5000%  | 0.0000% | $66926985.00       | $64701324.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-06-01      | 2.0000%  | 0.0000% | $2000.00           | $1561.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-09-01      | 6.5000%  | 0.0000% | $25459414.00       | $23004061.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 2.5000%  | 0.0000% | $7311604.00        | $6097579.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-06-01      | 3.0000%  | 0.0000% | $16356387.00       | $13870430.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-07-01      | 6.0000%  | 0.0000% | $366979.00         | $298716.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-07-01      | 6.5000%  | 0.0000% | $7162635.00        | $5905224.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-09-01      | 3.5000%  | 0.0000% | $2455000.00        | $2110687.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-01-01      | 4.0000%  | 0.0000% | $10093904.00       | $8923077.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-05-01      | 6.0000%  | 0.0000% | $28606989.00       | $24599128.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-09-01      | 2.5000%  | 0.0000% | $17576095.00       | $15041417.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-07-01      | 3.0000%  | 0.0000% | $52092416.00       | $44037702.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-09-01      | 4.5000%  | 0.0000% | $34744811.00       | $31601480.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-06-01      | 3.5000%  | 0.0000% | $18291746.00       | $15687344.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.0000%  | 0.0000% | $697747.00         | $525198.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-04-01      | 6.0000%  | 0.0000% | $19718112.00       | $14680098.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-09-01      | 6.0000%  | 0.0000% | $4000000.00        | $3017859.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-01-01      | 2.0000%  | 0.0000% | $999900.00         | $748310.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 2.0000%  | 0.0000% | $13338540.00       | $9810782.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-01-01      | 5.5000%  | 0.0000% | $250000.00         | $225082.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-02-01      | 3.5000%  | 0.0000% | $7879881.00        | $6299995.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-06-01      | 6.5000%  | 0.0000% | $1577952.00        | $1655689.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-05-01      | 7.0000%  | 0.0000% | $3451735.00        | $3687217.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-06-01      | 5.5000%  | 0.0000% | $6134895.00        | $6208942.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-06-01      | 6.5000%  | 0.0000% | $1111042.00        | $1185461.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-06-01      | 6.0000%  | 0.0000% | $2647625.00        | $2756089.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-05-01      | 6.0000%  | 0.0000% | $4342256.00        | $4513891.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-06-01      | 5.5000%  | 0.0000% | $8162323.00        | $8252082.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-05-01      | 5.5000%  | 0.0000% | $1472380.00        | $1492744.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 5.0000%  | 0.0000% | $1486998.00        | $1476271.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-05-01      | 6.0000%  | 0.0000% | $7438045.00        | $7725426.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-05-01      | 5.0000%  | 0.0000% | $1307276.00        | $1295910.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-05-01      | 5.5000%  | 0.0000% | $2750525.00        | $2826068.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 4.5000%  | 0.0000% | $5117765.00        | $4919768.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 6.0000%  | 0.0000% | $2037544.00        | $2102435.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 6.5000%  | 0.0000% | $2284414.00        | $2394238.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 6.0000%  | 0.0000% | $3063519.00        | $3161459.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-05-01      | 3.0000%  | 0.0000% | $830700.00         | $302047.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-05-01      | 3.0000%  | 0.0000% | $70000.00          | $26154.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-05-01      | 2.0000%  | 0.0000% | $50000.00          | $25836.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-12-01      | 3.0000%  | 0.0000% | $1725000.00        | $824683.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-03-01      | 3.0000%  | 0.0000% | $50000.00          | $12997.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-12-01      | 3.0000%  | 0.0000% | $1470000.00        | $463794.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-11-01      | 3.0000%  | 0.0000% | $40000.00          | $7985.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-11-01      | 3.5000%  | 0.0000% | $1620000.00        | $405011.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-10-01      | 3.0000%  | 0.0000% | $40000.00          | $6032.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-03-01      | 4.5000%  | 0.0000% | $122703.00         | $103101.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-01-01      | 4.5000%  | 0.0000% | $1107328.00        | $805080.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-02-01      | 5.5000%  | 0.0000% | $94404.00          | $57544.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-01-01      | 5.5000%  | 0.0000% | $80000.00          | $63290.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-01-01      | 5.0000%  | 0.0000% | $141403121.00      | $124676671.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-11-01      | 5.0000%  | 0.0000% | $129403221.00      | $111534494.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2044-09-01      | 5.5000%  | 0.0000% | $425000.00         | $257199.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-09-01      | 6.0000%  | 0.0000% | $7596856.00        | $3894499.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-09-01      | 6.0000%  | 0.0000% | $10000.00          | $6222.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-08-01      | 5.5000%  | 0.0000% | $25611888.00       | $19121121.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-01-01      | 5.5000%  | 0.0000% | $6964000.00        | $5322791.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-01-01      | 5.0000%  | 0.0000% | $64334.00          | $54748.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-11-01      | 7.0000%  | 0.0000% | $300046.00         | $192935.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-12-01      | 5.0000%  | 0.0000% | $8000.00           | $6703.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-11-01      | 5.5000%  | 0.0000% | $1138822.00        | $843918.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-10-01      | 5.0000%  | 0.0000% | $3000.00           | $1681.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-08-01      | 5.5000%  | 0.0000% | $67000.00          | $32985.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-04-01      | 5.0000%  | 0.0000% | $7000.00           | $3431.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-04-01      | 5.5000%  | 0.0000% | $13000.00          | $8849.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-04-01      | 4.5000%  | 0.0000% | $6306000.00        | $4877052.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-01-01      | 4.5000%  | 0.0000% | $61010205.00       | $47411120.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-01-01      | 4.0000%  | 0.0000% | $4900000.00        | $3651856.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-01-01      | 4.5000%  | 0.0000% | $47000.00          | $26118.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-12-01      | 6.0000%  | 0.0000% | $318000.00         | $204751.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-11-01      | 6.0000%  | 0.0000% | $300000.00         | $186547.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-11-01      | 3.0000%  | 0.0000% | $5000.00           | $3830.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-11-01      | 4.0000%  | 0.0000% | $105000.00         | $58415.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-10-01      | 2.5000%  | 0.0000% | $1749312.00        | $1104532.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-06-01      | 4.0000%  | 0.0000% | $198168.00         | $96892.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-08-01      | 3.0000%  | 0.0000% | $304000.00         | $213162.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-07-01      | 2.5000%  | 0.0000% | $1348971.00        | $774128.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-07-01      | 2.0000%  | 0.0000% | $276872.00         | $178949.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2032-05-01      | 2.5000%  | 0.0000% | $8000.00           | $3235.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-07-01      | 3.5000%  | 0.0000% | $548000.00         | $389560.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-04-01      | 3.5000%  | 0.0000% | $252000.00         | $161813.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-05-01      | 3.0000%  | 0.0000% | $200000.00         | $80267.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-06-01      | 3.5000%  | 0.0000% | $1110989.00        | $454582.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-06-01      | 4.5000%  | 0.0000% | $3201293.00        | $367840.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-10-01      | 5.5000%  | 0.0000% | $8000000.00        | $172195.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-06-01      | 6.0000%  | 0.0000% | $1600000.00        | $24867.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2032-04-01      | 3.5000%  | 0.0000% | $1746913.00        | $38619.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-03-01      | 4.0000%  | 0.0000% | $170000000.00      | $10176599.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2026-12-01      | 3.0000%  | 0.0000% | $1424475.00        | $7286.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-01-01      | 4.0000%  | 0.0000% | $3203820.00        | $144131.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-07-01      | 5.0000%  | 0.0000% | $101377.00         | $789.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-08-01      | 5.5000%  | 0.0000% | $335000.00         | $3201.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-08-01      | 5.0000%  | 0.0000% | $569797.00         | $6157.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2028-08-01      | 6.0000%  | 0.0000% | $2000000.00        | $6001.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-06-01      | 7.0000%  | 0.0000% | $3329000.00        | $16492.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-08-01      | 7.0000%  | 0.0000% | $3610000.00        | $11682.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2027-05-01      | 5.0000%  | 0.0000% | $2723000.00        | $3285.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2034-12-01      | 6.0000%  | 0.0000% | $1349000.00        | $16250.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2032-12-01      | 5.5000%  | 0.0000% | $16847000.00       | $43941.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2032-10-01      | 7.0000%  | 0.0000% | $270000.00         | $709.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-06-01      | 6.0000%  | 0.0000% | $2012000.00        | $14487.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-06-01      | 3.5000%  | 0.0000% | $100000.00         | $28708.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2044-12-01      | 3.5000%  | 0.0000% | $225000.00         | $40908.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-09-01      | 3.5000%  | 0.0000% | $150000.00         | $36073.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-11-01      | 3.5000%  | 0.0000% | $400000.00         | $74442.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-03-01      | 6.5000%  | 0.0000% | $1155650.00        | $1213376.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-03-01      | 5.0000%  | 0.0000% | $2201361.00        | $2175717.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-02-01      | 4.5000%  | 0.0000% | $2423642.00        | $2313511.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-02-01      | 6.0000%  | 0.0000% | $4685801.00        | $4836840.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 6.0000%  | 0.0000% | $1234973.00        | $1279513.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 5.0000%  | 0.0000% | $1249460.00        | $1147267.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 5.5000%  | 0.0000% | $2986700.00        | $3062530.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 5.5000%  | 0.0000% | $10796099.00       | $10881895.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-01-01      | 4.0000%  | 0.0000% | $600272.00         | $567280.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 6.5000%  | 0.0000% | $1004079.00        | $1062120.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 5.5000%  | 0.0000% | $1621899.00        | $1607059.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 5.0000%  | 0.0000% | $1394597.00        | $1381381.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 4.0000%  | 0.0000% | $100445.00         | $93708.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 3.5000%  | 0.0000% | $336890.00         | $305394.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-01-01      | 4.5000%  | 0.0000% | $1021690.00        | $997687.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 5.5000%  | 0.0000% | $2156590.00        | $1949169.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 6.5000%  | 0.0000% | $1212250.00        | $1274802.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 5.0000%  | 0.0000% | $1519961.00        | $1427802.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 6.0000%  | 0.0000% | $10084331.00       | $10041423.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 5.5000%  | 0.0000% | $3852718.00        | $3492401.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 5.5000%  | 0.0000% | $1066025.00        | $1076472.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-12-01      | 4.5000%  | 0.0000% | $64000.00          | $56484.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-09-01      | 7.5000%  | 0.0000% | $3236842.00        | $1348023.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-09-01      | 6.0000%  | 0.0000% | $255000.00         | $215923.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-08-01      | 6.5000%  | 0.0000% | $30617961.00       | $23431994.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-01-01      | 5.0000%  | 0.0000% | $5769000.00        | $5241501.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-07-01      | 7.5000%  | 0.0000% | $11860543.00       | $6657629.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-10-01      | 6.5000%  | 0.0000% | $57479.00          | $33505.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-02-01      | 5.5000%  | 0.0000% | $1500000.00        | $1092318.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-09-01      | 6.0000%  | 0.0000% | $16133498.00       | $13488648.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-07-01      | 4.5000%  | 0.0000% | $3850000.00        | $3162431.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-05-01      | 4.5000%  | 0.0000% | $6381886.00        | $5242679.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-09-01      | 6.5000%  | 0.0000% | $1463249.00        | $888862.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-09-01      | 5.5000%  | 0.0000% | $367000.00         | $277975.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-04-01      | 6.0000%  | 0.0000% | $3287036.00        | $2137197.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-03-01      | 6.0000%  | 0.0000% | $9900000.00        | $6426475.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-01-01      | 6.0000%  | 0.0000% | $490000.00         | $367812.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-09-01      | 2.5000%  | 0.0000% | $38299.00          | $25490.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-09-01      | 6.0000%  | 0.0000% | $555000.00         | $349535.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-08-01      | 4.5000%  | 0.0000% | $159000.00         | $110391.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-08-01      | 3.5000%  | 0.0000% | $2380000.00        | $1704734.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-07-01      | 4.5000%  | 0.0000% | $184000.00         | $135828.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-07-01      | 3.0000%  | 0.0000% | $52000.00          | $36710.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-06-01      | 3.5000%  | 0.0000% | $30072.00          | $22563.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-06-01      | 3.5000%  | 0.0000% | $24000.00          | $17000.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-06-01      | 3.5000%  | 0.0000% | $100006429.00      | $68453516.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-08-01      | 4.0000%  | 0.0000% | $22012608.00       | $17186393.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-04-01      | 2.0000%  | 0.0000% | $47000.00          | $31781.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-04-01      | 3.5000%  | 0.0000% | $21600.00          | $13543.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 3.0000%  | 0.0000% | $3000.00           | $1989.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-02-01      | 3.5000%  | 0.0000% | $7575000.00        | $4528280.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-05-01      | 3.5000%  | 0.0000% | $47004000.00       | $32729572.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-12-01      | 2.5000%  | 0.0000% | $154000.00         | $99000.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-12-01      | 2.5000%  | 0.0000% | $2100000.00        | $1305001.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-12-01      | 2.0000%  | 0.0000% | $550000.00         | $343617.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-11-01      | 3.0000%  | 0.0000% | $325000.00         | $188965.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-10-01      | 1.5000%  | 0.0000% | $1657766.00        | $897330.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-01-01      | 3.5000%  | 0.0000% | $1300000.00        | $752688.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-01-01      | 2.5000%  | 0.0000% | $6000.00           | $4015.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-01-01      | 2.0000%  | 0.0000% | $12571.00          | $7595.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-06-01      | 3.0000%  | 0.0000% | $840000.00         | $475016.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-05-01      | 2.5000%  | 0.0000% | $118000000.00      | $60110038.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-04-01      | 3.0000%  | 0.0000% | $813000.00         | $354534.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-06-01      | 3.0000%  | 0.0000% | $6900358.00        | $4611664.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-06-01      | 1.5000%  | 0.0000% | $160645.00         | $88543.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-12-01      | 2.5000%  | 0.0000% | $5000000.00        | $2335855.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-12-01      | 2.5000%  | 0.0000% | $610000.00         | $281719.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-02-01      | 2.5000%  | 0.0000% | $480000.00         | $265542.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-02-01      | 3.0000%  | 0.0000% | $270000.00         | $173318.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-11-01      | 2.5000%  | 0.0000% | $185000.00         | $83315.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-09-01      | 2.5000%  | 0.0000% | $455000.00         | $221105.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-08-01      | 3.0000%  | 0.0000% | $200240.00         | $71078.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-08-01      | 2.5000%  | 0.0000% | $55000.00          | $21192.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-06-01      | 3.5000%  | 0.0000% | $750000.00         | $250721.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-05-01      | 3.0000%  | 0.0000% | $4950000.00        | $2054351.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-02-01      | 3.0000%  | 0.0000% | $18880750.00       | $8903505.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-10-01      | 4.0000%  | 0.0000% | $45500000.00       | $16453593.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-08-01      | 3.5000%  | 0.0000% | $653176.00         | $231868.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-08-01      | 3.5000%  | 0.0000% | $67480827.00       | $18794384.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-03-01      | 4.5000%  | 0.0000% | $72000.00          | $6509.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-04-01      | 3.5000%  | 0.0000% | $6000.00           | $886.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2033-02-01      | 3.5000%  | 0.0000% | $39039591.00       | $6249944.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-01-01      | 4.5000%  | 0.0000% | $12186060.00       | $3245211.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-12-01      | 4.0000%  | 0.0000% | $99084452.00       | $20276381.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-10-01      | 4.5000%  | 0.0000% | $70777.00          | $16976.00          | Agency Mortgage-Backed Securities |
| Fannie Mae                            | 2053-08-01      | 5.5000%  | 0.0000% | $50533.00          | $38276.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-07-01      | 6.0000%  | 0.0000% | $200000.00         | $108369.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-08-01      | 5.5000%  | 0.0000% | $794102.00         | $442026.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-02-01      | 6.0000%  | 0.0000% | $31000000.00       | $21567136.00       | Agency Mortgage-Backed Securities |
| Fannie Mae                            | 2053-03-01      | 5.5000%  | 0.0000% | $2060726.00        | $1376377.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-07-01      | 3.0000%  | 0.0000% | $277856.00         | $163239.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 6.0000%  | 0.0000% | $1002573.00        | $1036180.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-10-01      | 4.5000%  | 0.0000% | $38910897.00       | $26114551.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-06-01      | 3.0000%  | 0.0000% | $1081596.00        | $761740.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-12-01      | 5.0000%  | 0.0000% | $3134774.00        | $2780781.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-12-01      | 4.0000%  | 0.0000% | $807199.00         | $743263.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-11-01      | 7.5000%  | 0.0000% | $1157049.00        | $1003250.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-11-01      | 5.5000%  | 0.0000% | $13611105.00       | $12438744.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-11-01      | 4.5000%  | 0.0000% | $6324824.00        | $5794394.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 5.0000%  | 0.0000% | $728999.00         | $698481.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-10-01      | 5.0000%  | 0.0000% | $2372133.00        | $1751855.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-11-01      | 5.0000%  | 0.0000% | $2237564.00        | $2129289.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-07-01      | 3.5000%  | 0.0000% | $3378647.00        | $2941161.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-07-01      | 6.0000%  | 0.0000% | $570825.00         | $393354.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-07-01      | 5.5000%  | 0.0000% | $117197345.00      | $87234960.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-06-01      | 4.5000%  | 0.0000% | $550000.00         | $501581.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-04-01      | 3.5000%  | 0.0000% | $2403748.00        | $2141757.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-06-01      | 5.5000%  | 0.0000% | $4300023.00        | $3318091.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 6.0000%  | 0.0000% | $1547707.00        | $1061316.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 4.0000%  | 0.0000% | $55107832.00       | $48816965.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-04-01      | 6.5000%  | 0.0000% | $691186.00         | $569326.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-05-01      | 4.5000%  | 0.0000% | $5078890.00        | $3696559.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-04-01      | 6.5000%  | 0.0000% | $3714551.00        | $2193653.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-04-01      | 6.0000%  | 0.0000% | $168350.00         | $107292.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-03-01      | 6.0000%  | 0.0000% | $7534467.00        | $4908377.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-01-01      | 4.0000%  | 0.0000% | $326305.00         | $271862.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-10-01      | 4.5000%  | 0.0000% | $1802229.00        | $1330940.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-09-01      | 6.0000%  | 0.0000% | $2195598.00        | $1090127.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-06-01      | 5.5000%  | 0.0000% | $1012659.00        | $780731.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 4.5000%  | 0.0000% | $1013692.00        | $980886.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-10-01      | 4.0000%  | 0.0000% | $5375000.00        | $4014857.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-09-01      | 4.5000%  | 0.0000% | $845615.00         | $614858.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-07-01      | 4.5000%  | 0.0000% | $4000.00           | $2356.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-04-01      | 1.5000%  | 0.0000% | $1247215.00        | $791096.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-05-01      | 3.5000%  | 0.0000% | $400000.00         | $240763.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-04-01      | 3.5000%  | 0.0000% | $8461914.00        | $4918975.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-08-01      | 4.5000%  | 0.0000% | $32579899.00       | $20846559.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-08-01      | 5.0000%  | 0.0000% | $9085872.00        | $5531435.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-04-01      | 3.5000%  | 0.0000% | $71867.00          | $54212.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 4.0000%  | 0.0000% | $1006766.00        | $938789.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-11-01      | 5.0000%  | 0.0000% | $2577175.00        | $2540800.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-08-01      | 3.5000%  | 0.0000% | $2570100.00        | $2320074.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-08-01      | 4.5000%  | 0.0000% | $2945722.00        | $2809822.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-09-01      | 3.5000%  | 0.0000% | $101455.00         | $90998.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-09-01      | 6.0000%  | 0.0000% | $1194505.00        | $1118148.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 2.5000%  | 0.0000% | $399836.00         | $231975.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-09-01      | 3.5000%  | 0.0000% | $2336756.00        | $1985510.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 4.0000%  | 0.0000% | $2018896.00        | $1877575.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-04-01      | 3.0000%  | 0.0000% | $381153.00         | $236420.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-04-01      | 1.5000%  | 0.0000% | $130664.00         | $69507.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-03-01      | 1.5000%  | 0.0000% | $7522895.00        | $4375465.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-04-01      | 3.0000%  | 0.0000% | $18370.00          | $12226.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 3.5000%  | 0.0000% | $471753.00         | $338133.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2032-02-01      | 1.5000%  | 0.0000% | $5000000.00        | $2192808.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-02-01      | 2.5000%  | 0.0000% | $512763.00         | $313793.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 2.0000%  | 0.0000% | $250000.00         | $152600.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 3.0000%  | 0.0000% | $808277.00         | $502193.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-06-01      | 3.0000%  | 0.0000% | $355349.00         | $257291.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-02-01      | 2.0000%  | 0.0000% | $1382973.00        | $870995.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-07-01      | 5.0000%  | 0.0000% | $1306140.00        | $1277581.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-06-01      | 6.0000%  | 0.0000% | $1143307.00        | $717545.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-01-01      | 2.0000%  | 0.0000% | $2581557.00        | $1602071.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-12-01      | 3.5000%  | 0.0000% | $459127.00         | $316333.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-12-01      | 3.0000%  | 0.0000% | $3852489.00        | $2259441.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-03-01      | 5.5000%  | 0.0000% | $131000000.00      | $119988168.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-09-01      | 3.5000%  | 0.0000% | $1348578.00        | $1184664.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-09-01      | 2.5000%  | 0.0000% | $31396.00          | $10839.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-08-01      | 2.5000%  | 0.0000% | $1765139.00        | $919267.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-06-01      | 3.0000%  | 0.0000% | $5322749.00        | $2391180.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-07-01      | 3.0000%  | 0.0000% | $3711033.00        | $1516188.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-02-01      | 2.0000%  | 0.0000% | $982450.00         | $586115.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-04-01      | 4.5000%  | 0.0000% | $1054266.00        | $809027.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-12-01      | 3.0000%  | 0.0000% | $1637000.00        | $882201.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2031-10-01      | 1.5000%  | 0.0000% | $14000000.00       | $5053871.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-10-01      | 2.0000%  | 0.0000% | $420868.00         | $250979.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-11-01      | 1.5000%  | 0.0000% | $20649993.00       | $8582878.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-08-01      | 6.0000%  | 0.0000% | $1188388.00        | $18571.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-06-01      | 5.0000%  | 0.0000% | $1780000.00        | $38638.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-06-01      | 5.5000%  | 0.0000% | $1129484.00        | $1154998.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-05-01      | 4.0000%  | 0.0000% | $3927936.00        | $3856715.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-06-01      | 6.0000%  | 0.0000% | $805600.00         | $832689.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-06-01      | 4.5000%  | 0.0000% | $9192906.00        | $9124566.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-06-01      | 5.5000%  | 0.0000% | $29161328.00       | $29408726.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-05-01      | 3.5000%  | 0.0000% | $14509522.00       | $13166620.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-02-01      | 5.0000%  | 0.0000% | $1841605.00        | $1704802.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-02-01      | 3.5000%  | 0.0000% | $140000.00         | $129870.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-01-01      | 6.0000%  | 0.0000% | $4171471.00        | $3915973.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-04-01      | 3.5000%  | 0.0000% | $15791617.00       | $14950535.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-01-01      | 5.5000%  | 0.0000% | $1172713.00        | $1126925.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-03-01      | 4.5000%  | 0.0000% | $1787417.00        | $1690437.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-01-01      | 5.0000%  | 0.0000% | $2581474.00        | $2505432.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-10-01      | 6.5000%  | 0.0000% | $1152950.00        | $1187780.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-10-01      | 6.0000%  | 0.0000% | $2972168.00        | $2476934.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-06-01      | 6.5000%  | 0.0000% | $7101346.00        | $4709014.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-05-01      | 6.0000%  | 0.0000% | $3200000.00        | $2708611.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-06-01      | 6.0000%  | 0.0000% | $26074370.00       | $18544670.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-06-01      | 5.5000%  | 0.0000% | $50000.00          | $39393.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-05-01      | 6.5000%  | 0.0000% | $3805953.00        | $2154954.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-05-01      | 5.5000%  | 0.0000% | $9139893.00        | $9217498.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-04-01      | 5.5000%  | 0.0000% | $7409912.00        | $5093787.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-04-01      | 5.5000%  | 0.0000% | $551545.00         | $329958.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-11-01      | 6.0000%  | 0.0000% | $1681709.00        | $779322.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-12-01      | 6.5000%  | 0.0000% | $4649528.00        | $1662520.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-11-01      | 6.5000%  | 0.0000% | $815585.00         | $344392.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-11-01      | 5.0000%  | 0.0000% | $377633.00         | $11483.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-02-01      | 6.0000%  | 0.0000% | $5500000.00        | $19738.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-01-01      | 5.0000%  | 0.0000% | $194997.00         | $1214.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-12-01      | 5.0000%  | 0.0000% | $16783367.00       | $209109.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-10-01      | 5.5000%  | 0.0000% | $525000.00         | $3243.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-07-01      | 5.0000%  | 0.0000% | $1001201.00        | $11765.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-07-01      | 5.0000%  | 0.0000% | $668956.00         | $6165.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2034-07-01      | 5.5000%  | 0.0000% | $1244275.00        | $6551.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2034-03-01      | 5.5000%  | 0.0000% | $1260071.00        | $4890.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2032-12-01      | 6.0000%  | 0.0000% | $2448265.00        | $13752.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-04-01      | 6.0000%  | 0.0000% | $1014000.00        | $7991.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-04-01      | 5.0000%  | 0.0000% | $75000.00          | $522.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2033-11-01      | 5.0000%  | 0.0000% | $556000.00         | $4193.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2044-10-01      | 3.5000%  | 0.0000% | $139000.00         | $20157.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-08-01      | 3.5000%  | 0.0000% | $51330.00          | $11497.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-09-01      | 3.5000%  | 0.0000% | $347000.00         | $54812.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-04-01      | 3.5000%  | 0.0000% | $504547.00         | $44386.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-06-01      | 4.5000%  | 0.0000% | $25759432.00       | $6008396.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-02-01      | 3.5000%  | 0.0000% | $25000.00          | $2203.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-12-01      | 3.0000%  | 0.0000% | $75000.00          | $11713.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-12-01      | 3.0000%  | 0.0000% | $313872.00         | $93127.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-03-01      | 3.5000%  | 0.0000% | $15000000.00       | $2879689.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-03-01      | 3.5000%  | 0.0000% | $3370000.00        | $607383.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-09-01      | 2.5000%  | 0.0000% | $136000.00         | $30855.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-08-01      | 3.0000%  | 0.0000% | $7359000.00        | $1624756.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-04-01      | 4.0000%  | 0.0000% | $157796547.00      | $24533612.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-04-01      | 3.5000%  | 0.0000% | $350000.00         | $49688.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-04-01      | 3.5000%  | 0.0000% | $30000000.00       | $4824635.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.5000%  | 0.0000% | $5963950.00        | $552727.00         | Agency Mortgage-Backed Securities |
| Fannie Mae                            | 2042-08-01      | 3.5000%  | 0.0000% | $1869542.00        | $115024.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-07-01      | 3.5000%  | 0.0000% | $755355.00         | $112543.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-06-01      | 4.0000%  | 0.0000% | $6000000.00        | $478842.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-05-01      | 3.5000%  | 0.0000% | $152963.00         | $12172.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-01-01      | 4.5000%  | 0.0000% | $1476397.00        | $1450219.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-11-01      | 5.5000%  | 0.0000% | $1642012.00        | $1541234.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-09-01      | 6.0000%  | 0.0000% | $1060583.00        | $1096292.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-08-01      | 6.5000%  | 0.0000% | $5738125.00        | $5191650.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-08-01      | 5.0000%  | 0.0000% | $1015723.00        | $697573.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-09-01      | 5.5000%  | 0.0000% | $12525392.00       | $11512230.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-08-01      | 6.0000%  | 0.0000% | $1392285.00        | $1394853.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-07-01      | 6.0000%  | 0.0000% | $3529072.00        | $3150080.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-08-01      | 5.5000%  | 0.0000% | $1088005.00        | $928374.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-11-01      | 4.5000%  | 0.0000% | $38651.00          | $36123.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-07-01      | 6.0000%  | 0.0000% | $1877658.00        | $1820080.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-07-01      | 5.5000%  | 0.0000% | $19051000.00       | $17522137.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-08-01      | 6.0000%  | 0.0000% | $4875332.00        | $3779676.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-07-01      | 5.5000%  | 0.0000% | $1960198.00        | $1963239.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 5.5000%  | 0.0000% | $3414430.00        | $3240626.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-05-01      | 6.5000%  | 0.0000% | $627888.00         | $521125.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-06-01      | 4.0000%  | 0.0000% | $1046623.00        | $938788.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-09-01      | 6.0000%  | 0.0000% | $1823058.00        | $1493841.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 6.0000%  | 0.0000% | $3803574.00        | $3036553.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-09-01      | 6.0000%  | 0.0000% | $61398423.00       | $48353544.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-04-01      | 5.0000%  | 0.0000% | $2978577.00        | $2246487.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-06-01      | 6.0000%  | 0.0000% | $1098301.00        | $1095971.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-03-01      | 6.0000%  | 0.0000% | $1294000.00        | $554354.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.0000%  | 0.0000% | $1022699.00        | $927523.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-07-01      | 5.5000%  | 0.0000% | $2127841.00        | $1858332.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-01-01      | 6.0000%  | 0.0000% | $1943949.00        | $1517510.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-12-01      | 5.5000%  | 0.0000% | $1817036.00        | $1285377.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-12-01      | 5.5000%  | 0.0000% | $1612365.00        | $1427981.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-09-01      | 6.5000%  | 0.0000% | $30000.00          | $17472.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-06-01      | 6.0000%  | 0.0000% | $2400469.00        | $1753357.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-07-01      | 7.0000%  | 0.0000% | $4175747.00        | $1989355.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-06-01      | 6.5000%  | 0.0000% | $832000.00         | $487705.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-06-01      | 7.0000%  | 0.0000% | $1185389.00        | $894154.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-05-01      | 6.0000%  | 0.0000% | $29727306.00       | $24888322.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-02-01      | 2.5000%  | 0.0000% | $325000.00         | $232786.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-05-01      | 4.0000%  | 0.0000% | $28484000.00       | $21795211.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-01-01      | 2.5000%  | 0.0000% | $1366277.00        | $981708.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-09-01      | 3.5000%  | 0.0000% | $5000.00           | $3780.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-01-01      | 3.5000%  | 0.0000% | $236000.00         | $172371.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-01-01      | 6.0000%  | 0.0000% | $248000.00         | $216630.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-05-01      | 6.0000%  | 0.0000% | $3013121.00        | $1856163.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-05-01      | 6.0000%  | 0.0000% | $15290000.00       | $12088923.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-01-01      | 7.0000%  | 0.0000% | $6590148.00        | $3397749.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-03-01      | 3.0000%  | 0.0000% | $642000.00         | $470127.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-09-01      | 3.0000%  | 0.0000% | $40253.00          | $30234.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-01-01      | 6.5000%  | 0.0000% | $10466477.00       | $5896319.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-08-01      | 3.5000%  | 0.0000% | $1400000.00        | $1015834.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-02-01      | 3.0000%  | 0.0000% | $25595547.00       | $18706816.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-11-01      | 4.5000%  | 0.0000% | $200000.00         | $157455.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-02-01      | 6.5000%  | 0.0000% | $200000.00         | $134287.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-04-01      | 4.5000%  | 0.0000% | $30000.00          | $17321.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-07-01      | 2.5000%  | 0.0000% | $5567441.00        | $4054511.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-06-01      | 2.0000%  | 0.0000% | $596267.00         | $422645.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-09-01      | 3.5000%  | 0.0000% | $5709000.00        | $4398513.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-12-01      | 3.0000%  | 0.0000% | $22000.00          | $16128.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-05-01      | 2.5000%  | 0.0000% | $200000.00         | $139171.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-08-01      | 5.5000%  | 0.0000% | $5000000.00        | $3052698.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-08-01      | 3.5000%  | 0.0000% | $4000.00           | $3048.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.0000%  | 0.0000% | $200000.00         | $118265.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-05-01      | 5.0000%  | 0.0000% | $60314712.00       | $45930073.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-01-01      | 6.0000%  | 0.0000% | $21296528.00       | $13918716.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-05-01      | 6.5000%  | 0.0000% | $7407000.00        | $3851396.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-04-01      | 4.5000%  | 0.0000% | $1775000.00        | $1364250.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-03-01      | 5.5000%  | 0.0000% | $15537000.00       | $11783071.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-05-01      | 3.0000%  | 0.0000% | $1889667.00        | $1145237.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-05-01      | 2.5000%  | 0.0000% | $18000.00          | $12239.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-12-01      | 5.5000%  | 0.0000% | $70000.00          | $52128.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-02-01      | 2.5000%  | 0.0000% | $65000.00          | $40607.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 2.5000%  | 0.0000% | $200000.00         | $128761.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 2.5000%  | 0.0000% | $80000.00          | $50377.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-04-01      | 2.5000%  | 0.0000% | $200000.00         | $132324.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-07-01      | 5.0000%  | 0.0000% | $239000.00         | $152101.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-07-01      | 2.5000%  | 0.0000% | $3000000.00        | $1602509.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-01-01      | 4.5000%  | 0.0000% | $260000.00         | $148703.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-07-01      | 4.5000%  | 0.0000% | $1500000.00        | $1067483.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-01-01      | 2.5000%  | 0.0000% | $6859282.00        | $3352903.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-04-01      | 3.5000%  | 0.0000% | $150000.00         | $97555.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-04-01      | 3.5000%  | 0.0000% | $212000.00         | $139083.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2033-09-01      | 3.5000%  | 0.0000% | $18068949.00       | $1488959.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-04-01      | 2.5000%  | 0.0000% | $69694.00          | $38951.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-12-01      | 3.5000%  | 0.0000% | $1500000.00        | $898565.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-07-01      | 3.5000%  | 0.0000% | $23691.00          | $13356.00          | Agency Mortgage-Backed Securities |
| Fannie Mae                            | 2052-03-01      | 2.0000%  | 0.0000% | $1056000.00        | $615721.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 3.0000%  | 0.0000% | $50000.00          | $32893.00          | Agency Mortgage-Backed Securities |
| Fannie Mae                            | 2040-03-01      | 3.0000%  | 0.0000% | $15000.00          | $7787.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-02-01      | 3.0000%  | 0.0000% | $132000.00         | $83044.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-12-01      | 2.0000%  | 0.0000% | $161000.00         | $82893.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-01-01      | 2.0000%  | 0.0000% | $43000000.00       | $23322531.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-01-01      | 2.5000%  | 0.0000% | $599504.00         | $391651.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-10-01      | 2.0000%  | 0.0000% | $2660000.00        | $1448249.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-11-01      | 2.5000%  | 0.0000% | $30000.00          | $17852.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2034-11-01      | 3.0000%  | 0.0000% | $2886178.00        | $179966.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-08-01      | 3.0000%  | 0.0000% | $1006734.00        | $607674.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-12-01      | 3.0000%  | 0.0000% | $374000.00         | $117856.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-07-01      | 2.5000%  | 0.0000% | $284000.00         | $163008.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-06-01      | 2.0000%  | 0.0000% | $1640186.00        | $894420.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-01-01      | 3.5000%  | 0.0000% | $8979149.00        | $2828979.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-06-01      | 2.5000%  | 0.0000% | $25000.00          | $13833.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-08-01      | 3.0000%  | 0.0000% | $250000.00         | $88020.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-03-01      | 2.5000%  | 0.0000% | $754610.00         | $397269.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-03-01      | 2.0000%  | 0.0000% | $100000.00         | $54033.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-02-01      | 3.5000%  | 0.0000% | $2423000.00        | $864085.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-04-01      | 3.0000%  | 0.0000% | $1553064.00        | $743649.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2044-07-01      | 5.0000%  | 0.0000% | $20000.00          | $6924.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-01-01      | 2.5000%  | 0.0000% | $123658.00         | $68077.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-01-01      | 1.5000%  | 0.0000% | $500000.00         | $204473.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-11-01      | 1.5000%  | 0.0000% | $200000.00         | $82469.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-11-01      | 2.0000%  | 0.0000% | $470000.00         | $217860.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-10-01      | 2.0000%  | 0.0000% | $2000000.00        | $670536.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-07-01      | 3.5000%  | 0.0000% | $3000.00           | $1168.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-09-01      | 2.5000%  | 0.0000% | $345000.00         | $149193.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-09-01      | 2.5000%  | 0.0000% | $235000.00         | $83785.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-03-01      | 3.0000%  | 0.0000% | $41655.00          | $12410.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-10-01      | 5.0000%  | 0.0000% | $19000.00          | $5531.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-01-01      | 3.5000%  | 0.0000% | $3075000.00        | $642516.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-09-01      | 3.5000%  | 0.0000% | $170000.00         | $42808.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2034-01-01      | 4.0000%  | 0.0000% | $80000.00          | $3187.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2034-06-01      | 3.5000%  | 0.0000% | $12800000.00       | $1133706.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2033-07-01      | 2.5000%  | 0.0000% | $10000.00          | $1705.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $35000.00          | $4932.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-12-01      | 3.0000%  | 0.0000% | $122747.00         | $19867.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2027-08-01      | 2.5000%  | 0.0000% | $2850000.00        | $33378.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-09-01      | 6.0000%  | 0.0000% | $2100000.00        | $40249.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-04-01      | 7.0000%  | 0.0000% | $12569985.00       | $408901.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-05-01      | 6.0000%  | 0.0000% | $5255000.00        | $153240.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2030-12-01      | 3.5000%  | 0.0000% | $68000.00          | $2802.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-02-01      | 5.0000%  | 0.0000% | $92000.00          | $11727.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2029-12-01      | 3.5000%  | 0.0000% | $933000.00         | $38130.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2029-12-01      | 4.0000%  | 0.0000% | $281000.00         | $3093.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2044-05-01      | 5.0000%  | 0.0000% | $1736165.00        | $127425.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2044-03-01      | 5.0000%  | 0.0000% | $680468.00         | $58934.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2032-04-01      | 4.0000%  | 0.0000% | $20000000.00       | $1043411.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2031-01-01      | 4.5000%  | 0.0000% | $1308953.00        | $47488.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-06-01      | 6.0000%  | 0.0000% | $900000.00         | $64397.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-01-01      | 3.5000%  | 0.0000% | $120000.00         | $14800.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-12-01      | 3.0000%  | 0.0000% | $486293.00         | $68680.00          | Agency Mortgage-Backed Securities |

### Security 270: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05C51F, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR05C51F7791566RO
- **C.18 - Value (incl. sponsor support):** $989999604.00
- **C.18.a - Value (excl. sponsor support):** $989999604.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  | 0.0000% | $13017900.00       | $13302098.00       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE H 33  | 2033-02-28      | 3.7500%  | 0.0000% | $1197200.00        | $1172425.00        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | 0.0000% | $25317600.00       | $25370646.00       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  | 0.0000% | $20679600.00       | $20488249.00       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  | 0.0000% | $2916300.00        | $2951819.00        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | 0.0000% | $262589700.00      | $270619307.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  | 0.0000% | $11375100.00       | $11426398.00       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | 0.0000% | $28783100.00       | $28154522.00       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  | 0.0000% | $92337900.00       | $94931023.00       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  | 0.0000% | $139902500.00      | $142087081.00      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | 0.0000% | $25159900.00       | $23993243.00       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | 0.0000% | $13824200.00       | $12002396.00       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | 0.0000% | $136000.00         | $139113.00         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  | 0.0000% | $24979300.00       | $25244901.00       | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | 0.0000% | $118734000.00      | $119515223.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  | 0.0000% | $22330000.00       | $22215476.00       | U.S. Treasuries (including strips) |
| 4NOTE R 29       | 2029-10-31      | 4.0000%  | 0.0000% | $237400.00         | $237556.00         | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | 0.0000% | $2655000.00        | $2518659.00        | U.S. Treasuries (including strips) |
| 3 BOND 52        | 2052-08-15      | 3.0000%  | 0.0000% | $34144500.00       | $24310676.00       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  | 0.0000% | $92159600.00       | $63353435.00       | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | 0.0000% | $76426800.00       | $37393669.00       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  | 0.0000% | $60700.00          | $46607.00          | U.S. Treasuries (including strips) |
| BILL 11/05/26    | 2026-11-05      | 0.0000%  | 0.0000% | $1785300.00        | $1757107.00        | U.S. Treasuries (including strips) |
| BILL 07/23/26    | 2026-07-23      | 0.0000%  | 0.0000% | $14815500.00       | $14737867.00       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  | 0.0000% | $53759800.00       | $51830514.00       | U.S. Treasuries (including strips) |

### Security 271: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05C572, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR05C572779156ROY
- **C.18 - Value (incl. sponsor support):** $989999604.00
- **C.18.a - Value (excl. sponsor support):** $989999604.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 3/8 TRIB 27    | 2027-01-15      | 2.3750%  | 0.0000% | $25000000.00       | $41598766.00       | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 42    | 2042-02-15      | 0.7500%  | 0.0000% | $16616300.00       | $18808012.00       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  | 0.0000% | $25000.00          | $24844.00          | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  | 0.0000% | $131694000.00      | $123923179.00      | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  | 0.0000% | $1000.00           | $998.00            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | 0.0000% | $22100.00          | $21340.00          | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  | 0.0000% | $4002100.00        | $3708445.00        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  | 0.0000% | $175000600.00      | $167080713.00      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AL 29 | 2029-03-15      | 3.5000%  | 0.0000% | $81745800.00       | $81173020.00       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29  | 2029-08-15      | 1.6250%  | 0.0000% | $9100.00           | $8484.00           | U.S. Treasuries (including strips) |
| 4 NOTE B 34      | 2034-02-15      | 4.0000%  | 0.0000% | $10105100.00       | $10007416.00       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  | 0.0000% | $4952400.00        | $4993887.00        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  | 0.0000% | $65817000.00       | $66622411.00       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  | 0.0000% | $422177500.00      | $431065920.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  | 0.0000% | $27468000.00       | $27592531.00       | U.S. Treasuries (including strips) |
| TRFR AX 01/31/27 | 2027-01-31      | 3.7616%  | 0.0000% | $13502900.00       | $13547573.00       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | 0.0000% | $5607100.00        | $5707648.00        | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26 | 2026-10-31      | 3.8686%  | 0.0000% | $13863000.00       | $13914856.00       | U.S. Treasuries (including strips) |

### Security 272: ROYAL BANK OF CANADA-NEW YORK BRANCH

- **C.1 - Title:** ROYAL BANK OF CANADA-NEW YORK BRANCH 3.710002%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR100E69, C.3 - LEI: N.A., C.5 - Other ID: TPR100E697791565RO
- **C.18 - Value (incl. sponsor support):** $987996640.80
- **C.18.a - Value (excl. sponsor support):** $987996640.80
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 1/2 NOTE AL 29 | 2029-03-15      | 3.5000%  | 0.0000% | $91380600.00       | $90740310.00       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  | 0.0000% | $7999400.00        | $7937858.00        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | 0.0000% | $315387700.00      | $319717684.00      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  | 0.0000% | $17504500.00       | $17774560.00       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  | 0.0000% | $121491300.00      | $124049148.00      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  | 0.0000% | $6957200.00        | $7111588.00        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | 0.0000% | $241030600.00      | $244389351.00      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  | 0.0000% | $18007700.00       | $18500654.00       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  | 0.0000% | $39091800.00       | $39485467.00       | U.S. Treasuries (including strips) |
| 4 NOTE V 28      | 2028-02-29      | 4.0000%  | 0.0000% | $6705200.00        | $6771445.00        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | 0.0000% | $200.00            | $193.00            | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  | 0.0000% | $26708700.00       | $26720259.00       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  | 0.0000% | $48964800.00       | $42515285.00       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  | 0.0000% | $57902600.00       | $56183299.00       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  | 0.0000% | $5969900.00        | $5862902.00        | U.S. Treasuries (including strips) |

### Security 273: ROYAL BANK OF CANADA-NEW YORK BRANCH

- **C.1 - Title:** ROYAL BANK OF CANADA-NEW YORK BRANCH 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR100F62, C.3 - LEI: N.A., C.5 - Other ID: TPR100F627791563RO
- **C.18 - Value (incl. sponsor support):** $1481998962.60
- **C.18.a - Value (excl. sponsor support):** $1481998962.60
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 5.0000%  | 0.0000% | $1000.00           | $197.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $305.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-06-01      | 5.0000%  | 0.0000% | $1000.00           | $258.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-05-01      | 4.0000%  | 0.0000% | $5960000.00        | $752056.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $75.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-10-01      | 6.5000%  | 0.0000% | $6412090.00        | $1964398.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-10-01      | 6.5000%  | 0.0000% | $3697000.00        | $1167305.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 2.5000%  | 0.0000% | $1024.00           | $856.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.0000%  | 0.0000% | $1011.00           | $881.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | 0.0000% | $1024.00           | $928.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $1023.00           | $995.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $971.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $1024.00           | $889.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | 0.0000% | $2016.00           | $1871.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 4.0000%  | 0.0000% | $1024.00           | $939.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 4.0000%  | 0.0000% | $1024.00           | $954.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $997.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $2064.00           | $2020.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.5000%  | 0.0000% | $3072.00           | $3099.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $1032.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $907.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $1040.00           | $964.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $969.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $978.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 2.5000%  | 0.0000% | $1008.00           | $912.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.0000%  | 0.0000% | $13823833.00       | $14441789.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $985.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $957.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 3.5000%  | 0.0000% | $485509.00         | $435522.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 6.0000%  | 0.0000% | $1024.00           | $946.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $993.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $991.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-03-01      | 2.0000%  | 0.0000% | $1008.00           | $868.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 3.5000%  | 0.0000% | $1008.00           | $893.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 3.5000%  | 0.0000% | $1008.00           | $902.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $953.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 2.5000%  | 0.0000% | $1024.00           | $852.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $989.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.0000%  | 0.0000% | $14316823.00       | $14006065.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $1008.00           | $984.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $915.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | 0.0000% | $13942510.00       | $13016881.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $997.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | 0.0000% | $2048.00           | $1922.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $968.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $3957496.00        | $3721637.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $922.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $905.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.0000%  | 0.0000% | $579835.00         | $503070.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $865.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $980.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $17512992.00       | $14637985.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-10-01      | 1.5000%  | 0.0000% | $1000.00           | $777.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $893.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $4932536.00        | $4617446.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $5654008.00        | $4898070.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 3.5000%  | 0.0000% | $10800000.00       | $8820420.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-07-01      | 1.5000%  | 0.0000% | $1000.00           | $620.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 6.0000%  | 0.0000% | $1739797.00        | $1817362.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $18310838.00       | $18590665.00       | Agency Mortgage-Backed Securities  |
| Fannie Mae                             | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $986.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.5000%  | 0.0000% | $1012.00           | $1025.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-04-01      | 5.0000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 4.5000%  | 0.0000% | $1208960.00        | $1160961.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $947212.00         | $958946.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $982.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.0000%  | 0.0000% | $6634880.00        | $6858543.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $5184049.00        | $5265451.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $960.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $137264.00         | $138017.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.5000%  | 0.0000% | $2401244.00        | $2304365.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.5000%  | 0.0000% | $1001.00           | $877.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $911.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $1008.00           | $879.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | 0.0000% | $1008.00           | $724.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $1008.00           | $954.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $911.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $989.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $914.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $42016.00          | $39445.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $966.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $926.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $10451308.00       | $9268296.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $855.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $526000.00         | $467207.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $1008.00           | $830.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $2048.00           | $1804.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $8056.00           | $6467.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $901.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $1040.00           | $953.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1725.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 7.0000%  | 0.0000% | $1923745.00        | $1350976.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 6.5000%  | 0.0000% | $1007.00           | $763.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.5000%  | 0.0000% | $1023.00           | $490.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $532.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $3598640.00        | $2812561.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $808.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $828.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $1024.00           | $654.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $811.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 7.0000%  | 0.0000% | $2000.00           | $1317.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $784.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | 0.0000% | $1024.00           | $855.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $649.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $13004.00          | $10280.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $758.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $2048.00           | $1552.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.5000%  | 0.0000% | $1024.00           | $575.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 4.0000%  | 0.0000% | $12312466.00       | $9255801.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $15975.00          | $12512.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $848.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $752.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $912027.00         | $684933.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | 0.0000% | $1024.00           | $850.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $758.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $717.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | 0.0000% | $1024.00           | $663.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | 0.0000% | $1120.00           | $753.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $1024.00           | $728.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.5000%  | 0.0000% | $1120.00           | $726.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $603.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1256.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $682.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.0000%  | 0.0000% | $5761941.00        | $3356573.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 3.0000%  | 0.0000% | $1008.00           | $513.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | 0.0000% | $1156000.00        | $635405.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 3.0000%  | 0.0000% | $1024.00           | $560.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $510.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $39601920.00       | $18443670.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $360.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 3.5000%  | 0.0000% | $46345297.00       | $18493097.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $228.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 5.0000%  | 0.0000% | $1040.00           | $242.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $45734512.00       | $13577936.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $133.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | 0.0000% | $587958.00         | $394052.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 7.5000%  | 0.0000% | $1049940.00        | $1110390.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1015200.00        | $714240.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $1582410.00        | $1305918.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $1008.00           | $597.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $578.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $6604576.00        | $5018990.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $2874528.00        | $2835855.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 3.5000%  | 0.0000% | $1000.00           | $26.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $237.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $308758379.00      | $64280351.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.0000%  | 0.0000% | $1000.00           | $138.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 3.5000%  | 0.0000% | $1000.00           | $94.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $112.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $1040.00           | $203.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.0000%  | 0.0000% | $290064.00         | $61870.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $108.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-09-01      | 3.5000%  | 0.0000% | $10919104.00       | $1146232.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.5000%  | 0.0000% | $1024.00           | $87.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $134.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 3.5000%  | 0.0000% | $1023.00           | $178.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-03-01      | 7.0000%  | 0.0000% | $14100000.00       | $2179258.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-11-01      | 3.5000%  | 0.0000% | $1000.00           | $83.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | 0.0000% | $21479936.00       | $2974978.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | 0.0000% | $28838006.00       | $5520732.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-01-01      | 4.0000%  | 0.0000% | $1000.00           | $338.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $506.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.5000%  | 0.0000% | $672000.00         | $329127.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.5000%  | 0.0000% | $1277396.00        | $575052.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-02-01      | 2.0000%  | 0.0000% | $1493990.00        | $679088.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $482.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $478.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $421905.00         | $193474.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 3.5000%  | 0.0000% | $1000.00           | $371.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 4.0000%  | 0.0000% | $1260770.00        | $259740.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $248.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 3.0000%  | 0.0000% | $9405000.00        | $2921391.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | 0.0000% | $1280.00           | $419.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $1008.00           | $391.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 3.0000%  | 0.0000% | $1000.00           | $240.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $295.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 4.0000%  | 0.0000% | $194416.00         | $56559.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $177.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 5.0000%  | 0.0000% | $1003.00           | $306.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-02-01      | 3.0000%  | 0.0000% | $1000.00           | $142.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.5000%  | 0.0000% | $285000.00         | $56686.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $216.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 4.0000%  | 0.0000% | $273110.00         | $70645.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 4.0000%  | 0.0000% | $7854616.00        | $1467608.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $409.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-07-01      | 4.0000%  | 0.0000% | $1006.00           | $160.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-08-01      | 3.5000%  | 0.0000% | $3536990.00        | $617913.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-11-01      | 4.5000%  | 0.0000% | $1000.00           | $174.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 4.0000%  | 0.0000% | $274000.00         | $57522.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 6.0000%  | 0.0000% | $1460422.00        | $1495779.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-07-01      | 4.5000%  | 0.0000% | $530397.00         | $507605.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $12548460.00       | $11251860.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $600000.00         | $312255.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | 0.0000% | $95038200.00       | $47708803.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $559.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $115952641.00      | $62067007.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $493.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $247.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $164.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $207.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $172.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-05-01      | 5.0000%  | 0.0000% | $446103.00         | $444755.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1328950.00        | $1341057.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $125301945.00      | $121405471.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.5000%  | 0.0000% | $15098.00          | $10643.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | 0.0000% | $34263.00          | $34538.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $9236064.00        | $6850424.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.0000%  | 0.0000% | $2018.00           | $1507.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $962.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-09-01      | 5.0000%  | 0.0000% | $1000.00           | $533.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-04-01      | 2.0000%  | 0.0000% | $1000.00           | $431.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $10987808.00       | $8515780.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $1008.00           | $747.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $727.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $2103560.00        | $1602858.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.5000%  | 0.0000% | $1024.00           | $832.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.0000%  | 0.0000% | $106142.00         | $84711.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $751.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $2498688.00        | $1829946.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.0000%  | 0.0000% | $2735896.00        | $1975544.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.0000%  | 0.0000% | $7237576.00        | $5485161.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $113853516.00      | $82718361.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $650.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.0000%  | 0.0000% | $174000.00         | $108149.00         | Agency Mortgage-Backed Securities  |
| Fannie Mae                             | 2052-04-01      | 4.0000%  | 0.0000% | $1024.00           | $671.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 3.5000%  | 0.0000% | $1000.00           | $575.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-11-01      | 2.0000%  | 0.0000% | $55816.00          | $32507.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.5000%  | 0.0000% | $1000.00           | $511.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $7714915.00        | $3879516.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $557.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-01-01      | 7.0000%  | 0.0000% | $7628227.00        | $3063976.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $615.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | 0.0000% | $1024.00           | $554.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | 0.0000% | $954675.00         | $598230.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 4.0000%  | 0.0000% | $1000.00           | $419.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 3.0000%  | 0.0000% | $1000.00           | $440.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $549.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $553.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 5.5000%  | 0.0000% | $2000.00           | $635.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $419.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-07-01      | 4.5000%  | 0.0000% | $1000.00           | $187.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $151.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $433.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $15072928.00       | $9817826.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-02-01      | 3.0000%  | 0.0000% | $1000.00           | $309.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 4.5000%  | 0.0000% | $1000.00           | $318.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-10-01      | 2.5000%  | 0.0000% | $1000.00           | $762.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $993.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $9865040.00        | $9667179.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | 0.0000% | $6785708.00        | $6621028.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1010598.00        | $813120.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-11-01      | 4.5000%  | 0.0000% | $1000.00           | $870.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $999.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $840.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $27383.00          | $27809.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $1436020.00        | $1032999.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-04-01      | 6.0000%  | 0.0000% | $94724992.00       | $1596483.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $4556832.00        | $939910.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $190.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.5000%  | 0.0000% | $1000.00           | $140.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-04-01      | 2.5000%  | 0.0000% | $1798916.00        | $47733.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $65.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-04-01      | 3.0000%  | 0.0000% | $625999.00         | $80055.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $274.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $706.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.0000%  | 0.0000% | $6877186.00        | $4966428.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $640.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $581.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | 0.0000% | $19233000.00       | $13007311.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-08-01      | 3.0000%  | 0.0000% | $1753000.00        | $420520.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $619.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 6.5000%  | 0.0000% | $8696656.00        | $6084412.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 7.0000%  | 0.0000% | $2922140.00        | $2532607.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $762.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $879.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $785.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $840.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.5000%  | 0.0000% | $9394496.00        | $8048928.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $815.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.0000%  | 0.0000% | $14000.00          | $10632.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $6693160.00        | $5835057.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $4550272.00        | $3507502.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $808.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $1012.00           | $849.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $7356590.00        | $4364171.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $5109752.00        | $4554073.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $766.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $13345080.00       | $8054674.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $773.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $519.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $647.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.5000%  | 0.0000% | $12555361.00       | $6906321.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $749.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $1203606.00        | $611381.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.0000%  | 0.0000% | $3741548.00        | $2840621.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $8644576.00        | $7074092.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $80.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.0000%  | 0.0000% | $3347163.00        | $1059781.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-12-01      | 3.0000%  | 0.0000% | $3558000.00        | $780397.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-08-01      | 3.5000%  | 0.0000% | $2576.00           | $442.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-12-01      | 3.5000%  | 0.0000% | $30512352.00       | $7050696.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-03-01      | 3.5000%  | 0.0000% | $34587717.00       | $8609073.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 2.5000%  | 0.0000% | $17869076.00       | $12607531.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | 0.0000% | $1120.00           | $829.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $77000.00          | $55298.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 4.5000%  | 0.0000% | $10961812.00       | $9131812.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $615.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $704.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $1024.00           | $789.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $1024.00           | $733.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 3.5000%  | 0.0000% | $1093182.00        | $189305.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 2.0000%  | 0.0000% | $90165838.00       | $66103743.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.0000%  | 0.0000% | $378000.00         | $331436.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $38777157.00       | $25502464.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $685.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-12-01      | 2.0000%  | 0.0000% | $1000.00           | $525.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 5.0000%  | 0.0000% | $2000.00           | $366.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.5000%  | 0.0000% | $8656249.00        | $1443685.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-04-01      | 3.0000%  | 0.0000% | $1000.00           | $19.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $137.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-12-01      | 4.0000%  | 0.0000% | $11395.00          | $809.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-02-01      | 3.5000%  | 0.0000% | $309399.00         | $34181.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-09-01      | 5.5000%  | 0.0000% | $78737.00          | $786.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | 0.0000% | $6796991.00        | $5001195.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $100000000.00      | $53129435.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | 0.0000% | $1024.00           | $875.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $768.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | 0.0000% | $25000000.00       | $20789112.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-05-01      | 3.5000%  | 0.0000% | $1000.00           | $479.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-07-01      | 3.5000%  | 0.0000% | $1000.00           | $531.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 4.0000%  | 0.0000% | $1000.00           | $668.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.5000%  | 0.0000% | $2048.00           | $1522.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | 0.0000% | $1024.00           | $745.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 6.0000%  | 0.0000% | $1024.00           | $802.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $10049.00          | $7251.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $812.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $732.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | 0.0000% | $1008.00           | $717.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 3.5000%  | 0.0000% | $100000.00         | $69443.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.0000%  | 0.0000% | $1088000.00        | $908947.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | 0.0000% | $1120.00           | $811.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.0000%  | 0.0000% | $13322000.00       | $8666903.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 5.0000%  | 0.0000% | $1000.00           | $710.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.5000%  | 0.0000% | $1000.00           | $720.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 3.5000%  | 0.0000% | $2978564.00        | $1853024.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $674.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.5000%  | 0.0000% | $1024.00           | $725.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $36753536.00       | $28213577.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.0000%  | 0.0000% | $125000.00         | $97647.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $801.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | 0.0000% | $117000.00         | $81121.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $8799945.00        | $6513588.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 4.5000%  | 0.0000% | $1000.00           | $684.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $879.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 2.5000%  | 0.0000% | $1024.00           | $721.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $737.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $676.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $11402112.00       | $8421321.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $42000.00          | $27452.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $702.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $69701141.00       | $49737298.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $808.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 3.0000%  | 0.0000% | $244001.00         | $121153.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $703.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 3.5000%  | 0.0000% | $855000.00         | $615170.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.0000%  | 0.0000% | $1024.00           | $731.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $782000.00         | $529868.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.5000%  | 0.0000% | $126000.00         | $86854.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $311436.00         | $186571.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.0000%  | 0.0000% | $2500000.00        | $1587280.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $523.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $656.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-03-01      | 2.0000%  | 0.0000% | $1000.00           | $526.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-09-01      | 3.5000%  | 0.0000% | $21898656.00       | $2225987.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 4.5000%  | 0.0000% | $46590656.00       | $5214529.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-08-01      | 4.5000%  | 0.0000% | $30972544.00       | $3553037.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-11-01      | 3.5000%  | 0.0000% | $1000.00           | $39.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-03-01      | 5.5000%  | 0.0000% | $5072.00           | $20.00             | Agency Mortgage-Backed Securities  |
| 3 7/8 NOTE AN 29                       | 2029-05-15      | 3.8750%  | 0.0000% | $314000.00         | $313005.00         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 28                       | 2028-04-30      | 3.7500%  | 0.0000% | $374100.00         | $373497.00         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 31                        | 2031-04-30      | 3.8750%  | 0.0000% | $237700.00         | $235733.00         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE W 31                        | 2031-03-31      | 3.8750%  | 0.0000% | $7358000.00        | $7321545.00        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE B 36                        | 2036-02-15      | 4.1250%  | 0.0000% | $4751700.00        | $4692940.00        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30                       | 2030-10-31      | 3.6250%  | 0.0000% | $7946900.00        | $7811697.00        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27                       | 2027-09-30      | 3.5000%  | 0.0000% | $300.00            | $300.00            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27                       | 2027-07-31      | 3.8750%  | 0.0000% | $9309200.00        | $9420801.00        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27                       | 2027-06-30      | 3.7500%  | 0.0000% | $200.00            | $203.00            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30                       | 2030-06-30      | 3.8750%  | 0.0000% | $2060700.00        | $2075656.00        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27                       | 2027-05-31      | 3.8750%  | 0.0000% | $777100.00         | $791759.00         | U.S. Treasuries (including strips) |
| TRFR BB 04/30/27                       | 2027-04-30      | 3.8236%  | 0.0000% | $18543700.00       | $18619291.00       | U.S. Treasuries (including strips) |
| 4 NOTE W 30                            | 2030-03-31      | 4.0000%  | 0.0000% | $9249500.00        | $9277832.00        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                        | 2035-02-15      | 4.6250%  | 0.0000% | $2808800.00        | $2894689.00        | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                           | 2027-12-15      | 4.0000%  | 0.0000% | $200.00            | $204.00            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29                       | 2029-11-30      | 4.1250%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31                        | 2031-11-30      | 4.1250%  | 0.0000% | $1249700.00        | $1272110.00        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26                       | 2026-09-30      | 3.5000%  | 0.0000% | $1200.00           | $1206.00           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                        | 2034-08-15      | 3.8750%  | 0.0000% | $34900.00          | $34138.00          | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27                       | 2027-06-15      | 4.6250%  | 0.0000% | $309068600.00      | $317748165.00      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27                       | 2027-06-15      | 4.6250%  | 0.0000% | $5000000.00        | $5140415.00        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29                        | 2029-05-31      | 4.5000%  | 0.0000% | $43200.00          | $44693.00          | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                        | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27                           | 2027-01-15      | 4.0000%  | 0.0000% | $4219500.00        | $4287259.00        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28                       | 2028-09-30      | 4.6250%  | 0.0000% | $10000000.00       | $10207196.00       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28                       | 2028-08-31      | 4.3750%  | 0.0000% | $9584700.00        | $9757768.00        | U.S. Treasuries (including strips) |
| 4 NOTE V 28                            | 2028-02-29      | 4.0000%  | 0.0000% | $500.00            | $505.00            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28                        | 2028-01-31      | 3.5000%  | 0.0000% | $800.00            | $803.00            | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                        | 2032-05-15      | 2.8750%  | 0.0000% | $700.00            | $652.00            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26                       | 2026-11-30      | 1.2500%  | 0.0000% | $25200.00          | $25043.00          | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                        | 2031-05-15      | 1.6250%  | 0.0000% | $1998400.00        | $1775781.00        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                        | 2029-08-15      | 1.6250%  | 0.0000% | $755000.00         | $703900.00         | U.S. Treasuries (including strips) |
| 3 1/8 BOND 42                          | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $82.00             | U.S. Treasuries (including strips) |

### Security 274: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR100F68, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR100F68779156HCG
- **C.18 - Value (incl. sponsor support):** $689946387.00
- **C.18.a - Value (excl. sponsor support):** $689946387.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 5/8 NOTE AT 26 | 2026-10-15      | 4.6250%  | 0.0000% | $2030100.00        | $2047734.00        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26 | 2026-09-15      | 4.6250%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  | 0.0000% | $569934900.00      | $690734102.00      | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  | 0.0000% | $4300.00           | $4265.00           | U.S. Treasuries (including strips) |
| 1 5/8 NOTE Q 26  | 2026-09-30      | 1.6250%  | 0.0000% | $11063800.00       | $11013709.00       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26  | 2026-08-31      | 1.3750%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |

### Security 275: ROYAL BANK OF CANADA-NEW YORK BRANCH

- **C.1 - Title:** ROYAL BANK OF CANADA-NEW YORK BRANCH 3.679999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR100FF5, C.3 - LEI: N.A., C.5 - Other ID: TPR100FF57791564RO
- **C.18 - Value (incl. sponsor support):** $1479999408.00
- **C.18.a - Value (excl. sponsor support):** $1479999408.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  | 0.0000% | $1650300.00        | $1670400.00        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  | 0.0000% | $75000000.00       | $75687390.00       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  | 0.0000% | $159880900.00      | $162347550.00      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  | 0.0000% | $304163300.00      | $310567078.00      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  | 0.0000% | $82829400.00       | $84667475.00       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  | 0.0000% | $9061400.00        | $9315871.00        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  | 0.0000% | $568800.00         | $582900.00         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  | 0.0000% | $212362000.00      | $214140974.00      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | 0.0000% | $266812700.00      | $270530723.00      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  | 0.0000% | $56255600.00       | $57795575.00       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  | 0.0000% | $4119100.00        | $4160581.00        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | 0.0000% | $194400.00         | $187711.00         | U.S. Treasuries (including strips) |
| 4NOTE R 29       | 2029-10-31      | 4.0000%  | 0.0000% | $7887100.00        | $7892299.00        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  | 0.0000% | $21305100.00       | $20047958.00       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE AB 26 | 2026-07-31      | 0.6250%  | 0.0000% | $10000.00          | $9969.00           | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  | 0.0000% | $68600.00          | $66498.00          | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  | 0.0000% | $7411100.00        | $7278271.00        | U.S. Treasuries (including strips) |
| 3 BOND 52        | 2052-08-15      | 3.0000%  | 0.0000% | $65855200.00       | $46888501.00       | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  | 0.0000% | $11636200.00       | $7811547.00        | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  | 0.0000% | $6083200.00        | $2867234.00        | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-08-15      | 3.0000%  | 0.0000% | $89035900.00       | $65568344.00       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  | 0.0000% | $105156500.00      | $84594364.00       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  | 0.0000% | $72652500.00       | $70045209.00       | U.S. Treasuries (including strips) |
| BILL 07/07/26    | 2026-07-07      | 0.0000%  | 0.0000% | $4893300.00        | $4875586.00        | U.S. Treasuries (including strips) |

### Security 276: ROYAL BANK OF CANADA-NEW YORK BRANCH

- **C.1 - Title:** ROYAL BANK OF CANADA-NEW YORK BRANCH 3.600000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR101284, C.3 - LEI: N.A., C.5 - Other ID: TPR1012847791562RO
- **C.18 - Value (incl. sponsor support):** $1139530320.00
- **C.18.a - Value (excl. sponsor support):** $1139530320.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | 0.0000% | $37299072.00       | $27343981.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $1024.00           | $555.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $683.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $1008.00           | $729.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $612.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $611.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 3.5000%  | 0.0000% | $1000.00           | $624.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $606.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.0000%  | 0.0000% | $1291.00           | $778.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 3.0000%  | 0.0000% | $1402000.00        | $703296.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-01-01      | 2.0000%  | 0.0000% | $1000.00           | $351.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-10-01      | 3.0000%  | 0.0000% | $1000.00           | $364.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | 0.0000% | $83455000.00       | $38838393.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | 0.0000% | $91193216.00       | $35494853.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $22280295.00       | $5663646.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $7289481.00        | $6106333.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1089417.00        | $819060.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $482.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $715.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 3.0000%  | 0.0000% | $10761269.00       | $5422639.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $580.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-02-01      | 2.0000%  | 0.0000% | $189137117.00      | $102523394.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $344.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-09-01      | 4.5000%  | 0.0000% | $1000.00           | $273.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-12-01      | 2.5000%  | 0.0000% | $1000.00           | $251.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.0000%  | 0.0000% | $3474000.00        | $328505.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-11-01      | 2.5000%  | 0.0000% | $1000.00           | $140.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $278.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $1023.00           | $103.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-09-01      | 4.0000%  | 0.0000% | $1000.00           | $185.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $948.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $3673393.00        | $3621554.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $980.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $983.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1003.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 7.5000%  | 0.0000% | $1000.00           | $1038.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $317844.00         | $334605.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1070.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1049.00           | $997.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $9066221.00        | $9040491.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $612.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $767.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | 0.0000% | $1008.00           | $785.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $663.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.5000%  | 0.0000% | $1003.00           | $593.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $263.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $694.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $884.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $850.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $886.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $870.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $754.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1063.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-08-01      | 6.0000%  | 0.0000% | $1000.00           | $128.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $741.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $1001.00           | $845.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-03-01      | 4.5000%  | 0.0000% | $1000.00           | $931.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $567.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $743.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $659.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $909.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1062.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $430.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $989.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $806.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-05-01      | 5.5000%  | 0.0000% | $211854.00         | $24529.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-11-01      | 3.5000%  | 0.0000% | $1000.00           | $91.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-02-01      | 4.0000%  | 0.0000% | $1004.00           | $72.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-07-01      | 3.0000%  | 0.0000% | $1000.00           | $63.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-10-01      | 5.0000%  | 0.0000% | $1000.00           | $173.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-09-01      | 4.0000%  | 0.0000% | $1000.00           | $55.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.5000%  | 0.0000% | $1000.00           | $168.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.5000%  | 0.0000% | $1000.00           | $156.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-01-01      | 3.5000%  | 0.0000% | $1024.00           | $233.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | 0.0000% | $107559191.00      | $17099865.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $250.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $1008.00           | $293.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $636359680.00      | $92928165.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $213.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | 0.0000% | $98731264.00       | $19891478.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-11-01      | 3.5000%  | 0.0000% | $1000.00           | $53.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-02-01      | 3.5000%  | 0.0000% | $102376448.00      | $10120402.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-02-01      | 3.5000%  | 0.0000% | $57857680.00       | $9377467.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-09-01      | 3.0000%  | 0.0000% | $1000.00           | $49.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-01-01      | 4.5000%  | 0.0000% | $1000.00           | $64.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | 0.0000% | $42735120.00       | $7282298.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.0000%  | 0.0000% | $1008.00           | $291.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $37968449.00       | $6619065.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-01-01      | 2.5000%  | 0.0000% | $1000.00           | $8.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $231.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 4.0000%  | 0.0000% | $40400560.00       | $4811148.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.5000%  | 0.0000% | $1020.00           | $73.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.0000%  | 0.0000% | $1008.00           | $67.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 3.5000%  | 0.0000% | $149485896.00      | $19007738.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 3.5000%  | 0.0000% | $1000.00           | $147.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.5000%  | 0.0000% | $234909120.00      | $29503060.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $102.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 3.5000%  | 0.0000% | $1076934366.00     | $76438284.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-02-01      | 2.7750%  | 0.0000% | $1000.00           | $251.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-06-01      | 3.5000%  | 0.0000% | $1024.00           | $190.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 3.5000%  | 0.0000% | $60686560.00       | $9139805.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | 0.0000% | $16604682.00       | $3178791.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | 0.0000% | $33677312.00       | $5295320.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.5000%  | 0.0000% | $27600770.00       | $4268688.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | 0.0000% | $1003.00           | $166.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-10-01      | 3.0000%  | 0.0000% | $1000.00           | $8.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-03-01      | 3.5000%  | 0.0000% | $1008.00           | $79.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-12-01      | 3.5000%  | 0.0000% | $1000.00           | $133.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-11-01      | 5.0000%  | 0.0000% | $1028.00           | $9.00              | Agency Mortgage-Backed Securities  |
| 4 5/8 NOTE AP 27                       | 2027-06-15      | 4.6250%  | 0.0000% | $114273600.00      | $117482742.00      | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27                        | 2027-05-31      | 0.5000%  | 0.0000% | $74700.00          | $72411.00          | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $517.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $905.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $743.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $320.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | 0.0000% | $9735904.00        | $9279482.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $12822640.00       | $9189141.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $624.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $688.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $670.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $730.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $661.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $717.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $546.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.0000%  | 0.0000% | $1540440.00        | $1021344.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $628.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.0000%  | 0.0000% | $1024.00           | $612.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $499.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 5.0000%  | 0.0000% | $1000.00           | $406.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $172.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-03-01      | 3.0000%  | 0.0000% | $1000.00           | $180.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $128.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-03-01      | 3.5000%  | 0.0000% | $1000.00           | $136.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $785.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $684.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $589.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $742.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-03-01      | 1.5000%  | 0.0000% | $1000.00           | $546.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-01-01      | 2.0000%  | 0.0000% | $1001.00           | $520.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.5000%  | 0.0000% | $7836790.00        | $5764460.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.5000%  | 0.0000% | $61134517.00       | $43841161.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $491.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $770.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $288.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $206.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $121.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $101.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $674.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $819.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $847.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.5000%  | 0.0000% | $1024.00           | $729.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $714.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 5.0000%  | 0.0000% | $2054333.00        | $1688986.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 6.0000%  | 0.0000% | $9670307.00        | $7383607.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.5000%  | 0.0000% | $8442386.00        | $6164152.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.0000%  | 0.0000% | $15908725.00       | $9950674.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-02-01      | 3.5000%  | 0.0000% | $62108000.00       | $9526173.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.5000%  | 0.0000% | $5686854.00        | $948451.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | 0.0000% | $1045796.00        | $769492.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | 0.0000% | $18000000.00       | $11364318.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.5000%  | 0.0000% | $3711.00           | $1950.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 1.5000%  | 0.0000% | $50000000.00       | $27079857.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $304131.00         | $284890.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $778.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 2.0000%  | 0.0000% | $1000.00           | $723.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $168000.00         | $138284.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-01-01      | 4.0000%  | 0.0000% | $1000.00           | $657.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $706.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $733.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-10-01      | 6.0000%  | 0.0000% | $1000.00           | $630.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $744.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 3.0000%  | 0.0000% | $962991.00         | $670852.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $11485130.00       | $6152139.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $1011.00           | $613.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $1110.00           | $744.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $737.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | 0.0000% | $18000000.00       | $12112819.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $667.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $614.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $602.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $596.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.0000%  | 0.0000% | $68000.00          | $40570.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | 0.0000% | $1024.00           | $554.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 4.0000%  | 0.0000% | $1024.00           | $444.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 3.5000%  | 0.0000% | $1024.00           | $419.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $561.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 2.0000%  | 0.0000% | $1000.00           | $406.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 4.0000%  | 0.0000% | $1000.00           | $216.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 3.5000%  | 0.0000% | $2032970.00        | $753830.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 3.0000%  | 0.0000% | $1000.00           | $392.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $305.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-05-01      | 4.0000%  | 0.0000% | $1000.00           | $145.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $1040.00           | $964.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $28713236.00       | $28763918.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $968.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.0000%  | 0.0000% | $1362840.00        | $1221158.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 4.5000%  | 0.0000% | $5264557.00        | $4930235.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 3.5000%  | 0.0000% | $1040.00           | $933.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 4.5000%  | 0.0000% | $9488061.00        | $8950345.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $1008.00           | $984.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | 0.0000% | $204321.00         | $190756.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.0000%  | 0.0000% | $1008.00           | $941.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $921.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $987.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 4.0000%  | 0.0000% | $1000.00           | $923.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $909.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $753.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $944.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 4.5000%  | 0.0000% | $1024.00           | $907.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $898.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1697.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $843.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1752.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $766.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $784.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $905.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $949.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $907.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.5000%  | 0.0000% | $1495819.00        | $1508509.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 6.0000%  | 0.0000% | $1408483.00        | $1452689.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $1706005.00        | $1699353.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 6.0000%  | 0.0000% | $1425939.00        | $1502651.00        | Agency Mortgage-Backed Securities  |
| Fannie Mae                             | 2056-04-01      | 5.5000%  | 0.0000% | $1160562.00        | $1194455.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $962.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $948.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $989.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $959.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $1001.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $1001.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.5000%  | 0.0000% | $1686282.00        | $1618018.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.5000%  | 0.0000% | $1554676.00        | $1493125.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $931.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $985.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $990.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $985.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1050.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $11645216.00       | $11328361.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $810.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $961.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $30541472.00       | $27113528.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $887.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $642.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $770.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $855.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $47250304.00       | $30690576.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.0000%  | 0.0000% | $1024.00           | $762.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $915.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $835.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $839.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.0000%  | 0.0000% | $570000.00         | $474731.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $658.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.5000%  | 0.0000% | $1052042.00        | $478682.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $9635455.00        | $6713585.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $741.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $37320912.00       | $30789568.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $716.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $806.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $22130080.00       | $16150774.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $6384933.00        | $4480436.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-05-01      | 5.5000%  | 0.0000% | $591620.00         | $607908.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $464644.00         | $467865.00         | Agency Mortgage-Backed Securities  |
| Freddie Mac                            | 2056-01-01      | 5.5000%  | 0.0000% | $661773.00         | $652479.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $15085437.00       | $14658867.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $589.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $117719421.00      | $90804589.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.5000%  | 0.0000% | $12770817.00       | $8876020.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $4740758.00        | $3205597.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $824.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $732.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $562.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $591.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $458.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 4.5000%  | 0.0000% | $18580963.00       | $17696255.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $1691607.00        | $1607249.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.5000%  | 0.0000% | $20275.00          | $14293.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.0000%  | 0.0000% | $8886736.00        | $8057540.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $1014.00           | $864.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $849.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $958.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 6.5000%  | 0.0000% | $1008.00           | $785.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | 0.0000% | $537000.00         | $365124.00         | Agency Mortgage-Backed Securities  |

### Security 277: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR101370, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR101370779156GCG
- **C.18 - Value (incl. sponsor support):** $739943612.00
- **C.18.a - Value (excl. sponsor support):** $739943612.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.0000%  | 0.0000% | $46204.00          | $30971.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.5000%  | 0.0000% | $2599000.00        | $1984677.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.0000%  | 0.0000% | $332000.00         | $222277.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $3484000.00        | $2644964.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.5000%  | 0.0000% | $1200000.00        | $942334.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $198000.00         | $151785.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $297000.00         | $227953.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 6.0000%  | 0.0000% | $14714200.00       | $8490258.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.0000%  | 0.0000% | $199000.00         | $147652.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.5000%  | 0.0000% | $200000.00         | $147225.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 6.5000%  | 0.0000% | $3368608.00        | $2787151.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $339768.00         | $299674.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 6.5000%  | 0.0000% | $4452989.00        | $3671036.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1427831.00        | $1082913.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $2273017.00        | $1721319.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.5000%  | 0.0000% | $1000000.00        | $974275.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $3497376.00        | $2803777.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 6.0000%  | 0.0000% | $1404951.00        | $1436107.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-15      | 6.0000%  | 0.0000% | $138723.00         | $83678.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1162528.00        | $1198150.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1261322.00        | $1006048.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 7.5000%  | 0.0000% | $5760845.00        | $4423902.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $228941.00         | $94395.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1929851.00        | $1282156.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 7.0000%  | 0.0000% | $6646770.00        | $5676403.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $1211865.00        | $1026838.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.0000%  | 0.0000% | $1110689.00        | $699435.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $2355608.00        | $1706459.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1362118.00        | $905290.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $25002061.00       | $1900493.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.5000%  | 0.0000% | $1380705.00        | $1378760.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 7.0000%  | 0.0000% | $1333596.00        | $1160161.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 7.5000%  | 0.0000% | $256380.00         | $185618.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.0000%  | 0.0000% | $500000.00         | $499933.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.5000%  | 0.0000% | $1000.00           | $893.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.5000%  | 0.0000% | $3293039.00        | $468454.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.5000%  | 0.0000% | $2747912.00        | $868720.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 6.5000%  | 0.0000% | $1797710.00        | $1192463.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.0000%  | 0.0000% | $1023672.00        | $840651.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.5000%  | 0.0000% | $5412232.00        | $4149827.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.0000%  | 0.0000% | $6183156.00        | $4458567.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.5000%  | 0.0000% | $937808.00         | $861623.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 7.5000%  | 0.0000% | $206196.00         | $218263.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 6.0000%  | 0.0000% | $20204941.00       | $17298810.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.0000%  | 0.0000% | $8777703.00        | $8572168.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 4.5000%  | 0.0000% | $1383949.00        | $1232594.00        | Agency Mortgage-Backed Securities |
| GNII SF MA9174 M                         | 2053-09-20      | 7.0000%  | 0.0000% | $18537525.00       | $4945767.00        | Agency Mortgage-Backed Securities |
| GNII SF MA9172 M                         | 2053-09-20      | 6.0000%  | 0.0000% | $834000.00         | $433010.00         | Agency Mortgage-Backed Securities |
| GNII SF MA9171 M                         | 2053-09-20      | 5.5000%  | 0.0000% | $17424303.00       | $11545424.00       | Agency Mortgage-Backed Securities |
| GNII SF MA9170 M                         | 2053-09-20      | 5.0000%  | 0.0000% | $4030000.00        | $3211570.00        | Agency Mortgage-Backed Securities |
| GNII SF MA9169 M                         | 2053-09-20      | 4.5000%  | 0.0000% | $4777226.00        | $3978335.00        | Agency Mortgage-Backed Securities |
| GNII SF MA9167 M                         | 2053-09-20      | 3.5000%  | 0.0000% | $139000.00         | $88641.00          | Agency Mortgage-Backed Securities |
| GNII SF MA9109 M                         | 2053-08-20      | 7.0000%  | 0.0000% | $18111139.00       | $4659165.00        | Agency Mortgage-Backed Securities |
| GNII SF MA9108 M                         | 2053-08-20      | 6.5000%  | 0.0000% | $155000.00         | $61199.00          | Agency Mortgage-Backed Securities |
| GNII SF MA9107 M                         | 2053-08-20      | 6.0000%  | 0.0000% | $81307046.00       | $41536601.00       | Agency Mortgage-Backed Securities |
| GNII SF MA9106 M                         | 2053-08-20      | 5.5000%  | 0.0000% | $1030882.00        | $703292.00         | Agency Mortgage-Backed Securities |
| GNII SF MA9105 M                         | 2053-08-20      | 5.0000%  | 0.0000% | $1831573.00        | $1444430.00        | Agency Mortgage-Backed Securities |
| GNII SF MA9104 M                         | 2053-08-20      | 4.5000%  | 0.0000% | $4886309.00        | $3979157.00        | Agency Mortgage-Backed Securities |
| GNII SF MA9101 M                         | 2053-08-20      | 3.0000%  | 0.0000% | $17042059.00       | $11079551.00       | Agency Mortgage-Backed Securities |
| GNII SF MA9019 M                         | 2053-07-20      | 6.5000%  | 0.0000% | $201892195.00      | $73767544.00       | Agency Mortgage-Backed Securities |
| GNII SF MA9017 M                         | 2053-07-20      | 5.5000%  | 0.0000% | $7285953.00        | $4966223.00        | Agency Mortgage-Backed Securities |
| GNII SF MA9016 M                         | 2053-07-20      | 5.0000%  | 0.0000% | $2533008.00        | $1981629.00        | Agency Mortgage-Backed Securities |
| GNII SF MA9015 M                         | 2053-07-20      | 4.5000%  | 0.0000% | $6896430.00        | $5516455.00        | Agency Mortgage-Backed Securities |
| GNII SF MA9013 M                         | 2053-07-20      | 3.5000%  | 0.0000% | $22301940.00       | $15912146.00       | Agency Mortgage-Backed Securities |
| GNII SF MA9012 M                         | 2053-07-20      | 3.0000%  | 0.0000% | $14534352.00       | $9466525.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8950 M                         | 2053-06-20      | 6.5000%  | 0.0000% | $2250000.00        | $791565.00         | Agency Mortgage-Backed Securities |
| GNII SF MA8949 M                         | 2053-06-20      | 6.0000%  | 0.0000% | $9375022.00        | $4771575.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8948 M                         | 2053-06-20      | 5.5000%  | 0.0000% | $495092598.00      | $335257773.00      | Agency Mortgage-Backed Securities |
| GNII SF MA8947 M                         | 2053-06-20      | 5.0000%  | 0.0000% | $7449764.00        | $5781157.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8946 M                         | 2053-06-20      | 4.5000%  | 0.0000% | $537253.00         | $423287.00         | Agency Mortgage-Backed Securities |
| GNII SF MA8943 M                         | 2053-06-20      | 3.0000%  | 0.0000% | $5769.00           | $3640.00           | Agency Mortgage-Backed Securities |
| GNII SF MA8880 M                         | 2053-05-20      | 6.0000%  | 0.0000% | $175050000.00      | $86893146.00       | Agency Mortgage-Backed Securities |
| GNII SF MA9018 M                         | 2053-07-20      | 6.0000%  | 0.0000% | $55166192.00       | $28444093.00       | Agency Mortgage-Backed Securities |

### Security 278: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** BANK OF AMERICA, NATIONAL ASSOCIATION 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR101489, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR1014897791562BA
- **C.18 - Value (incl. sponsor support):** $344990823.00
- **C.18.a - Value (excl. sponsor support):** $344990823.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-09-01      | 4.0000%  | 0.0000% | $425180102.00      | $28434289.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.0000%  | 0.0000% | $249814934.00      | $29189336.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.0000%  | 0.0000% | $249861253.00      | $28977861.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.0000%  | 0.0000% | $249601576.00      | $28724595.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.0000%  | 0.0000% | $301636374.00      | $29025553.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.0000%  | 0.0000% | $249786610.00      | $28338818.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $193358505.00      | $28229553.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-10-01      | 3.5000%  | 0.0000% | $201586632.00      | $29303129.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-09-01      | 3.5000%  | 0.0000% | $299428881.00      | $28184784.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-08-01      | 2.0000%  | 0.0000% | $44544902.00       | $21832973.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-11-01      | 3.0000%  | 0.0000% | $130913855.00      | $18177065.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-02-01      | 3.5000%  | 0.0000% | $195800385.00      | $28169761.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-08-01      | 3.5000%  | 0.0000% | $214986311.00      | $28762284.00       | Agency Mortgage-Backed Securities |

### Security 279: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.560000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR10165B, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR10165B7791561BN
- **C.18 - Value (incl. sponsor support):** $839999076.00
- **C.18.a - Value (excl. sponsor support):** $839999076.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $215824.00         | $172258.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $4000.00           | $2903.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $158892.00         | $119988.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $23065598.00       | $17144408.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.0000%  | 0.0000% | $1500000.00        | $1222715.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 6.5000%  | 0.0000% | $21566442.00       | $15440854.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $14261056.00       | $10919280.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1056.00           | $794.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 6.0000%  | 0.0000% | $1000.00           | $696.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $701.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $460945.00         | $340641.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $30000.00          | $20580.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.0000%  | 0.0000% | $2001.00           | $2048.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $6001.00           | $5544.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $168883.00         | $166161.00         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-02-01      | 6.5000%  | 0.0000% | $1038.00           | $1096.00           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-01-01      | 5.5000%  | 0.0000% | $1061243.00        | $966294.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.5000%  | 0.0000% | $3616914.00        | $3647599.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 4.0000%  | 0.0000% | $2073182.00        | $1939993.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.0000%  | 0.0000% | $461641.00         | $455616.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 4.0000%  | 0.0000% | $15061873.00       | $14141308.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $27000.00          | $25824.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $1299565.00        | $1252122.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 4.5000%  | 0.0000% | $3000.00           | $2835.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $48835157.00       | $49304061.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 6.0000%  | 0.0000% | $8548065.00        | $9043252.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $28143.00          | $28584.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $5233237.00        | $5211093.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $852.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $1502128.00        | $1096977.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $515352.00         | $509906.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.0000%  | 0.0000% | $45505.00          | $45194.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.0000%  | 0.0000% | $20984822.00       | $16878946.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $3017077.00        | $2883747.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $263924.00         | $268455.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $21473079.00       | $20681195.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $1085936.00        | $1069212.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.0000%  | 0.0000% | $2117.00           | $1686.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 7.0000%  | 0.0000% | $8000.00           | $7007.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $21906080.00       | $18549763.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-01-01      | 3.5000%  | 0.0000% | $1000.00           | $870.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $7006.00           | $5956.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.5000%  | 0.0000% | $29311777.00       | $24376737.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $372814.00         | $353738.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1119.00           | $937.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $946.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $815.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.0000%  | 0.0000% | $1042.00           | $810.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $750.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $32960512.00       | $31004073.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $2346150.00        | $2416045.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $1893614.00        | $1868261.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $3600.00           | $3521.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $988.00            | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-11-01      | 7.0000%  | 0.0000% | $68096.00          | $60698.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $929.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $877.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $3204260.00        | $3261221.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $3614344.00        | $3574602.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $1101267.00        | $1132576.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $683.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.5000%  | 0.0000% | $2031368.00        | $2119444.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.0000%  | 0.0000% | $1276157.00        | $914808.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $4455100.00        | $3717169.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $3281148.00        | $2440705.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 3.5000%  | 0.0000% | $9000.00           | $5160.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.5000%  | 0.0000% | $1008.00           | $454.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 3.0000%  | 0.0000% | $623809.00         | $189494.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 3.0000%  | 0.0000% | $1009.00           | $243.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $160944.00         | $122222.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $475.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.5000%  | 0.0000% | $1008.00           | $808.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.5000%  | 0.0000% | $2184720.00        | $1962810.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $4220726.00        | $3376097.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $287747.00         | $206337.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 4.5000%  | 0.0000% | $210450.00         | $141028.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $1683.00           | $892.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $2114.00           | $1620.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 6.0000%  | 0.0000% | $1000.00           | $998.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $1523000.00        | $953609.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-01-01      | 2.0000%  | 0.0000% | $1000.00           | $539.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.5000%  | 0.0000% | $2076996.00        | $1507716.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 2.5000%  | 0.0000% | $214876.00         | $118750.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $2249495.00        | $1190544.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.5000%  | 0.0000% | $3328961.00        | $1749376.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-02-01      | 2.0000%  | 0.0000% | $1008.00           | $430.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $385.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 2.5000%  | 0.0000% | $1310.00           | $378.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.5000%  | 0.0000% | $3299809.00        | $266220.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $477.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $2495.00           | $180.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 3.5000%  | 0.0000% | $2888.00           | $376.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-03-01      | 4.5000%  | 0.0000% | $81341.00          | $6384.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-11-01      | 4.0000%  | 0.0000% | $248000.00         | $13452.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-03-01      | 4.0000%  | 0.0000% | $436424.00         | $6437.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-09-01      | 4.5000%  | 0.0000% | $1000.00           | $15.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-09-01      | 4.5000%  | 0.0000% | $1160694.00        | $47381.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 6.0000%  | 0.0000% | $3807758.00        | $246100.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-02-01      | 4.5000%  | 0.0000% | $1998.00           | $44.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1017.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $36826.00          | $36459.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $634634.00         | $618848.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $320043.00         | $294964.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $2490442.00        | $2440590.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $160364.00         | $137098.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $6529360.00        | $5118792.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1040.00           | $774.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 4.5000%  | 0.0000% | $79000.00          | $68959.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 2.0000%  | 0.0000% | $1000.00           | $741.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $713.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 2.5000%  | 0.0000% | $327236.00         | $241959.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 4.5000%  | 0.0000% | $1000.00           | $732.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $776.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $508.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 4.0000%  | 0.0000% | $1000.00           | $683.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.5000%  | 0.0000% | $3549.00           | $2368.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%  | 0.0000% | $124000.00         | $79096.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $1352966.00        | $886873.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $587.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $585.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $583.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $1827850.00        | $1039174.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 3.5000%  | 0.0000% | $22000.00          | $7678.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $52239.00          | $28475.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 4.0000%  | 0.0000% | $98998.00          | $27450.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $6001.00           | $2883.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.0000%  | 0.0000% | $2017000.00        | $1079477.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $481.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 5.0000%  | 0.0000% | $575019.00         | $100501.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 4.0000%  | 0.0000% | $1400000.00        | $276164.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.5000%  | 0.0000% | $31372211.00       | $31524672.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.5000%  | 0.0000% | $33491555.00       | $33767916.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $38827143.00       | $38832170.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $951.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 3.0000%  | 0.0000% | $349000.00         | $297546.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $826.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $1042.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $859.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.0000%  | 0.0000% | $1392660.00        | $981440.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $809.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $4052.00           | $4304.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.5000%  | 0.0000% | $1076.00           | $1164.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.5000%  | 0.0000% | $4000.00           | $4303.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.0000%  | 0.0000% | $2056.00           | $2190.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.0000%  | 0.0000% | $1000.00           | $1065.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $8004.00           | $7175.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 7.5000%  | 0.0000% | $4001.00           | $4297.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1049.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $2002.00           | $2100.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.0000%  | 0.0000% | $3930.00           | $4233.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.5000%  | 0.0000% | $4006.00           | $4157.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $2455.00           | $2596.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.5000%  | 0.0000% | $3871.00           | $4136.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.5000%  | 0.0000% | $1000.00           | $956.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $2908608.00        | $2842023.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $3122.00           | $3296.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $6005.00           | $5661.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.5000%  | 0.0000% | $2024.00           | $1993.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.5000%  | 0.0000% | $2000.00           | $1494.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.5000%  | 0.0000% | $868820.00         | $927690.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.5000%  | 0.0000% | $4000.00           | $4272.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $8500.00           | $8869.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.0000%  | 0.0000% | $9000.00           | $8792.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 6.5000%  | 0.0000% | $6078.00           | $3946.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.5000%  | 0.0000% | $288838.00         | $219856.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.0000%  | 0.0000% | $36418.00          | $32741.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 5.5000%  | 0.0000% | $482896.00         | $355780.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 5.0000%  | 0.0000% | $62018.00          | $54623.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.0000%  | 0.0000% | $638636.00         | $566653.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.5000%  | 0.0000% | $7104.00           | $5598.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.0000%  | 0.0000% | $11719.00          | $10377.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 4.5000%  | 0.0000% | $3044.00           | $2908.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $13170.00          | $13874.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $469357.00         | $496121.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $3081.00           | $3246.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $8002.00           | $8423.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $25343.00          | $26699.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1054.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $2434.00           | $2561.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $3980.00           | $4225.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1062.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.5000%  | 0.0000% | $106521.00         | $112321.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 7.5000%  | 0.0000% | $4010.00           | $4345.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 7.0000%  | 0.0000% | $4837.00           | $5112.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 7.0000%  | 0.0000% | $3001.00           | $3171.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1038.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $2501.00           | $2632.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1052.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.0000%  | 0.0000% | $3048.00           | $3146.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $3002.00           | $3177.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1068.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $585580.00         | $625159.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $3656.00           | $3885.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1223.00           | $1301.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $7177.00           | $7475.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $2000.00           | $2128.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $4002.00           | $4213.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1057.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1093.00           | $1149.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $6003.00           | $6332.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $69204.00          | $72924.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1060.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 6.5000%  | 0.0000% | $2015.00           | $2121.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.5000%  | 0.0000% | $5013.00           | $5262.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $3006.00           | $3153.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.5000%  | 0.0000% | $722934.00         | $559029.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.5000%  | 0.0000% | $3001.00           | $2633.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.0000%  | 0.0000% | $5249330.00        | $5070314.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.0000%  | 0.0000% | $4006.00           | $2985.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.0000%  | 0.0000% | $2056.00           | $1928.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.0000%  | 0.0000% | $3001.00           | $1598.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.5000%  | 0.0000% | $2000.00           | $2143.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.5000%  | 0.0000% | $1000.00           | $720.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.5000%  | 0.0000% | $1032.00           | $810.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.5000%  | 0.0000% | $148613.00         | $159803.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.5000%  | 0.0000% | $49010.00          | $53639.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.5000%  | 0.0000% | $1000.00           | $667.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.5000%  | 0.0000% | $1000.00           | $988.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.5000%  | 0.0000% | $2034.00           | $2177.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.5000%  | 0.0000% | $7001.00           | $6248.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.5000%  | 0.0000% | $18001.00          | $5249.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.0000%  | 0.0000% | $845153.00         | $793907.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.5000%  | 0.0000% | $8180.00           | $714.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 7.5000%  | 0.0000% | $5000.00           | $2854.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.5000%  | 0.0000% | $1000.00           | $1052.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 8.0000%  | 0.0000% | $10072.00          | $8562.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 7.5000%  | 0.0000% | $3038.00           | $1195.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 7.5000%  | 0.0000% | $1001.00           | $1013.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 7.5000%  | 0.0000% | $2026.00           | $1729.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 7.5000%  | 0.0000% | $11126.00          | $2866.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.5000%  | 0.0000% | $11110.00          | $8914.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 7.5000%  | 0.0000% | $6000.00           | $3568.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.5000%  | 0.0000% | $5475318.00        | $4019018.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 4.5000%  | 0.0000% | $231283.00         | $205989.00         | Agency Mortgage-Backed Securities   |
| GNII SF CI1521 C                         | 2052-04-20      | 4.0000%  | 0.0000% | $1000.00           | $764.00            | Agency Mortgage-Backed Securities   |
| GNII SF CB8590 C                         | 2051-03-20      | 2.5000%  | 0.0000% | $216962.00         | $129022.00         | Agency Mortgage-Backed Securities   |
| GNII SF CB4292 C                         | 2051-03-20      | 4.0000%  | 0.0000% | $130344.00         | $87163.00          | Agency Mortgage-Backed Securities   |
| GNII SF BZ7364 C                         | 2050-11-20      | 4.0000%  | 0.0000% | $11013.00          | $5707.00           | Agency Mortgage-Backed Securities   |
| GNII SF BZ3455 C                         | 2050-12-20      | 5.0000%  | 0.0000% | $5001.00           | $735.00            | Agency Mortgage-Backed Securities   |
| GNII SF BU8834 C                         | 2050-05-20      | 4.0000%  | 0.0000% | $7607.00           | $1344.00           | Agency Mortgage-Backed Securities   |
| GNII SF BU2920 C                         | 2050-04-20      | 4.0000%  | 0.0000% | $3529.00           | $1664.00           | Agency Mortgage-Backed Securities   |
| GNII SF BT5935 C                         | 2050-05-20      | 5.0000%  | 0.0000% | $8387.00           | $1598.00           | Agency Mortgage-Backed Securities   |
| GNII SF BT5934 C                         | 2050-05-20      | 4.0000%  | 0.0000% | $16029.00          | $3323.00           | Agency Mortgage-Backed Securities   |
| GNII SF BT5033 C                         | 2050-03-20      | 5.0000%  | 0.0000% | $21003.00          | $2592.00           | Agency Mortgage-Backed Securities   |
| GNII SF BT5018 C                         | 2050-03-20      | 4.0000%  | 0.0000% | $23374.00          | $3141.00           | Agency Mortgage-Backed Securities   |
| GNII SF BT3675 C                         | 2050-04-20      | 4.0000%  | 0.0000% | $4014.00           | $1054.00           | Agency Mortgage-Backed Securities   |
| GNII SF BS6597 C                         | 2050-04-20      | 4.0000%  | 0.0000% | $1004.00           | $309.00            | Agency Mortgage-Backed Securities   |
| GNII SF BR8836 C                         | 2050-02-20      | 4.0000%  | 0.0000% | $6001.00           | $1793.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA9670 M                         | 2054-05-20      | 6.5000%  | 0.0000% | $10136.00          | $4198.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA9669 M                         | 2054-05-20      | 6.0000%  | 0.0000% | $5004629.00        | $3022362.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA9607 M                         | 2054-04-20      | 6.5000%  | 0.0000% | $4058.00           | $1537.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA9606 M                         | 2054-04-20      | 6.0000%  | 0.0000% | $3021.00           | $1540.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA9603 M                         | 2054-04-20      | 4.5000%  | 0.0000% | $6064.00           | $5429.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA9490 M                         | 2054-02-20      | 6.5000%  | 0.0000% | $11583.00          | $4333.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA9423 M                         | 2054-01-20      | 5.5000%  | 0.0000% | $8172.00           | $5800.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA9362 M                         | 2053-12-20      | 5.5000%  | 0.0000% | $40867404.00       | $30086104.00       | Agency Mortgage-Backed Securities   |
| GNII SF MA9243 M                         | 2053-10-20      | 6.5000%  | 0.0000% | $1299.00           | $497.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA9172 M                         | 2053-09-20      | 6.0000%  | 0.0000% | $2201.00           | $1143.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA9018 M                         | 2053-07-20      | 6.0000%  | 0.0000% | $94676.00          | $48816.00          | Agency Mortgage-Backed Securities   |
| GNII SF MA9017 M                         | 2053-07-20      | 5.5000%  | 0.0000% | $2792185.00        | $1903198.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA9780 M                         | 2054-07-20      | 6.0000%  | 0.0000% | $7010.00           | $3846.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA8801 M                         | 2053-04-20      | 5.5000%  | 0.0000% | $45683261.00       | $29169349.00       | Agency Mortgage-Backed Securities   |
| GNII SF MA8727 M                         | 2053-03-20      | 6.0000%  | 0.0000% | $21757956.00       | $9695951.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA8726 M                         | 2053-03-20      | 5.5000%  | 0.0000% | $11034.00          | $6834.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA8648 M                         | 2053-02-20      | 5.5000%  | 0.0000% | $4781745.00        | $2898715.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA8571 M                         | 2053-01-20      | 6.0000%  | 0.0000% | $11001.00          | $5046.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA8569 M                         | 2053-01-20      | 5.0000%  | 0.0000% | $2037.00           | $1424.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA8491 M                         | 2052-12-20      | 5.5000%  | 0.0000% | $10150.00          | $6163.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA8490 M                         | 2052-12-20      | 5.0000%  | 0.0000% | $6185.00           | $4413.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA8430 M                         | 2052-11-20      | 6.0000%  | 0.0000% | $441392.00         | $205096.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA8348 M                         | 2052-10-20      | 5.0000%  | 0.0000% | $1024.00           | $713.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA8267 M                         | 2052-09-20      | 4.0000%  | 0.0000% | $3339.00           | $2356.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA8202 M                         | 2052-08-20      | 5.0000%  | 0.0000% | $137766.00         | $95233.00          | Agency Mortgage-Backed Securities   |
| GNII SF MA8200 M                         | 2052-08-20      | 4.0000%  | 0.0000% | $5263.00           | $3656.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA8151 M                         | 2052-07-20      | 4.5000%  | 0.0000% | $490087.00         | $341627.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA8150 M                         | 2052-07-20      | 4.0000%  | 0.0000% | $3000.00           | $2070.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA8101 M                         | 2052-06-20      | 4.5000%  | 0.0000% | $5115.00           | $3536.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA8948 M                         | 2053-06-20      | 5.5000%  | 0.0000% | $2800042.00        | $1896081.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA8879 M                         | 2053-05-20      | 5.5000%  | 0.0000% | $3048.00           | $2050.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA8878 M                         | 2053-05-20      | 5.0000%  | 0.0000% | $1000.00           | $760.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA8878 M                         | 2053-05-20      | 5.0000%  | 0.0000% | $25522.00          | $19391.00          | Agency Mortgage-Backed Securities   |
| GNII SF MA7312 M                         | 2051-04-20      | 2.5000%  | 0.0000% | $4008.00           | $1921.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA8100 M                         | 2052-06-20      | 4.0000%  | 0.0000% | $282473.00         | $191339.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA8045 M                         | 2052-05-20      | 4.0000%  | 0.0000% | $8915.00           | $6024.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA8044 M                         | 2052-05-20      | 3.5000%  | 0.0000% | $19733.00          | $12872.00          | Agency Mortgage-Backed Securities   |
| GNII SF MA7991 M                         | 2052-04-20      | 4.5000%  | 0.0000% | $2000.00           | $1337.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA6994 M                         | 2050-11-20      | 2.0000%  | 0.0000% | $1000.00           | $451.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA6932 M                         | 2050-10-20      | 3.0000%  | 0.0000% | $1000.00           | $310.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA6710 M                         | 2050-06-20      | 3.0000%  | 0.0000% | $8079690.00        | $1908506.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA6600 M                         | 2050-04-20      | 3.5000%  | 0.0000% | $49989736.00       | $9334191.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA5712 M                         | 2049-01-20      | 5.0000%  | 0.0000% | $3569.00           | $198.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA5651 M                         | 2048-12-20      | 4.0000%  | 0.0000% | $8065.00           | $698.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA5595 M                         | 2048-11-20      | 4.0000%  | 0.0000% | $5099.00           | $440.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA5077 M                         | 2048-03-20      | 3.5000%  | 0.0000% | $10166.00          | $1129.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA4900 M                         | 2047-12-20      | 3.5000%  | 0.0000% | $2052.00           | $237.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA4778 M                         | 2047-10-20      | 3.5000%  | 0.0000% | $3033.00           | $340.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA3875 M                         | 2046-08-20      | 4.0000%  | 0.0000% | $8954.00           | $836.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA3377 M                         | 2046-01-20      | 4.0000%  | 0.0000% | $4118.00           | $327.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA3376 M                         | 2046-01-20      | 3.5000%  | 0.0000% | $1587.00           | $146.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA3174 M                         | 2045-10-20      | 4.0000%  | 0.0000% | $2002.00           | $142.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA3521 M                         | 2046-03-20      | 3.5000%  | 0.0000% | $1056.00           | $96.00             | Agency Mortgage-Backed Securities   |
| 4 1/4 NOTE BM 26                         | 2026-12-31      | 4.2500%  | 0.0000% | $9095200.00        | $9276950.00        | U.S. Treasuries (including strips)  |
| 4 7/8 NOTE BC 26                         | 2026-05-31      | 5.0000%  | 0.0000% | $522500.00         | $535026.00         | U.S. Treasuries (including strips)  |
| 4 NOTE AJ 27                             | 2027-01-15      | 4.0000%  | 0.0000% | $4457700.00        | $4529320.00        | U.S. Treasuries (including strips)  |
| 2 1/8 NOTE L 26                          | 2026-05-31      | 2.0000%  | 0.0000% | $7900.00           | $7981.00           | U.S. Treasuries (including strips)  |
| 2 BOND 50                                | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $58.00             | U.S. Treasuries (including strips)  |
| 3.70 FCOR 27-42 K                        | 2042-03-24      | 3.7000%  | 0.0000% | $2000.00           | $1677.00           | Agency Debentures and Agency Strips |
| 2.50 FCOR 22-36 AM                       | 2036-04-14      | 2.5000%  | 0.0000% | $1069000.00        | $885009.00         | Agency Debentures and Agency Strips |
| 2.22 FCOR 22-36 AY                       | 2036-08-12      | 2.2200%  | 0.0000% | $9000.00           | $7239.00           | Agency Debentures and Agency Strips |
| 1.80 FCOR 21-35 AP                       | 2035-06-04      | 1.8000%  | 0.0000% | $1000.00           | $800.00            | Agency Debentures and Agency Strips |
| 1.73 FCOR 21-35 AX                       | 2035-09-10      | 1.7300%  | 0.0000% | $55000.00          | $43021.00          | Agency Debentures and Agency Strips |
| 2.83 FCSB 36 Q                           | 2036-12-19      | 2.8300%  | 0.0000% | $5000.00           | $4293.00           | Agency Debentures and Agency Strips |
| 2.00 FHOR 21-36 CW                       | 2036-02-25      | 2.0000%  | 0.0000% | $10000.00          | $7823.00           | Agency Debentures and Agency Strips |
| 3.74 FHLB 43 E                           | 2043-06-12      | 3.7400%  | 0.0000% | $3555000.00        | $3045822.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $841.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $5053.00           | $5096.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $12350237.00       | $12455014.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $2539629.00        | $2561175.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $2896156.00        | $2920726.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $4786755.00        | $4842965.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $988.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $988.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $3000.00           | $2974.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $1018.00           | $1006.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $984.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.0000%  | 0.0000% | $1392290.00        | $1371775.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.0000%  | 0.0000% | $1306176.00        | $1289973.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $341344.00         | $335585.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $2003.00           | $1931.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $990.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 7.0000%  | 0.0000% | $210440.00         | $223411.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $219368.00         | $226515.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $131200.00         | $132339.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 6.5000%  | 0.0000% | $1024.00           | $972.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $862.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.5000%  | 0.0000% | $11992000.00       | $8514641.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.0000%  | 0.0000% | $1690177.00        | $1312776.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.0000%  | 0.0000% | $4905849.00        | $3050480.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.5000%  | 0.0000% | $2300000.00        | $1373039.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-04-01      | 5.0000%  | 0.0000% | $1345.00           | $624.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-10-01      | 3.5000%  | 0.0000% | $7478408.00        | $2981192.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-03-01      | 3.8300%  | 0.0000% | $25889.00          | $19122.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $1529444.00        | $1133388.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.0000%  | 0.0000% | $20291.00          | $12577.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $9418018.00        | $6588713.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $1100.00           | $783.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.5000%  | 0.0000% | $35000.00          | $25969.00          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-09-01      | 6.0000%  | 0.0000% | $8003.00           | $4951.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $139995.00         | $102447.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $1595.00           | $1149.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.0000%  | 0.0000% | $7998000.00        | $4751539.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-06-01      | 2.5000%  | 0.0000% | $6814184.00        | $3754144.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-03-01      | 2.0000%  | 0.0000% | $1087.00           | $587.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $16981452.00       | $12490944.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 2.5000%  | 0.0000% | $5385000.00        | $1821396.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 4.5000%  | 0.0000% | $86112.00          | $74622.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.5000%  | 0.0000% | $42697.00          | $31287.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $21198120.00       | $16698118.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 5.5000%  | 0.0000% | $78037547.00       | $65451697.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $232175.00         | $171170.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $10685.00          | $6454.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $1090372.00        | $762179.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $8346318.00        | $5743606.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $753.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1272.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 2.5000%  | 0.0000% | $1422758.00        | $846711.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 2.5000%  | 0.0000% | $1786550.00        | $1064953.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 3.5000%  | 0.0000% | $31000.00          | $18719.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-08-01      | 3.5000%  | 0.0000% | $3178746.00        | $452291.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-07-01      | 6.0000%  | 0.0000% | $76178.00          | $2814.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-10-01      | 5.5000%  | 0.0000% | $20698.00          | $637.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-07-01      | 6.5000%  | 0.0000% | $7053.00           | $86.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 5.5000%  | 0.0000% | $4316766.00        | $463455.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-02-01      | 4.5000%  | 0.0000% | $794015.00         | $14228.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.0000%  | 0.0000% | $29890909.00       | $29043476.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $16090.00          | $15460.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 4.0000%  | 0.0000% | $19926578.00       | $17922653.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $20000.00          | $15491.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.0000%  | 0.0000% | $47000.00          | $43363.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 4.0000%  | 0.0000% | $24000.00          | $20903.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $2001.00           | $880.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1565.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 3.5000%  | 0.0000% | $8000.00           | $5931.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $1008.00           | $537.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 4.5000%  | 0.0000% | $199300.00         | $154876.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $458684.00         | $322738.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.5000%  | 0.0000% | $123000.00         | $91953.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-10-01      | 3.0000%  | 0.0000% | $1000.00           | $614.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $630.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%  | 0.0000% | $3026.00           | $1911.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 4.5000%  | 0.0000% | $1254.00           | $513.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $17096961.00       | $8899528.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $12438992.00       | $5804163.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $102.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $293021.00         | $219043.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $954.00            | Agency Mortgage-Backed Securities   |
| FNMS 06.500 CLBX0786                     | 2053-01-01      | 6.5000%  | 0.0000% | $5095170.00        | $3122514.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.0000%  | 0.0000% | $4484180.00        | $3593686.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.0000%  | 0.0000% | $2108125.00        | $1737803.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $484.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1052.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1513.00           | $1592.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $6026.00           | $6345.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $4392.00           | $4624.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $37272.00          | $39268.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1061.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $3920.00           | $4165.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $1883000.00        | $1430096.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 5.0000%  | 0.0000% | $4895219.00        | $3292907.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 5.0000%  | 0.0000% | $1000.00           | $639.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $1400.00           | $981.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $8000.00           | $5312.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $15000.00          | $9643.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.0000%  | 0.0000% | $8310890.00        | $4748138.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.0000%  | 0.0000% | $11690912.00       | $6587462.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 2.5000%  | 0.0000% | $1026.00           | $519.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-07-01      | 2.0000%  | 0.0000% | $58015668.00       | $27891380.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 2.0000%  | 0.0000% | $1028.00           | $517.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.0000%  | 0.0000% | $13182288.00       | $6519009.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $237.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 5.0000%  | 0.0000% | $1000.00           | $473.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 5.0000%  | 0.0000% | $1000.00           | $225.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 4.5000%  | 0.0000% | $3808928.00        | $672863.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $2484760.00        | $2495577.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.5000%  | 0.0000% | $3001.00           | $3186.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $3000.00           | $2842.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $886.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.5000%  | 0.0000% | $168742.00         | $177378.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 7.0000%  | 0.0000% | $2000.00           | $1871.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $4273.00           | $4489.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $451714.00         | $452939.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $1708626.00        | $1797572.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $3486573.00        | $3453915.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $9091.00           | $9337.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $3513960.00        | $3341991.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $3696000.00        | $3279309.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $1354666.00        | $1414354.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $1039.00           | $846.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $750.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $2093.00           | $1800.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $967683.00         | $968861.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 7.0000%  | 0.0000% | $15074.00          | $16011.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $1102.00           | $900.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $1413201.00        | $1162440.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.5000%  | 0.0000% | $1129838.00        | $1046827.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.5000%  | 0.0000% | $51420.00          | $44416.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%  | 0.0000% | $1009.00           | $333.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $2250395.00        | $2200802.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $909.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $2267336.00        | $1504950.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.5000%  | 0.0000% | $2004.00           | $1859.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $2026423.00        | $1918214.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 7.0000%  | 0.0000% | $1294942.00        | $909626.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 7.0000%  | 0.0000% | $1034866.00        | $621681.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $996.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.5000%  | 0.0000% | $1131346.00        | $911594.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $985.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 6.5000%  | 0.0000% | $23838.00          | $24818.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-04-01      | 5.5000%  | 0.0000% | $1297.00           | $7.00              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.5000%  | 0.0000% | $1006.00           | $219.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-01-01      | 3.0000%  | 0.0000% | $2006.00           | $393.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-04-01      | 4.5000%  | 0.0000% | $55428981.00       | $5094386.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-09-01      | 3.5000%  | 0.0000% | $3846.00           | $303.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 4.5000%  | 0.0000% | $1000.00           | $100.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-01-25      | 1.9000%  | 0.0000% | $1542000.00        | $1218807.00        | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 6.5000%  | 0.0000% | $11388.00          | $248.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $2080.00           | $1152.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-15      | 4.5000%  | 0.0000% | $6038293.00        | $1587272.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-11-20      | 6.5000%  | 0.0000% | $2000.00           | $155.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.0000%  | 0.0000% | $2114.00           | $99.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 6.0000%  | 0.0000% | $1000.00           | $149.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-03-20      | 7.0000%  | 0.0000% | $3663.00           | $407.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 5.0000%  | 0.0000% | $1000.00           | $62.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-11-15      | 6.5000%  | 0.0000% | $31096.00          | $86.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-03-15      | 6.5000%  | 0.0000% | $463823.00         | $2471.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 5.0000%  | 0.0000% | $16184.00          | $366.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $623335.00         | $22541.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 5.0000%  | 0.0000% | $2048.00           | $96.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-15      | 5.0000%  | 0.0000% | $10949066.00       | $168046.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-20      | 3.5000%  | 0.0000% | $2003.00           | $132.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-20      | 4.5000%  | 0.0000% | $10670.00          | $446.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-20      | 7.0000%  | 0.0000% | $803687.00         | $14493.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-20      | 4.5000%  | 0.0000% | $13966.00          | $467.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $3000.00           | $3261.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $3723.00           | $3902.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 7.0000%  | 0.0000% | $158158.00         | $168794.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 7.0000%  | 0.0000% | $4000.00           | $4269.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $835641.00         | $902048.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1032.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1054.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.0000%  | 0.0000% | $415341.00         | $434228.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $2000.00           | $2024.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $3056.00           | $3216.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $2276.00           | $2410.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $146560.00         | $122445.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1000.00           | $992.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $6060.00           | $5986.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 4.5000%  | 0.0000% | $11000.00          | $10574.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 4.5000%  | 0.0000% | $75149.00          | $71947.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $4010.00           | $3916.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $2343890.00        | $2309147.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.0000%  | 0.0000% | $2052273.00        | $1999028.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 4.5000%  | 0.0000% | $1000.00           | $948.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $290726.00         | $266978.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.5000%  | 0.0000% | $854890.00         | $761068.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.0000%  | 0.0000% | $1549714.00        | $1474489.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $4626741.00        | $3908981.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.0000%  | 0.0000% | $2004.00           | $1886.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 5.0000%  | 0.0000% | $8387.00           | $7778.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $548555.00         | $441354.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.0000%  | 0.0000% | $31678.00          | $28822.00          | Agency Mortgage-Backed Securities   |

### Security 280: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR101669, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR101669779156ECG
- **C.18 - Value (incl. sponsor support):** $344973952.50
- **C.18.a - Value (excl. sponsor support):** $344973952.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/2 NOTE AQ 26 | 2026-07-15      | 4.5000%  | 0.0000% | $744400.00         | $757442.00         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AP 26 | 2026-06-15      | 4.1250%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  | 0.0000% | $2300.00           | $2302.00           | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  | 0.0000% | $248937800.00      | $345258124.00      | U.S. Treasuries (including strips) |
| 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  | 0.0000% | $5846800.00        | $5882130.00        | U.S. Treasuries (including strips) |

### Security 281: RBC DOMINION SECURITIES INC.

- **C.1 - Title:** RBC DOMINION SECURITIES INC. 3.550000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR101891, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: TPR1018917791562RB
- **C.18 - Value (incl. sponsor support):** $987998913.20
- **C.18.a - Value (excl. sponsor support):** $987998913.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA8349 M                         | 2052-10-20      | 5.5000%  | 0.0000% | $2031.00           | $1269.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA8269 M                         | 2052-09-20      | 5.0000%  | 0.0000% | $4273304.00        | $2969472.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA8202 M                         | 2052-08-20      | 5.0000%  | 0.0000% | $9769298.00        | $6753179.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA7939 M                         | 2052-03-20      | 4.0000%  | 0.0000% | $1000.00           | $621.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA7828 M                         | 2052-01-20      | 3.0000%  | 0.0000% | $52333152.00       | $31182118.00       | Agency Mortgage-Backed Securities  |
| GNII SF MA7254 M                         | 2051-03-20      | 2.0000%  | 0.0000% | $19717518.00       | $9523380.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA8045 M                         | 2052-05-20      | 4.0000%  | 0.0000% | $83002888.00       | $56083979.00       | Agency Mortgage-Backed Securities  |
| GNII SF MA6038 M                         | 2049-07-20      | 3.0000%  | 0.0000% | $2988000.00        | $358651.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA5878 M                         | 2049-04-20      | 5.0000%  | 0.0000% | $1000.00           | $71.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA5596 M                         | 2048-11-20      | 4.5000%  | 0.0000% | $1024.00           | $71.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA5595 M                         | 2048-11-20      | 4.0000%  | 0.0000% | $1691870.00        | $146063.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA5528 M                         | 2048-10-20      | 4.0000%  | 0.0000% | $6238936.00        | $537870.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA5466 M                         | 2048-09-20      | 4.0000%  | 0.0000% | $11524513.00       | $1014280.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA5264 M                         | 2048-06-20      | 4.0000%  | 0.0000% | $6508026.00        | $542058.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA5137 M                         | 2048-04-20      | 4.0000%  | 0.0000% | $1025.00           | $76.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA4809 M                         | 2032-11-20      | 3.5000%  | 0.0000% | $930304.00         | $93948.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA4511 M                         | 2047-06-20      | 4.0000%  | 0.0000% | $3165.00           | $288.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA5331 M                         | 2048-07-20      | 4.5000%  | 0.0000% | $1001.00           | $68.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA5330 M                         | 2048-07-20      | 4.0000%  | 0.0000% | $1000.00           | $85.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA4322 M                         | 2047-03-20      | 4.0000%  | 0.0000% | $1007.00           | $83.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA4069 M                         | 2046-11-20      | 3.5000%  | 0.0000% | $1000.00           | $116.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA4383 M                         | 2047-04-20      | 4.0000%  | 0.0000% | $1013.00           | $85.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA2754 M                         | 2045-04-20      | 3.5000%  | 0.0000% | $1215.00           | $83.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA3597 M                         | 2046-04-20      | 3.5000%  | 0.0000% | $5912442.00        | $579809.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA3596 M                         | 2046-04-20      | 3.0000%  | 0.0000% | $1000.00           | $96.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA3522 M                         | 2046-03-20      | 4.0000%  | 0.0000% | $1001.00           | $80.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA2339 M                         | 2029-11-20      | 2.5000%  | 0.0000% | $1001.00           | $38.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA2305 M                         | 2044-10-20      | 4.5000%  | 0.0000% | $1000.00           | $61.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA0933 M                         | 2043-04-20      | 3.0000%  | 0.0000% | $1000.00           | $100.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA1678 M                         | 2044-02-20      | 4.0000%  | 0.0000% | $1000.00           | $54.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA0699 M                         | 2043-01-20      | 3.5000%  | 0.0000% | $1000.00           | $90.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA0513 M                         | 2027-11-20      | 2.5000%  | 0.0000% | $1499670.00        | $20722.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA0462 M                         | 2042-10-20      | 3.5000%  | 0.0000% | $1000.00           | $80.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA0088 M                         | 2042-05-20      | 3.5000%  | 0.0000% | $1000.00           | $67.00             | Agency Mortgage-Backed Securities  |
| GNMI SF AB9109 X                         | 2042-10-15      | 3.0000%  | 0.0000% | $1000.00           | $101.00            | Agency Mortgage-Backed Securities  |
| GNII SF AB9088 C                         | 2042-10-20      | 3.0000%  | 0.0000% | $379196.00         | $46057.00          | Agency Mortgage-Backed Securities  |
| GNMI SF AA6698 X                         | 2043-01-15      | 3.5000%  | 0.0000% | $1000.00           | $188.00            | Agency Mortgage-Backed Securities  |
| GNMI SF AA6091 X                         | 2043-02-15      | 3.0000%  | 0.0000% | $1000.00           | $134.00            | Agency Mortgage-Backed Securities  |
| GNII SF AA5752 C                         | 2042-10-20      | 3.0000%  | 0.0000% | $1001.00           | $273.00            | Agency Mortgage-Backed Securities  |
| GNMI SF 794541 X                         | 2042-09-15      | 2.5000%  | 0.0000% | $9016.00           | $946.00            | Agency Mortgage-Backed Securities  |
| GNMI SF 778869 X                         | 2042-02-15      | 4.0000%  | 0.0000% | $1466950.00        | $111161.00         | Agency Mortgage-Backed Securities  |
| GNII SF 779602 C                         | 2041-11-20      | 4.0000%  | 0.0000% | $1003.00           | $133.00            | Agency Mortgage-Backed Securities  |
| GNMI SF 778781 X                         | 2042-01-15      | 4.0000%  | 0.0000% | $1002.00           | $69.00             | Agency Mortgage-Backed Securities  |
| GNMI SF 775089 X                         | 2041-09-15      | 4.5000%  | 0.0000% | $33304.00          | $1849.00           | Agency Mortgage-Backed Securities  |
| TINT 08/15/39                            | 2039-08-15      | 0.0000%  | 0.0000% | $15426.00          | $8137.00           | U.S. Treasuries (including strips) |
| TINT 08/15/34                            | 2034-08-15      | 0.0000%  | 0.0000% | $46842.00          | $32655.00          | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                          | 2029-04-30      | 4.6250%  | 0.0000% | $2937300.00        | $2993498.00        | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 42                            | 2042-02-15      | 0.7500%  | 0.0000% | $1988100.00        | $2250333.00        | U.S. Treasuries (including strips) |
| 2 3/4 TPRN 47                            | 2047-08-15      | 0.0000%  | 0.0000% | $2800.00           | $949.00            | U.S. Treasuries (including strips) |
| 2 1/4 TPRN 46                            | 2046-08-15      | 0.0000%  | 0.0000% | $100.00            | $36.00             | U.S. Treasuries (including strips) |
| 2 1/2 TPRN 46                            | 2046-02-15      | 0.0000%  | 0.0000% | $300.00            | $110.00            | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $1154469.00        | $883191.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $22340608.00       | $21401697.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.5000%  | 0.0000% | $54920704.00       | $40548323.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $6602707.00        | $5808706.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-11-01      | 1.5000%  | 0.0000% | $2034.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.5000%  | 0.0000% | $3250.00           | $1934.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $10153893.00       | $6997818.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.0000%  | 0.0000% | $12707446.00       | $8693075.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $85682000.00       | $45078935.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $633.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $1903700.00        | $383358.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.5000%  | 0.0000% | $40928956.00       | $28857701.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $692.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 2.0000%  | 0.0000% | $1318.00           | $604.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $27995846.00       | $22997124.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%  | 0.0000% | $34358.00          | $26776.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $790.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $653895.00         | $511931.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-01-01      | 3.5000%  | 0.0000% | $2387.00           | $856.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-03-01      | 3.5000%  | 0.0000% | $1035.00           | $141.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-01-01      | 3.5000%  | 0.0000% | $2013.00           | $331.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-09-01      | 3.5000%  | 0.0000% | $3345.00           | $462.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $80.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.0000%  | 0.0000% | $1577.00           | $328.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-09-01      | 4.5000%  | 0.0000% | $2011.00           | $193.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-10-01      | 6.5000%  | 0.0000% | $36690.00          | $1067.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-12-01      | 4.5000%  | 0.0000% | $1390.00           | $78.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-11-01      | 6.0000%  | 0.0000% | $29988.00          | $368.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-12-01      | 5.5000%  | 0.0000% | $1116.00           | $42.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-01-01      | 5.0000%  | 0.0000% | $1077.00           | $19.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-09-01      | 5.5000%  | 0.0000% | $8863.00           | $89.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $52855.00          | $49365.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 4.5000%  | 0.0000% | $3396000.00        | $3187746.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $3537632.00        | $2368533.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $182964224.00      | $128578582.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $28138138.00       | $22179289.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.5000%  | 0.0000% | $18565.00          | $10553.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $238280.00         | $170340.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.0000%  | 0.0000% | $9299136.00        | $7778142.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 1.5000%  | 0.0000% | $1000.00           | $534.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-12-01      | 2.5000%  | 0.0000% | $427491.00         | $70555.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $85.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $2012.00           | $1237.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-11-01      | 2.0000%  | 0.0000% | $1000.00           | $525.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $243840.00         | $140024.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $189202762.00      | $33418550.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-04-01      | 3.0000%  | 0.0000% | $1280.00           | $112.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-05-01      | 5.5000%  | 0.0000% | $16018.00          | $41.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 5.5000%  | 0.0000% | $284987910.00      | $2404657.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $2277370.00        | $2295538.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $1872300.00        | $1885911.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $1008.00           | $1013.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.0000%  | 0.0000% | $37731519.00       | $35012247.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $920.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $754.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%  | 0.0000% | $100052.00         | $59929.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-11-01      | 3.0000%  | 0.0000% | $1000.00           | $382.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $625.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.0000%  | 0.0000% | $10000.00          | $6177.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $1024.00           | $634.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $3048.00           | $2878.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $932698.00         | $919416.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $1056.00           | $819.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 3.0000%  | 0.0000% | $1061.00           | $905.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1115674.00        | $1055235.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $2008.00           | $1681.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $944.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.0000%  | 0.0000% | $24168160.00       | $16751202.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $699.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $191185.00         | $144635.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-10-01      | 2.0000%  | 0.0000% | $14763000.00       | $7627758.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%  | 0.0000% | $1001.00           | $572.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $12598.00          | $6324.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $23098897.00       | $10447890.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $8044456.00        | $4275418.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2062-09-01      | 3.0000%  | 0.0000% | $37672000.00       | $24378064.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.5000%  | 0.0000% | $230176.00         | $181517.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $28808723.00       | $4736383.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-11-01      | 3.5000%  | 0.0000% | $9664452.00        | $626045.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $558.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 4.5000%  | 0.0000% | $1000.00           | $42.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $4442480.00        | $4487228.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 4.5000%  | 0.0000% | $2241384.00        | $2158220.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.0000%  | 0.0000% | $1024.00           | $571.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $2367249.00        | $1727011.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $86397360.00       | $89168946.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $991.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $6997.00           | $6493.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.5000%  | 0.0000% | $1000.00           | $781.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.0000%  | 0.0000% | $1156.00           | $995.00            | Agency Mortgage-Backed Securities  |
| GNII SF CH8922 C                         | 2051-09-20      | 3.5000%  | 0.0000% | $1006.00           | $727.00            | Agency Mortgage-Backed Securities  |
| GNII SF BW5983 C                         | 2050-07-20      | 3.5000%  | 0.0000% | $2618949.00        | $2035133.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA9727 M                         | 2054-06-20      | 6.5000%  | 0.0000% | $2000.00           | $799.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA9722 M                         | 2054-06-20      | 4.0000%  | 0.0000% | $6718.00           | $5690.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA9540 M                         | 2054-03-20      | 5.0000%  | 0.0000% | $4413368.00        | $3565507.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA9489 M                         | 2054-02-20      | 6.0000%  | 0.0000% | $1000.00           | $489.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA9488 M                         | 2054-02-20      | 5.5000%  | 0.0000% | $1939566.00        | $1305194.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA9173 M                         | 2053-09-20      | 6.5000%  | 0.0000% | $9363200.00        | $3563851.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA9172 M                         | 2053-09-20      | 6.0000%  | 0.0000% | $1000.00           | $519.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA9017 M                         | 2053-07-20      | 5.5000%  | 0.0000% | $178686.00         | $121795.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA9015 M                         | 2053-07-20      | 4.5000%  | 0.0000% | $675672.00         | $540470.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA9849 M                         | 2054-08-20      | 4.5000%  | 0.0000% | $1120.00           | $1022.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA8647 M                         | 2053-02-20      | 5.0000%  | 0.0000% | $1024.00           | $724.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA8571 M                         | 2053-01-20      | 6.0000%  | 0.0000% | $129528993.00      | $59417931.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $23105.00          | $22702.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $1024.00           | $790.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $3088.00           | $3064.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.5000%  | 0.0000% | $154995712.00      | $156835458.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.5000%  | 0.0000% | $57456079.00       | $57937666.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $960.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $1021.00           | $999.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1915.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $981.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $17840096.00       | $16606286.00       | Agency Mortgage-Backed Securities  |

### Security 282: RBC DOMINION SECURITIES INC.

- **C.1 - Title:** RBC DOMINION SECURITIES INC. 3.489998%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR101BD4, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: TPR101BD47791561RB
- **C.18 - Value (incl. sponsor support):** $1974998025.00
- **C.18.a - Value (excl. sponsor support):** $1974998025.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $1020.00           | $956.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $1346874.00        | $909993.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $1024.00           | $682.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-11-01      | 1.5000%  | 0.0000% | $8715384.00        | $4359610.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-05-01      | 2.5000%  | 0.0000% | $10858127.00       | $3598483.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 2.5000%  | 0.0000% | $33158486.00       | $19162342.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-01-01      | 2.5000%  | 0.0000% | $40390607.00       | $19929841.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 3.5000%  | 0.0000% | $54067000.00       | $13653526.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $1804312.00        | $363343.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $705.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.5000%  | 0.0000% | $43981850.00       | $22318444.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $19488528.00       | $17308487.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%  | 0.0000% | $2023.00           | $1618.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 3.0000%  | 0.0000% | $16523761.00       | $2809028.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-09-01      | 3.0000%  | 0.0000% | $121803.00         | $15377.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.0000%  | 0.0000% | $686282.00         | $557601.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 6.0000%  | 0.0000% | $7000.00           | $4748.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-08-01      | 3.0000%  | 0.0000% | $27321.00          | $6535.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 4.0000%  | 0.0000% | $11649.00          | $2324.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 4.0000%  | 0.0000% | $49999000.00       | $12842576.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-01-01      | 3.5000%  | 0.0000% | $1022.00           | $168.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-06-01      | 4.0000%  | 0.0000% | $129667229.00      | $14961528.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.0000%  | 0.0000% | $4258.00           | $885.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-03-01      | 2.0000%  | 0.0000% | $14568.00          | $540.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-11-01      | 6.0000%  | 0.0000% | $3400.00           | $42.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-12-01      | 5.5000%  | 0.0000% | $24460.00          | $924.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-01-01      | 5.0000%  | 0.0000% | $35352.00          | $616.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-09-01      | 5.5000%  | 0.0000% | $19136.00          | $191.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-10-01      | 8.5000%  | 0.0000% | $30816.00          | $997.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $7515548.00        | $5031848.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $268263424.00      | $188522816.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $43744343.00       | $34480548.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 3.5000%  | 0.0000% | $1050.00           | $896.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-08-01      | 5.5000%  | 0.0000% | $1000.00           | $582.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 3.5000%  | 0.0000% | $1000.00           | $756.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.5000%  | 0.0000% | $2856.00           | $1947.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.0000%  | 0.0000% | $1208.00           | $1010.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $1010.00           | $535.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 1.5000%  | 0.0000% | $24717824.00       | $13208286.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $91021200.00       | $42114748.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-12-01      | 2.5000%  | 0.0000% | $12986006.00       | $2143266.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $179145253.00      | $110115754.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-04-01      | 3.0000%  | 0.0000% | $1000.00           | $99.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $61228795.00       | $10814734.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-11-01      | 4.0000%  | 0.0000% | $1000.00           | $100.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-06-01      | 5.5000%  | 0.0000% | $4095.00           | $25.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 6.0000%  | 0.0000% | $140639.00         | $125010.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $25035.00          | $24659.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $1416736.00        | $1423590.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $1268480.00        | $1207895.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $659.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.0000%  | 0.0000% | $1348000.00        | $1104362.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%  | 0.0000% | $71935308.00       | $43087874.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 3.5000%  | 0.0000% | $1000.00           | $786.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $1255.00           | $1011.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $637.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $91594.00          | $56604.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $625.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.0000%  | 0.0000% | $15151056.00       | $9359118.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $1034.00           | $640.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $50839810.00       | $22614704.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 4.0000%  | 0.0000% | $2609480.00        | $369681.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $85099.00          | $84345.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-04-01      | 4.5000%  | 0.0000% | $1311350.00        | $1281616.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $2621107.00        | $2596021.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $1008.00           | $781.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 3.0000%  | 0.0000% | $14950808.00       | $12746557.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $982.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1002.00           | $948.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.0000%  | 0.0000% | $2608860.00        | $2370863.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $919.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-04-01      | 5.0000%  | 0.0000% | $1318204.00        | $1330500.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $1216982.00        | $1206905.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $961.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.0000%  | 0.0000% | $1001.00           | $787.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $699.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.5000%  | 0.0000% | $1024.00           | $619.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $638.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $1001.00           | $618.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-11-01      | 2.0000%  | 0.0000% | $1000.00           | $520.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-10-01      | 2.0000%  | 0.0000% | $25016262.00       | $12925421.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 4.0000%  | 0.0000% | $1024.00           | $326.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $9560948.00        | $4324524.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-15      | 4.0000%  | 0.0000% | $1000.00           | $80.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-08-15      | 4.0000%  | 0.0000% | $1000.00           | $54.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-15      | 4.5000%  | 0.0000% | $1000.00           | $42.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 4.5000%  | 0.0000% | $1000.00           | $20.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 4.5000%  | 0.0000% | $1000.00           | $35.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-15      | 4.5000%  | 0.0000% | $1000.00           | $21.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-15      | 4.5000%  | 0.0000% | $1000.00           | $59.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-20      | 4.5000%  | 0.0000% | $1000.00           | $104.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-20      | 6.0000%  | 0.0000% | $1000.00           | $23.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-07-20      | 6.0000%  | 0.0000% | $1007.00           | $10.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-20      | 4.5000%  | 0.0000% | $1004.00           | $31.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $1077.00           | $1116.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.0000%  | 0.0000% | $1000.00           | $1045.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $36030663.00       | $37694039.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $5289600.00        | $5342881.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $10710100.00       | $10624696.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 4.5000%  | 0.0000% | $105086080.00      | $101186959.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $38783200.00       | $37876321.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $805.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.5000%  | 0.0000% | $9976530.00        | $7593884.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.0000%  | 0.0000% | $1714122.00        | $1541039.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.5000%  | 0.0000% | $2000.00           | $1522.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $70625934.00       | $72891580.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $1008701.00        | $1022465.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.5000%  | 0.0000% | $3332.00           | $2603.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-15      | 3.0000%  | 0.0000% | $1000.00           | $487.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-08-20      | 4.5000%  | 0.0000% | $1000.00           | $51.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-08-15      | 3.5000%  | 0.0000% | $1000.00           | $182.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-20      | 3.0000%  | 0.0000% | $1000.00           | $145.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.0000%  | 0.0000% | $1024.00           | $881.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.0000%  | 0.0000% | $215000.00         | $116100.00         | Agency Mortgage-Backed Securities  |
| GNII SF CH8922 C                         | 2051-09-20      | 3.5000%  | 0.0000% | $7674136.00        | $5545474.00        | Agency Mortgage-Backed Securities  |
| GNII SF BT3619 C                         | 2050-03-20      | 3.0000%  | 0.0000% | $1000.00           | $351.00            | Agency Mortgage-Backed Securities  |
| GNII SF BB9843 C                         | 2047-09-20      | 4.0000%  | 0.0000% | $1000.00           | $281.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA9726 M                         | 2054-06-20      | 6.0000%  | 0.0000% | $1000.00           | $557.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA9722 M                         | 2054-06-20      | 4.0000%  | 0.0000% | $23098496.00       | $19563700.00       | Agency Mortgage-Backed Securities  |
| GNII SF MA9540 M                         | 2054-03-20      | 5.0000%  | 0.0000% | $7887288.00        | $6372045.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA9362 M                         | 2053-12-20      | 5.5000%  | 0.0000% | $50000000.00       | $36809414.00       | Agency Mortgage-Backed Securities  |
| GNII SF MA9304 M                         | 2053-11-20      | 5.0000%  | 0.0000% | $1000.00           | $839.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA9173 M                         | 2053-09-20      | 6.5000%  | 0.0000% | $9715645.00        | $3698000.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA9172 M                         | 2053-09-20      | 6.0000%  | 0.0000% | $19996000.00       | $10381849.00       | Agency Mortgage-Backed Securities  |
| GNII SF MA9017 M                         | 2053-07-20      | 5.5000%  | 0.0000% | $1000.00           | $682.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA9015 M                         | 2053-07-20      | 4.5000%  | 0.0000% | $1024.00           | $819.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA9849 M                         | 2054-08-20      | 4.5000%  | 0.0000% | $5668626.00        | $5173216.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA8647 M                         | 2053-02-20      | 5.0000%  | 0.0000% | $1024.00           | $724.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA8571 M                         | 2053-01-20      | 6.0000%  | 0.0000% | $2320.00           | $1064.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA8569 M                         | 2053-01-20      | 5.0000%  | 0.0000% | $3072.00           | $2148.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA8432 M                         | 2052-11-20      | 7.0000%  | 0.0000% | $140000.00         | $39731.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA8202 M                         | 2052-08-20      | 5.0000%  | 0.0000% | $10407079.00       | $7194055.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA7909 M                         | 2037-03-20      | 2.0000%  | 0.0000% | $1000.00           | $528.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA7828 M                         | 2052-01-20      | 3.0000%  | 0.0000% | $1000.00           | $596.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA7704 M                         | 2051-11-20      | 2.0000%  | 0.0000% | $39477.00          | $22397.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA7472 M                         | 2051-07-20      | 2.5000%  | 0.0000% | $115985974.00      | $62261934.00       | Agency Mortgage-Backed Securities  |
| GNII SF MA7471 M                         | 2051-07-20      | 2.0000%  | 0.0000% | $29300.00          | $15511.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA7254 M                         | 2051-03-20      | 2.0000%  | 0.0000% | $366117482.00      | $176831376.00      | Agency Mortgage-Backed Securities  |
| GNII SF MA8045 M                         | 2052-05-20      | 4.0000%  | 0.0000% | $1024.00           | $692.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA6997 M                         | 2050-11-20      | 3.5000%  | 0.0000% | $63920000.00       | $18743816.00       | Agency Mortgage-Backed Securities  |
| GNII SF MA6933 M                         | 2050-10-20      | 3.5000%  | 0.0000% | $420204.00         | $124355.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA6711 M                         | 2050-06-20      | 3.5000%  | 0.0000% | $1021.00           | $217.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA6476 M                         | 2050-02-20      | 4.0000%  | 0.0000% | $1000.00           | $132.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA6409 M                         | 2050-01-20      | 3.0000%  | 0.0000% | $247164.00         | $41311.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA7139 M                         | 2051-01-20      | 4.0000%  | 0.0000% | $88003184.00       | $27006274.00       | Agency Mortgage-Backed Securities  |
| GNII SF MA6044 M                         | 2049-07-20      | 6.0000%  | 0.0000% | $3001.00           | $331.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA6039 M                         | 2049-07-20      | 3.5000%  | 0.0000% | $1289.00           | $130.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA6039 M                         | 2049-07-20      | 3.5000%  | 0.0000% | $5193000.00        | $522519.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA5985 M                         | 2049-06-20      | 3.5000%  | 0.0000% | $17924.00          | $1700.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA5877 M                         | 2049-04-20      | 4.5000%  | 0.0000% | $398003.00         | $31690.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA5875 M                         | 2049-04-20      | 3.5000%  | 0.0000% | $98198400.00       | $8515368.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA5652 M                         | 2048-12-20      | 4.5000%  | 0.0000% | $1024.00           | $65.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA5649 M                         | 2048-12-20      | 3.0000%  | 0.0000% | $2000.00           | $342.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA5596 M                         | 2048-11-20      | 4.5000%  | 0.0000% | $798119.00         | $55675.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA5595 M                         | 2048-11-20      | 4.0000%  | 0.0000% | $1000.00           | $86.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA5529 M                         | 2048-10-20      | 4.5000%  | 0.0000% | $4445.00           | $321.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA5528 M                         | 2048-10-20      | 4.0000%  | 0.0000% | $2586.00           | $223.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA5466 M                         | 2048-09-20      | 4.0000%  | 0.0000% | $1024.00           | $90.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA5137 M                         | 2048-04-20      | 4.0000%  | 0.0000% | $14203232.00       | $1058912.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA4778 M                         | 2047-10-20      | 3.5000%  | 0.0000% | $18041180.00       | $2024483.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA4588 M                         | 2047-07-20      | 4.5000%  | 0.0000% | $292000.00         | $24523.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA4511 M                         | 2047-06-20      | 4.0000%  | 0.0000% | $3665258.00        | $333760.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA5399 M                         | 2048-08-20      | 4.5000%  | 0.0000% | $4210.00           | $315.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA4236 M                         | 2032-02-20      | 3.5000%  | 0.0000% | $313000.00         | $24366.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA4195 M                         | 2047-01-20      | 3.0000%  | 0.0000% | $1000.00           | $132.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $962.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $162630206.00      | $158031517.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $22852685.00       | $22018403.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $39606694.00       | $26867820.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $135673887.00      | $104734068.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $15192200.00       | $15153598.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $957.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $8414592.00        | $8252820.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $974.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $37014300.00       | $27677756.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 7.0000%  | 0.0000% | $9973000.00        | $8456662.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $18172032.00       | $16059601.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $953.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $20584270.00       | $15747357.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $921.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $164700000.00      | $109787568.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $1286.00           | $1040.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $820.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.5000%  | 0.0000% | $49999000.00       | $33079342.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.5000%  | 0.0000% | $13017852.00       | $8340100.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 4.5000%  | 0.0000% | $5550160.00        | $5369036.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $9944960.00        | $9748081.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $1003.00           | $979.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $961.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 5.0000%  | 0.0000% | $48584064.00       | $45163352.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $8316245.00        | $7316184.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.0000%  | 0.0000% | $15668032.00       | $14822439.00       | Agency Mortgage-Backed Securities  |
| GNII SF MA3664 M                         | 2046-05-20      | 4.0000%  | 0.0000% | $1041.00           | $92.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA3311 M                         | 2045-12-20      | 4.0000%  | 0.0000% | $1003.00           | $83.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA2826 M                         | 2045-05-20      | 3.5000%  | 0.0000% | $660417.00         | $48735.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA3522 M                         | 2046-03-20      | 4.0000%  | 0.0000% | $2334.00           | $187.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA3521 M                         | 2046-03-20      | 3.5000%  | 0.0000% | $1002.00           | $91.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA2341 M                         | 2029-11-20      | 3.5000%  | 0.0000% | $1991990.00        | $56560.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA1135 M                         | 2028-07-20      | 3.5000%  | 0.0000% | $1007.00           | $25.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA0513 M                         | 2027-11-20      | 2.5000%  | 0.0000% | $1000.00           | $14.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA0462 M                         | 2042-10-20      | 3.5000%  | 0.0000% | $1000.00           | $80.00             | Agency Mortgage-Backed Securities  |
| GNMI SF 779402 X                         | 2027-06-15      | 2.5000%  | 0.0000% | $4449318.00        | $34385.00          | Agency Mortgage-Backed Securities  |
| GNMI SF 778869 X                         | 2042-02-15      | 4.0000%  | 0.0000% | $2613.00           | $198.00            | Agency Mortgage-Backed Securities  |
| TINT 02/15/35                            | 2035-02-15      | 0.0000%  | 0.0000% | $33.00             | $23.00             | U.S. Treasuries (including strips) |
| TINT 08/15/34                            | 2034-08-15      | 0.0000%  | 0.0000% | $135.00            | $94.00             | U.S. Treasuries (including strips) |
| TINT 02/15/34                            | 2034-02-15      | 0.0000%  | 0.0000% | $117236.00         | $83786.00          | U.S. Treasuries (including strips) |
| 2 3/4 TPRN 47                            | 2047-08-15      | 0.0000%  | 0.0000% | $11012800.00       | $3731313.00        | U.S. Treasuries (including strips) |
| 2 1/4 TPRN 46                            | 2046-08-15      | 0.0000%  | 0.0000% | $24997400.00       | $8940170.00        | U.S. Treasuries (including strips) |
| 2 1/2 TPRN 46                            | 2046-02-15      | 0.0000%  | 0.0000% | $100.00            | $37.00             | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%  | 0.0000% | $53617238.00       | $16903902.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 4.0000%  | 0.0000% | $123999000.00      | $16740585.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $636.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-11-01      | 3.5000%  | 0.0000% | $5983826.00        | $387621.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-08-15      | 3.0000%  | 0.0000% | $113677.00         | $42807.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $17000000.00       | $4801593.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.0000%  | 0.0000% | $1000.00           | $47.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-12-20      | 4.5000%  | 0.0000% | $4639144.00        | $256690.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 4.5000%  | 0.0000% | $1000.00           | $31.00             | Agency Mortgage-Backed Securities  |

### Security 283: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.610001%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR101EA9, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR101EA97791562BN
- **C.18 - Value (incl. sponsor support):** $844999493.00
- **C.18.a - Value (excl. sponsor support):** $844999493.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 7/8 NOTE AZ 28 | 2028-03-31      | 3.8750%  | 0.0000% | $800.00            | $803.00            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | 0.0000% | $226834100.00      | $229926321.00      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  | 0.0000% | $85869400.00       | $86329438.00       | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  | 0.0000% | $16965700.00       | $19086743.00       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  | 0.0000% | $919800.00         | $1004942.00        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  | 0.0000% | $10237000.00       | $9724789.00        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  | 0.0000% | $40854500.00       | $38847789.00       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  | 0.0000% | $242559000.00      | $231454566.00      | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  | 0.0000% | $100.00            | $96.00             | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $97.00             | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  | 0.0000% | $95412300.00       | $128123313.00      | U.S. Treasuries (including strips) |
| 2 1/2 TRIB 29    | 2029-01-15      | 2.5000%  | 0.0000% | $73658600.00       | $117389939.00      | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31    | 2031-02-15      | 5.3750%  | 0.0000% | $1000.00           | $1068.00           | U.S. Treasuries (including strips) |
| 3 3/4 TPRN 41    | 2041-08-15      | 0.0000%  | 0.0000% | $21100.00          | $10041.00          | U.S. Treasuries (including strips) |

### Security 284: RBC DOMINION SECURITIES INC.

- **C.1 - Title:** RBC DOMINION SECURITIES INC. 3.610001%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR101EAB, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: TPR101EAB7791564RB
- **C.18 - Value (incl. sponsor support):** $844938653.00
- **C.18.a - Value (excl. sponsor support):** $844938653.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.5000%  | 0.0000% | $1922000.00        | $1968068.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $962.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $179262853.00      | $174193843.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $937.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $61352448.00       | $59112657.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $2069.00           | $1404.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $31686657.00       | $24460658.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $625.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $1024.00           | $634.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $547.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $936.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $1024.00           | $967.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $6031712.00        | $4676056.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 3.0000%  | 0.0000% | $5795722.00        | $4941238.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $982.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 7.0000%  | 0.0000% | $18945000.00       | $16583106.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $1040.00           | $1037.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $9024640.00        | $8469120.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $2010.00           | $1682.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $912.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $1081.00           | $971.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-04-01      | 5.0000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $1004.00           | $982.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.5000%  | 0.0000% | $4203840.00        | $3946268.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $3000.00           | $2832.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $810.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 7.0000%  | 0.0000% | $1024.00           | $436.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.5000%  | 0.0000% | $1024.00           | $716.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $1031.00           | $703.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $24859000.00       | $17832834.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $25029120.00       | $13556401.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $620.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-11-01      | 2.0000%  | 0.0000% | $1000.00           | $520.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.0000%  | 0.0000% | $11896700.00       | $6868233.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $42873896.00       | $19392344.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.0000%  | 0.0000% | $1200.00           | $763.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2060-07-01      | 2.5000%  | 0.0000% | $4404064.00        | $1984574.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $1512.00           | $249.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-11-01      | 3.5000%  | 0.0000% | $6326834.00        | $409840.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $106734.00         | $108658.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1199.00           | $1228.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 4.5000%  | 0.0000% | $2312060.00        | $2226273.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $12714900.00       | $10230108.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.5000%  | 0.0000% | $1008.00           | $767.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.0000%  | 0.0000% | $7785682.00        | $4343582.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $1024.00           | $747.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.5000%  | 0.0000% | $1000.00           | $761.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1088526.00        | $1126555.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $551156.00         | $566570.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $2898946.00        | $2690181.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.5000%  | 0.0000% | $1110.00           | $867.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.0000%  | 0.0000% | $57394.00          | $49377.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA9726 M                         | 2054-06-20      | 6.0000%  | 0.0000% | $1000.00           | $557.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA9722 M                         | 2054-06-20      | 4.0000%  | 0.0000% | $2016.00           | $1707.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA9665 M                         | 2054-05-20      | 4.0000%  | 0.0000% | $10222217.00       | $8744398.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA9540 M                         | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $808.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA9489 M                         | 2054-02-20      | 6.0000%  | 0.0000% | $1000.00           | $489.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA9488 M                         | 2054-02-20      | 5.5000%  | 0.0000% | $1008.00           | $678.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA9487 M                         | 2054-02-20      | 5.0000%  | 0.0000% | $1024.00           | $815.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA9422 M                         | 2054-01-20      | 5.0000%  | 0.0000% | $3456.00           | $2918.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA9173 M                         | 2053-09-20      | 6.5000%  | 0.0000% | $1009.00           | $384.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA9017 M                         | 2053-07-20      | 5.5000%  | 0.0000% | $1000.00           | $682.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA9015 M                         | 2053-07-20      | 4.5000%  | 0.0000% | $2024.00           | $1619.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA9849 M                         | 2054-08-20      | 4.5000%  | 0.0000% | $1052336.00        | $960367.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M                         | 2053-04-20      | 5.5000%  | 0.0000% | $2746232.00        | $1753504.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA8647 M                         | 2053-02-20      | 5.0000%  | 0.0000% | $1000.00           | $707.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA8571 M                         | 2053-01-20      | 6.0000%  | 0.0000% | $2128.00           | $976.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA8569 M                         | 2053-01-20      | 5.0000%  | 0.0000% | $1024.00           | $716.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA8427 M                         | 2052-11-20      | 4.5000%  | 0.0000% | $2555970.00        | $1847942.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA8348 M                         | 2052-10-20      | 5.0000%  | 0.0000% | $29999905.00       | $20898765.00       | Agency Mortgage-Backed Securities  |
| GNII SF MA8202 M                         | 2052-08-20      | 5.0000%  | 0.0000% | $4144.00           | $2865.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $1099.00           | $508.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $159137990.00      | $97817829.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-11-01      | 2.0000%  | 0.0000% | $2001.00           | $1051.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 2.5000%  | 0.0000% | $34034432.00       | $17933003.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-09-01      | 4.0000%  | 0.0000% | $1759.00           | $171.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 3.5000%  | 0.0000% | $2714.00           | $187.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $493663.00         | $87195.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.5000%  | 0.0000% | $1148.00           | $181.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1035.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $43343.00          | $42455.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $972.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.0000%  | 0.0000% | $1358.00           | $1260.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $960.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $920.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $754.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%  | 0.0000% | $17417968.00       | $10433030.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 3.5000%  | 0.0000% | $1021.00           | $802.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.5000%  | 0.0000% | $2381775.00        | $1587541.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $57464.00          | $35512.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-11-01      | 3.0000%  | 0.0000% | $2426.00           | $926.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.5000%  | 0.0000% | $98000.00          | $57098.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.0000%  | 0.0000% | $12958880.00       | $8429426.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA8101 M                         | 2052-06-20      | 4.5000%  | 0.0000% | $14117.00          | $9758.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA7939 M                         | 2052-03-20      | 4.0000%  | 0.0000% | $2046.00           | $1270.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA7254 M                         | 2051-03-20      | 2.0000%  | 0.0000% | $2048.00           | $989.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA8045 M                         | 2052-05-20      | 4.0000%  | 0.0000% | $2208.00           | $1492.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA7990 M                         | 2052-04-20      | 4.0000%  | 0.0000% | $3037140.00        | $2004497.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA7989 M                         | 2052-04-20      | 3.5000%  | 0.0000% | $6775087.00        | $4415619.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA6867 M                         | 2050-09-20      | 3.5000%  | 0.0000% | $1000.00           | $270.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA6818 M                         | 2050-08-20      | 2.0000%  | 0.0000% | $2536912.00        | $1041686.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA7195 M                         | 2051-02-20      | 3.5000%  | 0.0000% | $1000.00           | $359.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA7139 M                         | 2051-01-20      | 4.0000%  | 0.0000% | $13514108.00       | $4147187.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA6039 M                         | 2049-07-20      | 3.5000%  | 0.0000% | $165772426.00      | $16679987.00       | Agency Mortgage-Backed Securities  |
| GNII SF MA5985 M                         | 2049-06-20      | 3.5000%  | 0.0000% | $1026.00           | $97.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA5875 M                         | 2049-04-20      | 3.5000%  | 0.0000% | $1731116.00        | $150115.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA5596 M                         | 2048-11-20      | 4.5000%  | 0.0000% | $1023.00           | $71.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA5529 M                         | 2048-10-20      | 4.5000%  | 0.0000% | $132629216.00      | $9569728.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA5466 M                         | 2048-09-20      | 4.0000%  | 0.0000% | $1025.00           | $90.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA5137 M                         | 2048-04-20      | 4.0000%  | 0.0000% | $4276167.00        | $318807.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA4901 M                         | 2047-12-20      | 4.0000%  | 0.0000% | $1000.00           | $101.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA4511 M                         | 2047-06-20      | 4.0000%  | 0.0000% | $2318.00           | $211.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA4511 M                         | 2047-06-20      | 4.0000%  | 0.0000% | $1029.00           | $94.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA5399 M                         | 2048-08-20      | 4.5000%  | 0.0000% | $1000.00           | $75.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA3522 M                         | 2046-03-20      | 4.0000%  | 0.0000% | $2209.00           | $177.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA2148 M                         | 2044-08-20      | 3.5000%  | 0.0000% | $98657.00          | $6705.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA0513 M                         | 2027-11-20      | 2.5000%  | 0.0000% | $1000.00           | $14.00             | Agency Mortgage-Backed Securities  |
| GNMI SF 778869 X                         | 2042-02-15      | 4.0000%  | 0.0000% | $1476084.00        | $111853.00         | Agency Mortgage-Backed Securities  |
| TINT 08/15/40                            | 2040-08-15      | 0.0000%  | 0.0000% | $37161.00          | $18431.00          | U.S. Treasuries (including strips) |
| TINT 02/15/34                            | 2034-02-15      | 0.0000%  | 0.0000% | $93.00             | $67.00             | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                          | 2029-04-30      | 4.6250%  | 0.0000% | $7364000.00        | $7504893.00        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                          | 2029-11-30      | 3.8750%  | 0.0000% | $12311900.00       | $12465603.00       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                            | 2054-08-15      | 4.2500%  | 0.0000% | $529000.00         | $475215.00         | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49                            | 2049-08-15      | 2.2500%  | 0.0000% | $482000.00         | $300404.00         | U.S. Treasuries (including strips) |
| 3 BOND 45                                | 2045-05-15      | 3.0000%  | 0.0000% | $251700.00         | $190488.00         | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44                            | 2044-02-15      | 3.6250%  | 0.0000% | $18500.00          | $15799.00          | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                            | 2043-11-15      | 3.7500%  | 0.0000% | $204600.00         | $176432.00         | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43                            | 2043-08-15      | 3.6250%  | 0.0000% | $3095800.00        | $2657841.00        | U.S. Treasuries (including strips) |
| 3 TPRN 49                                | 2049-02-15      | 0.0000%  | 0.0000% | $9896300.00        | $3099778.00        | U.S. Treasuries (including strips) |
| 2 3/4 TPRN 47                            | 2047-08-15      | 0.0000%  | 0.0000% | $6500.00           | $2202.00           | U.S. Treasuries (including strips) |
| 2 1/2 TPRN 46                            | 2046-02-15      | 0.0000%  | 0.0000% | $100.00            | $37.00             | U.S. Treasuries (including strips) |
| BILL 06/18/26                            | 2026-06-18      | 0.0000%  | 0.0000% | $3684700.00        | $3678392.00        | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 4.5000%  | 0.0000% | $13534144.00       | $13075526.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $1111.00           | $1097.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 4.5000%  | 0.0000% | $1024.00           | $988.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $960.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $1008.00           | $987.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $11564816.00       | $11429897.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $12180000.00       | $11613646.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1915.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $8528992.00        | $8365021.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $874.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $9937344.00        | $9250083.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $66570530.00       | $50927717.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $1100.00           | $892.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $2024.00           | $1310.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 6.0000%  | 0.0000% | $17343818.00       | $13702842.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $820.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.5000%  | 0.0000% | $2795240.00        | $1790816.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.5000%  | 0.0000% | $1024.00           | $1074.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1020.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1010.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $1008.00           | $1037.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $6001000.00        | $5707048.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $976.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $957.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $743.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 7.0000%  | 0.0000% | $1604290.00        | $1510587.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $1088.00           | $725.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-11-01      | 1.5000%  | 0.0000% | $12113613.00       | $6059472.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $13654873.00       | $9410609.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-05-01      | 2.5000%  | 0.0000% | $5995.00           | $1987.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 3.5000%  | 0.0000% | $27231000.00       | $6876638.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $174804156.00      | $35201198.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-10-01      | 3.5000%  | 0.0000% | $567772.00         | $74827.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.5000%  | 0.0000% | $9706700.00        | $6843884.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $4397108.00        | $3464900.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.5000%  | 0.0000% | $43136093.00       | $21889267.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $1668.00           | $1481.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.5000%  | 0.0000% | $147686.00         | $96275.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $718.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $173.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 0.0000%  | 0.0000% | $547869.00         | $251116.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $111418.00         | $106592.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $547.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $587.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-10-01      | 2.0000%  | 0.0000% | $1248.00           | $595.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-01-01      | 3.5000%  | 0.0000% | $8931618.00        | $3203628.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-07-01      | 2.5000%  | 0.0000% | $1079.00           | $92.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-07-01      | 6.0000%  | 0.0000% | $10197.00          | $31.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-04-01      | 6.0000%  | 0.0000% | $5886.00           | $46.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-11-01      | 6.0000%  | 0.0000% | $3176.00           | $39.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-09-01      | 5.5000%  | 0.0000% | $10107.00          | $101.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-01-01      | 4.5000%  | 0.0000% | $1317.00           | $11.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-02-01      | 5.5000%  | 0.0000% | $4981.00           | $87.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 4.0000%  | 0.0000% | $974344.00         | $914793.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $975092.00         | $652849.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $908.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $1001.00           | $786.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-08-01      | 5.5000%  | 0.0000% | $2351.00           | $1368.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $219965.00         | $157419.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1070867.00        | $765533.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-06-01      | 4.5000%  | 0.0000% | $53000.00          | $31181.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $5956708.00        | $4147408.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $14132856.00       | $9620163.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 3.5000%  | 0.0000% | $1000.00           | $756.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $836.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 1.5000%  | 0.0000% | $9841180.00        | $5258761.00        | Agency Mortgage-Backed Securities  |

### Security 285: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.620002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR10269B, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR10269B7791566CR
- **C.18 - Value (incl. sponsor support):** $1269862459.00
- **C.18.a - Value (excl. sponsor support):** $1269862459.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| BILL 07/23/26    | 2026-07-23      | 0.0000%  | 0.0000% | $300.00            | $298.00            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  | 0.0000% | $192197600.00      | $185325865.00      | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| 3 BOND 52        | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $71.00             | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  | 0.0000% | $114030800.00      | $83540515.00       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  | 0.0000% | $256583600.00      | $178374082.00      | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $63.00             | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | 0.0000% | $89460200.00       | $89058478.00       | U.S. Treasuries (including strips) |
| 4 NOTE AB 29     | 2029-07-31      | 4.0000%  | 0.0000% | $101939200.00      | $103081599.00      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE W 31  | 2031-03-31      | 3.8750%  | 0.0000% | $138388400.00      | $137702766.00      | U.S. Treasuries (including strips) |
| 4 NOTE G 33      | 2033-01-31      | 4.0000%  | 0.0000% | $122808200.00      | $122559473.00      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | 0.0000% | $200.00            | $201.00            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  | 0.0000% | $144456600.00      | $145309677.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  | 0.0000% | $189266400.00      | $190498395.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  | 0.0000% | $800.00            | $804.00            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  | 0.0000% | $59449600.00       | $59947614.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.620002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR10269F, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR10269F7791567CR
- **C.18 - Value (incl. sponsor support):** $1269862459.00
- **C.18.a - Value (excl. sponsor support):** $1269862459.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  | 0.0000% | $166925200.00      | $164475164.00      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  | 0.0000% | $89444400.00       | $90093550.00       | U.S. Treasuries (including strips) |
| 1 7/8 TRIN A 36  | 2036-01-15      | 1.8750%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| 4 NOTE U 29      | 2029-01-31      | 4.0000%  | 0.0000% | $129783200.00      | $131315378.00      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| 1 TRIB 49        | 2049-02-15      | 1.0000%  | 0.0000% | $59541000.00       | $55644508.00       | U.S. Treasuries (including strips) |
| 1 TRIB 48        | 2048-02-15      | 1.0000%  | 0.0000% | $138929200.00      | $134451758.00      | U.S. Treasuries (including strips) |
| 1 3/4 TRIB 28    | 2028-01-15      | 1.7500%  | 0.0000% | $88068800.00       | $140341213.00      | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  | 0.0000% | $142924200.00      | $126066031.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  | 0.0000% | $67758900.00       | $68129113.00       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  | 0.0000% | $90796200.00       | $90074563.00       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | 0.0000% | $95263900.00       | $90371870.00       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  | 0.0000% | $142547600.00      | $132088136.00      | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 55    | 2055-02-15      | 2.3750%  | 0.0000% | $73916400.00       | $72348416.00       | U.S. Treasuries (including strips) |

### Security 287: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.620002%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR1026AB, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR1026AB7791565CG
- **C.18 - Value (incl. sponsor support):** $999571900.00
- **C.18.a - Value (excl. sponsor support):** $999571900.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 5.5000%  | 0.0000% | $269084.00         | $200607.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 5.5000%  | 0.0000% | $400000.00         | $275310.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 4.5000%  | 0.0000% | $5207640.00        | $3904307.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-15      | 4.5000%  | 0.0000% | $1000.00           | $738.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 7.5000%  | 0.0000% | $1644274.00        | $1190448.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 7.5000%  | 0.0000% | $1002561.00        | $1053927.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.0000%  | 0.0000% | $1160318.00        | $875361.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.5000%  | 0.0000% | $2610346.00        | $2330311.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.0000%  | 0.0000% | $14439927.00       | $12283918.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 7.5000%  | 0.0000% | $597240.00         | $628952.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 7.5000%  | 0.0000% | $801613.00         | $850758.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 7.5000%  | 0.0000% | $957581.00         | $226354.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 6.5000%  | 0.0000% | $4015268.00        | $718971.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 5.5000%  | 0.0000% | $2020788.00        | $1703462.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 4.5000%  | 0.0000% | $5072380.00        | $3699109.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 4.5000%  | 0.0000% | $3583098.00        | $2595837.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 5.0000%  | 0.0000% | $9939428.00        | $7829141.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 4.5000%  | 0.0000% | $8023220.00        | $6163375.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 7.2500%  | 0.0000% | $1462062.00        | $1172745.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.5000%  | 0.0000% | $85000.00          | $64929.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 7.5000%  | 0.0000% | $1365764.00        | $894870.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 5.5000%  | 0.0000% | $113000.00         | $59595.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 5.5000%  | 0.0000% | $3900039.00        | $2742800.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 4.5000%  | 0.0000% | $1981604.00        | $1442110.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 5.0000%  | 0.0000% | $1167322.00        | $655722.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 5.0000%  | 0.0000% | $1754860.00        | $1477676.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 5.0000%  | 0.0000% | $1068785.00        | $741633.00         | Agency Mortgage-Backed Securities |
| GNII SF CN5437 C                         | 2052-10-20      | 4.0000%  | 0.0000% | $1998120.00        | $1501355.00        | Agency Mortgage-Backed Securities |
| GNII SF MA9102 M                         | 2053-08-20      | 3.5000%  | 0.0000% | $28441602.00       | $18590839.00       | Agency Mortgage-Backed Securities |
| GNII SF MA9012 M                         | 2053-07-20      | 3.0000%  | 0.0000% | $8309650.00        | $5412248.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8796 M                         | 2053-04-20      | 3.0000%  | 0.0000% | $1200000.00        | $757263.00         | Agency Mortgage-Backed Securities |
| GNII SF MA8800 M                         | 2053-04-20      | 5.0000%  | 0.0000% | $2889000.00        | $2121613.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8799 M                         | 2053-04-20      | 4.5000%  | 0.0000% | $478000.00         | $366617.00         | Agency Mortgage-Backed Securities |
| GNII SF MA8798 M                         | 2053-04-20      | 4.0000%  | 0.0000% | $347000.00         | $255484.00         | Agency Mortgage-Backed Securities |
| GNII SF MA8797 M                         | 2053-04-20      | 3.5000%  | 0.0000% | $331000.00         | $224197.00         | Agency Mortgage-Backed Securities |
| GNII SF MA8728 M                         | 2053-03-20      | 6.5000%  | 0.0000% | $50000000.00       | $18142717.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8727 M                         | 2053-03-20      | 6.0000%  | 0.0000% | $400000.00         | $178251.00         | Agency Mortgage-Backed Securities |
| GNII SF MA8726 M                         | 2053-03-20      | 5.5000%  | 0.0000% | $5329032.00        | $3300665.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8725 M                         | 2053-03-20      | 5.0000%  | 0.0000% | $774657.00         | $557186.00         | Agency Mortgage-Backed Securities |
| GNII SF MA8724 M                         | 2053-03-20      | 4.5000%  | 0.0000% | $1925221.00        | $1429967.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8723 M                         | 2053-03-20      | 4.0000%  | 0.0000% | $78287863.00       | $56426407.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8721 M                         | 2053-03-20      | 3.0000%  | 0.0000% | $13787150.00       | $8748520.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8648 M                         | 2053-02-20      | 5.5000%  | 0.0000% | $9250000.00        | $5607392.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8647 M                         | 2053-02-20      | 5.0000%  | 0.0000% | $50505000.00       | $35723313.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8646 M                         | 2053-02-20      | 4.5000%  | 0.0000% | $2570000.00        | $1898771.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8645 M                         | 2053-02-20      | 4.0000%  | 0.0000% | $1200000.00        | $884473.00         | Agency Mortgage-Backed Securities |
| GNII SF MA8644 M                         | 2053-02-20      | 3.5000%  | 0.0000% | $6837415.00        | $4665008.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8643 M                         | 2053-02-20      | 3.0000%  | 0.0000% | $41513097.00       | $26531335.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8572 M                         | 2053-01-20      | 6.5000%  | 0.0000% | $231500000.00      | $76735721.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8571 M                         | 2053-01-20      | 6.0000%  | 0.0000% | $132594384.00      | $60824096.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8570 M                         | 2053-01-20      | 5.5000%  | 0.0000% | $127313867.00      | $75755518.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8569 M                         | 2053-01-20      | 5.0000%  | 0.0000% | $80800000.00       | $56492146.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8567 M                         | 2053-01-20      | 4.0000%  | 0.0000% | $5474525.00        | $3976445.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8493 M                         | 2052-12-20      | 6.5000%  | 0.0000% | $127399999.00      | $39713772.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8492 M                         | 2052-12-20      | 6.0000%  | 0.0000% | $108333258.00      | $49046855.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8491 M                         | 2052-12-20      | 5.5000%  | 0.0000% | $65742208.00       | $39921085.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8490 M                         | 2052-12-20      | 5.0000%  | 0.0000% | $100000.00         | $71349.00          | Agency Mortgage-Backed Securities |
| GNII SF MA8489 M                         | 2052-12-20      | 4.5000%  | 0.0000% | $4802999.00        | $3554739.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8488 M                         | 2052-12-20      | 4.0000%  | 0.0000% | $30509843.00       | $22718460.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8486 M                         | 2052-12-20      | 3.0000%  | 0.0000% | $1404986.00        | $863463.00         | Agency Mortgage-Backed Securities |
| GNII SF MA8432 M                         | 2052-11-20      | 7.0000%  | 0.0000% | $201002.00         | $57043.00          | Agency Mortgage-Backed Securities |
| GNII SF MA8431 M                         | 2052-11-20      | 6.5000%  | 0.0000% | $460000.00         | $154838.00         | Agency Mortgage-Backed Securities |
| GNII SF MA8430 M                         | 2052-11-20      | 6.0000%  | 0.0000% | $1886727.00        | $876683.00         | Agency Mortgage-Backed Securities |
| GNII SF MA8429 M                         | 2052-11-20      | 5.5000%  | 0.0000% | $46236241.00       | $29483357.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8428 M                         | 2052-11-20      | 5.0000%  | 0.0000% | $65336206.00       | $46778863.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8427 M                         | 2052-11-20      | 4.5000%  | 0.0000% | $11085789.00       | $8014919.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8426 M                         | 2052-11-20      | 4.0000%  | 0.0000% | $58847226.00       | $42248978.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8425 M                         | 2052-11-20      | 3.5000%  | 0.0000% | $5155002.00        | $3640366.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8424 M                         | 2052-11-20      | 3.0000%  | 0.0000% | $2017118.00        | $1308394.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8348 M                         | 2052-10-20      | 5.0000%  | 0.0000% | $1763709.00        | $1228649.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8347 M                         | 2052-10-20      | 4.5000%  | 0.0000% | $89948280.00       | $64867446.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8346 M                         | 2052-10-20      | 4.0000%  | 0.0000% | $99648563.00       | $70495297.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8344 M                         | 2052-10-20      | 3.0000%  | 0.0000% | $42848.00          | $27103.00          | Agency Mortgage-Backed Securities |
| GNII SF MA8349 M                         | 2052-10-20      | 5.5000%  | 0.0000% | $2212629.00        | $1382261.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8943 M                         | 2053-06-20      | 3.0000%  | 0.0000% | $11124214.00       | $7018574.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8879 M                         | 2053-05-20      | 5.5000%  | 0.0000% | $39646206.00       | $26664213.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8878 M                         | 2053-05-20      | 5.0000%  | 0.0000% | $6919650.00        | $5257442.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8877 M                         | 2053-05-20      | 4.5000%  | 0.0000% | $39052292.00       | $30590866.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8876 M                         | 2053-05-20      | 4.0000%  | 0.0000% | $1500000.00        | $1124670.00        | Agency Mortgage-Backed Securities |

### Security 288: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.620002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR103564, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR103564779156CRE
- **C.18 - Value (incl. sponsor support):** $3405000000.00
- **C.18.a - Value (excl. sponsor support):** $3405000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 7/8 NOTE AZ 28 | 2028-03-31      | 3.8750%  | 0.0000% | $120209200.00      | $120710062.00      | U.S. Treasuries (including strips) |
| TRFR BF 07/31/27 | 2027-07-31      | 3.8226%  | 0.0000% | $43831200.00       | $44009924.00       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | 0.0000% | $200.00            | $201.00            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  | 0.0000% | $21293700.00       | $21537980.00       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  | 0.0000% | $99993900.00       | $101880194.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  | 0.0000% | $235727600.00      | $236338038.00      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | 0.0000% | $76984200.00       | $79106392.00       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  | 0.0000% | $200.00            | $198.00            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | 0.0000% | $176268800.00      | $177777818.00      | U.S. Treasuries (including strips) |
| 4 NOTE AB 29     | 2029-07-31      | 4.0000%  | 0.0000% | $230446800.00      | $233029342.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  | 0.0000% | $71774400.00       | $72389980.00       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  | 0.0000% | $130407200.00      | $132443511.00      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  | 0.0000% | $248156000.00      | $248075122.00      | U.S. Treasuries (including strips) |
| 1 1/4 TRIN X 28  | 2028-04-15      | 1.2500%  | 0.0000% | $254003600.00      | $278788491.00      | U.S. Treasuries (including strips) |
| 4 NOTE V 28      | 2028-02-29      | 4.0000%  | 0.0000% | $400.00            | $404.00            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  | 0.0000% | $258919600.00      | $257591677.00      | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  | 0.0000% | $86110900.00       | $94084626.00       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  | 0.0000% | $246082800.00      | $243746497.00      | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  | 0.0000% | $900.00            | $888.00            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  | 0.0000% | $311499600.00      | $288367003.00      | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  | 0.0000% | $13798000.00       | $12587872.00       | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53    | 2053-02-15      | 1.5000%  | 0.0000% | $335067600.00      | $286769823.00      | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | 0.0000% | $300.00            | $193.00            | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  | 0.0000% | $374912400.00      | $194271435.00      | U.S. Treasuries (including strips) |
| 2 BOND 50        | 2050-02-15      | 2.0000%  | 0.0000% | $5346400.00        | $3118441.00        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  | 0.0000% | $100609200.00      | $86376140.00       | U.S. Treasuries (including strips) |
| BILL 08/13/26    | 2026-08-13      | 0.0000%  | 0.0000% | $400.00            | $397.00            | U.S. Treasuries (including strips) |
| BILL 07/30/26    | 2026-07-30      | 0.0000%  | 0.0000% | $261651200.00      | $260097254.00      | U.S. Treasuries (including strips) |
| BILL 07/23/26    | 2026-07-23      | 0.0000%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.620002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR103567, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR1035677791569CR
- **C.18 - Value (incl. sponsor support):** $1700000000.00
- **C.18.a - Value (excl. sponsor support):** $1700000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  | 0.0000% | $80857000.00       | $79990179.00       | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  | 0.0000% | $99900900.00       | $112299455.00      | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  | 0.0000% | $95000000.00       | $90308591.00       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| 2 NOTE F 26      | 2026-11-15      | 2.0000%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  | 0.0000% | $96360900.00       | $96958679.00       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  | 0.0000% | $200112400.00      | $197587899.00      | U.S. Treasuries (including strips) |
| 3 BOND 52        | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $71.00             | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 52    | 2052-02-15      | 0.1250%  | 0.0000% | $316561600.00      | $196145751.00      | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.00             | U.S. Treasuries (including strips) |
| BILL 08/13/26    | 2026-08-13      | 0.0000%  | 0.0000% | $300.00            | $298.00            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE W 31  | 2031-03-31      | 3.8750%  | 0.0000% | $225326400.00      | $224210039.00      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE J 33  | 2033-03-31      | 4.2500%  | 0.0000% | $200.00            | $201.00            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE U 31  | 2031-01-31      | 3.7500%  | 0.0000% | $83831400.00       | $83517263.00       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30 | 2030-09-30      | 3.6250%  | 0.0000% | $200.00            | $197.00            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | 0.0000% | $52267400.00       | $53708234.00       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | 0.0000% | $114413200.00      | $113627164.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  | 0.0000% | $193868400.00      | $194742684.00      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | 0.0000% | $87510700.00       | $90534960.00       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  | 0.0000% | $198260000.00      | $200368064.00      | U.S. Treasuries (including strips) |

### Security 290: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 3.660001%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR103665, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR1036657791563BO
- **C.18 - Value (incl. sponsor support):** $986999901.30
- **C.18.a - Value (excl. sponsor support):** $986999901.30
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-03-17      | 3.8750%  | 0.0000% | $17700000.00       | $17756782.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-03-09      | 3.8750%  | 0.0000% | $116500000.00      | $116404716.00      | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-05-23      | 3.8500%  | 0.0000% | $140000000.00      | $140456789.00      | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $739.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $118.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-11-05      | 3.8900%  | 0.0000% | $25000000.00       | $25120146.00       | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-09-15      | 4.5000%  | 0.0000% | $1552146.00        | $36283.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-15      | 4.5000%  | 0.0000% | $565074.00         | $7716.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-15      | 5.0000%  | 0.0000% | $331991.00         | $10750.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-15      | 4.5000%  | 0.0000% | $777954.00         | $9628.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-07-15      | 4.5000%  | 0.0000% | $1426638.00        | $18131.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-15      | 5.0000%  | 0.0000% | $10347100.00       | $233385.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 3.0000%  | 0.0000% | $1000.00           | $682.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-10-20      | 3.5000%  | 0.0000% | $954213.00         | $91561.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 7.0000%  | 0.0000% | $13690448.00       | $74838.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 7.0000%  | 0.0000% | $1409023.00        | $802.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 6.0000%  | 0.0000% | $46053760.00       | $165974.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-15      | 6.0000%  | 0.0000% | $3664424.00        | $68367.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-04-15      | 7.0000%  | 0.0000% | $2719960.00        | $3050.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-15      | 7.0000%  | 0.0000% | $2852748.00        | $59919.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-11-20      | 7.0000%  | 0.0000% | $14680064.00       | $10978.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-06-20      | 6.5000%  | 0.0000% | $56887616.00       | $64185.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-03-20      | 7.0000%  | 0.0000% | $8691712.00        | $8134.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-02-20      | 7.0000%  | 0.0000% | $2605056.00        | $1874.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-05-15      | 7.0000%  | 0.0000% | $304828.00         | $887.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 7.5000%  | 0.0000% | $616491.00         | $8583.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-06-15      | 7.0000%  | 0.0000% | $1446218.00        | $1580.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-01-15      | 6.0000%  | 0.0000% | $2539920.00        | $20575.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-15      | 4.5000%  | 0.0000% | $50775.00          | $14592.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $1281886.00        | $1323348.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $5121736.00        | $5160179.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1213996.00        | $1233647.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $1101450.00        | $1118056.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $2114004.00        | $2140469.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1011938.00        | $1037706.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1111100.00        | $1135197.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $6846160.00        | $6956970.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $1004.00           | $1018.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $998270.00         | $1019911.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $2921800.00        | $3025087.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $1228842.00        | $1299833.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $447932.00         | $466516.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $4217072.00        | $4436883.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-20      | 5.5000%  | 0.0000% | $890073.00         | $906429.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $51282624.00       | $50083467.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $33968.00          | $21732.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.0000%  | 0.0000% | $81516.00          | $76731.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 3.5000%  | 0.0000% | $62895.00          | $55550.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 3.5000%  | 0.0000% | $229442.00         | $200095.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.0000%  | 0.0000% | $118554.00         | $70526.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $57985024.00       | $58599511.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 3.0000%  | 0.0000% | $76215.00          | $67334.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-01-20      | 5.5000%  | 0.0000% | $684131.00         | $680100.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $332856.00         | $345579.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $1243470.00        | $1308905.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1507208.00        | $1500740.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $7324320.00        | $7465231.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $1098050.00        | $1116029.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.5000%  | 0.0000% | $7801792.00        | $8226422.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1651698.00        | $1675182.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.5000%  | 0.0000% | $1024.00           | $1056.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.5000%  | 0.0000% | $1117300.00        | $485841.00         | Agency Mortgage-Backed Securities   |
| GNII SF BL7729 C                         | 2049-05-20      | 5.0000%  | 0.0000% | $367351.00         | $102203.00         | Agency Mortgage-Backed Securities   |
| GNII SF AO4762 C                         | 2045-08-20      | 3.5000%  | 0.0000% | $1000.00           | $156.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA9489 M                         | 2054-02-20      | 6.0000%  | 0.0000% | $95745.00          | $46805.00          | Agency Mortgage-Backed Securities   |
| GNII SF MA9358 M                         | 2053-12-20      | 3.5000%  | 0.0000% | $189802.00         | $121332.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA9849 M                         | 2054-08-20      | 4.5000%  | 0.0000% | $219796.00         | $200587.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA8043 M                         | 2052-05-20      | 3.0000%  | 0.0000% | $40900.00          | $26131.00          | Agency Mortgage-Backed Securities   |
| GNII SF MA7052 M                         | 2050-12-20      | 2.5000%  | 0.0000% | $1000.00           | $392.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA6412 M                         | 2050-01-20      | 4.5000%  | 0.0000% | $433860.00         | $52178.00          | Agency Mortgage-Backed Securities   |
| GNII SF MA6038 M                         | 2049-07-20      | 3.0000%  | 0.0000% | $371362.00         | $44575.00          | Agency Mortgage-Backed Securities   |
| GNII SF MA4323 M                         | 2047-03-20      | 4.5000%  | 0.0000% | $1634560.00        | $121529.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA4068 M                         | 2046-11-20      | 3.0000%  | 0.0000% | $687980.00         | $86120.00          | Agency Mortgage-Backed Securities   |
| GNII SF MA3033 M                         | 2045-08-20      | 3.0000%  | 0.0000% | $799999.00         | $95300.00          | Agency Mortgage-Backed Securities   |
| FCFR 03SF BF 28/02                       | 2028-02-23      | 3.7150%  | 0.0000% | $1000000.00        | $1000640.00        | Agency Debentures and Agency Strips |
| FCFR 03SF BC 28/02                       | 2028-02-17      | 3.7200%  | 0.0000% | $1000000.00        | $1001564.00        | Agency Debentures and Agency Strips |
| FCOR 03SF 27-27 OO                       | 2027-11-10      | 3.7600%  | 0.0000% | $5000000.00        | $5010197.00        | Agency Debentures and Agency Strips |
| 4.30 FCOR 26-28 KU                       | 2028-06-30      | 4.3000%  | 0.0000% | $5000000.00        | $5073171.00        | Agency Debentures and Agency Strips |
| FCOR 03SF 26-27 OJ                       | 2027-04-22      | 3.7400%  | 0.0000% | $10000000.00       | $10038625.00       | Agency Debentures and Agency Strips |
| FCFR 03SF GH 27/11                       | 2027-11-05      | 3.7000%  | 0.0000% | $60000000.00       | $60166150.00       | Agency Debentures and Agency Strips |
| FCFR 03SF GA 27/11                       | 2027-11-23      | 3.7100%  | 0.0000% | $2495000.00        | $2499115.00        | Agency Debentures and Agency Strips |
| 5 3/8 FCOR 26-40 BB                      | 2040-12-03      | 5.3750%  | 0.0000% | $31335000.00       | $31826420.00       | Agency Debentures and Agency Strips |
| 3.78 FCOR 23-28 GX                       | 2028-06-08      | 3.7800%  | 0.0000% | $20000000.00       | $20169900.00       | Agency Debentures and Agency Strips |
| 1.47 FCOR 24-27 IJ                       | 2027-01-11      | 1.4700%  | 0.0000% | $32227000.00       | $31932477.00       | Agency Debentures and Agency Strips |
| 1.37 FCOR 22-26 JS                       | 2026-12-28      | 1.3700%  | 0.0000% | $40000000.00       | $39620656.00       | Agency Debentures and Agency Strips |
| 1.60 FCOR 22-26 JP                       | 2026-12-14      | 1.6000%  | 0.0000% | $20000000.00       | $19901067.00       | Agency Debentures and Agency Strips |
| 0.90 FCOR 22-26 IR                       | 2026-06-15      | 0.9000%  | 0.0000% | $25000000.00       | $25068375.00       | Agency Debentures and Agency Strips |
| FHDN 11/25/26                            | 2026-11-25      | 0.0000%  | 0.0000% | $110000000.00      | $107981500.00      | Agency Debentures and Agency Strips |
| FHDN 09/23/26                            | 2026-09-23      | 0.0000%  | 0.0000% | $45533000.00       | $44993115.00       | Agency Debentures and Agency Strips |
| 4.00 FHOR 26-28 4I                       | 2028-04-28      | 4.0000%  | 0.0000% | $33335000.00       | $33374117.00       | Agency Debentures and Agency Strips |
| 1.10 FHOR 22-26 5539                     | 2026-10-13      | 1.1000%  | 0.0000% | $30000000.00       | $29739827.00       | Agency Debentures and Agency Strips |
| 1.00 FHOR 21-26 QU                       | 2026-09-22      | 1.0000%  | 0.0000% | $50000000.00       | $49659056.00       | Agency Debentures and Agency Strips |
| 0.90 FHOR 21-27 5393                     | 2027-02-26      | 0.9000%  | 0.0000% | $25000000.00       | $24496125.00       | Agency Debentures and Agency Strips |

### Security 291: ROYAL BANK OF CANADA-NEW YORK BRANCH

- **C.1 - Title:** ROYAL BANK OF CANADA-NEW YORK BRANCH 3.590000%
- **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: TPR103D50, C.3 - LEI: N.A., C.5 - Other ID: TPR103D507791561RO
- **C.18 - Value (incl. sponsor support):** $1974457862.50
- **C.18.a - Value (excl. sponsor support):** $1974457862.50
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1012.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1025.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.0000%  | 0.0000% | $1024.00           | $892.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | 0.0000% | $2048.00           | $1855.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $1024.00           | $889.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-04-01      | 4.5000%  | 0.0000% | $1000.00           | $990.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 4.0000%  | 0.0000% | $1024.00           | $939.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 4.0000%  | 0.0000% | $1024.00           | $954.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 4.0000%  | 0.0000% | $1008.00           | $936.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $981.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $997.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1002.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1010.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $5952424.00        | $6030038.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | 0.0000% | $1067.00           | $934.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 3.0000%  | 0.0000% | $1024.00           | $898.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 3.5000%  | 0.0000% | $1024.00           | $918.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 3.5000%  | 0.0000% | $13133500.00       | $11765307.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 2.5000%  | 0.0000% | $1008.00           | $826.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 3.0000%  | 0.0000% | $2069.00           | $1767.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-09-01      | 3.0000%  | 0.0000% | $5198456.00        | $4559476.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $888.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.5000%  | 0.0000% | $37768896.00       | $33682637.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $885.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 3.5000%  | 0.0000% | $2118.00           | $1896.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $3826008.00        | $3823822.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 5.0000%  | 0.0000% | $7222408.00        | $6998990.00        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3642                   | 2055-11-01      | 6.0000%  | 0.0000% | $1040.00           | $938.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $982.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 3.5000%  | 0.0000% | $1387000.00        | $1231196.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.0000%  | 0.0000% | $2024.00           | $1980.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1002.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 2.5000%  | 0.0000% | $2000.00           | $1630.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | 0.0000% | $21679849.00       | $20240546.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $2999000.00        | $2747912.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $2024.00           | $1990.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1007.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | 0.0000% | $1061.00           | $996.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 5.5000%  | 0.0000% | $3328.00           | $3089.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $2048.00           | $1707.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $1024.00           | $952.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 2.5000%  | 0.0000% | $3032.00           | $2443.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $878.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.0000%  | 0.0000% | $1039300.00        | $1005990.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1015.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1940.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $795.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 5.5000%  | 0.0000% | $1000.00           | $773.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 4.0000%  | 0.0000% | $1000.00           | $923.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | 0.0000% | $1024.00           | $931.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $1008.00           | $948.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $858.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $696.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $939.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $931.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | 0.0000% | $242772.00         | $188620.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $34981056.00       | $33011011.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $2008.00           | $1866.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $549.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $719.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $840.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $849.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $865.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $873.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 3.0000%  | 0.0000% | $1000.00           | $830.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $957.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.5000%  | 0.0000% | $1024.00           | $806.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $856.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 4.0000%  | 0.0000% | $1000.00           | $837.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $901.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $708.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $930.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $843.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $3010.00           | $2606.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-10-01      | 1.5000%  | 0.0000% | $1000.00           | $782.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 5.0000%  | 0.0000% | $5279363.00        | $4347595.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 4.0000%  | 0.0000% | $164000.00         | $141961.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1485.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | 0.0000% | $3245537.00        | $2436161.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1008.00           | $812.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | 0.0000% | $1009.00           | $835.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | 0.0000% | $1024.00           | $729.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $1028.00           | $904.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $914.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $689.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 3.5000%  | 0.0000% | $598184.00         | $485624.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $965.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.5000%  | 0.0000% | $3000.00           | $2470.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 5.0000%  | 0.0000% | $1000.00           | $877.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | 0.0000% | $1008.00           | $807.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $1024.00           | $692.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $10000.00          | $8445.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $843.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $876.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $2083276.00        | $1651118.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $935.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $2032.00           | $1838.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1814.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-12-01      | 4.5000%  | 0.0000% | $43457.00          | $33426.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.0000%  | 0.0000% | $70000.00          | $57321.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $953.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 6.0000%  | 0.0000% | $1165880.00        | $1213533.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $4558779.00        | $4541004.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.5000%  | 0.0000% | $2035.00           | $2061.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $986.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1988.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-04-01      | 4.5000%  | 0.0000% | $1357582.00        | $1343395.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.5000%  | 0.0000% | $39818833.00       | $40085932.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.5000%  | 0.0000% | $4853414.00        | $4925672.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $962.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1051.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.5000%  | 0.0000% | $1863528.00        | $1876226.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $2108388.00        | $2083290.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.5000%  | 0.0000% | $3475006.00        | $3523945.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 6.0000%  | 0.0000% | $1003.00           | $1032.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $2389190.00        | $2418650.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 4.5000%  | 0.0000% | $1062648.00        | $1021823.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.0000%  | 0.0000% | $3164412.00        | $3122244.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1054.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 6.5000%  | 0.0000% | $1146442.00        | $1213052.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.0000%  | 0.0000% | $275035.00         | $285388.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.0000%  | 0.0000% | $2000.00           | $928.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 4.0000%  | 0.0000% | $1482000.00        | $277384.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-10-01      | 4.5000%  | 0.0000% | $1000.00           | $258.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 4.0000%  | 0.0000% | $1000.00           | $259.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 6.0000%  | 0.0000% | $1000.00           | $95.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $294.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-07-01      | 4.0000%  | 0.0000% | $1000.00           | $159.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $92.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $151.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-05-01      | 4.5000%  | 0.0000% | $2000.00           | $514.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 3.0000%  | 0.0000% | $1000.00           | $372.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-04-01      | 3.0000%  | 0.0000% | $1001.00           | $180.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 3.5000%  | 0.0000% | $2000.00           | $176.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.0000%  | 0.0000% | $1430000.00        | $155129.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-05-01      | 4.0000%  | 0.0000% | $1000.00           | $145.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 5.0000%  | 0.0000% | $1000.00           | $175.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-10-01      | 3.0000%  | 0.0000% | $1000.00           | $92.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $202.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 3.5000%  | 0.0000% | $9365728.00        | $8593301.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | 0.0000% | $6811384.00        | $4772184.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | 0.0000% | $275000.00         | $199844.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.0000%  | 0.0000% | $347958.00         | $246285.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $694.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 5.0000%  | 0.0000% | $5238638.00        | $3716866.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.5000%  | 0.0000% | $1000.00           | $720.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 4.0000%  | 0.0000% | $220000.00         | $162358.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.5000%  | 0.0000% | $13196624.00       | $9854813.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.0000%  | 0.0000% | $493932.00         | $415319.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.0000%  | 0.0000% | $159000.00         | $133320.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.5000%  | 0.0000% | $8130.00           | $6071.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.0000%  | 0.0000% | $1030034.00        | $779935.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $785.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $674.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $769.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-10-01      | 6.0000%  | 0.0000% | $1990.00           | $1253.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 2.5000%  | 0.0000% | $247000.00         | $170091.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $549.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $737.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $404000.00         | $288938.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $720090.00         | $479741.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $3141208.00        | $1611763.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $4586080.00        | $3274896.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $3000.00           | $2158.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $19170325.00       | $14968303.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $762.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 2.5000%  | 0.0000% | $414000.00         | $291635.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | 0.0000% | $98000.00          | $66269.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $707.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $43500.00          | $31619.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | 0.0000% | $799534.00         | $642119.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $776.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.0000%  | 0.0000% | $1008.00           | $766.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $1120.00           | $852.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | 0.0000% | $1648000.00        | $1290118.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $95000.00          | $66355.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $4063750.00        | $2727132.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $3000.00           | $1968.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1508.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $711.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $2016.00           | $1233.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $690.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 2.5000%  | 0.0000% | $2000.00           | $1395.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 4.0000%  | 0.0000% | $1000.00           | $757.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 5.0000%  | 0.0000% | $1000.00           | $677.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $740.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-04-01      | 3.0000%  | 0.0000% | $1000.00           | $613.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $770.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $6774691.00        | $5014525.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | 0.0000% | $2048.00           | $1432.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-04-01      | 3.0000%  | 0.0000% | $3000.00           | $2016.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 2.5000%  | 0.0000% | $1000.00           | $718.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-01-01      | 3.0000%  | 0.0000% | $1000.00           | $509.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $806.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $759.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | 0.0000% | $5585984.00        | $4907806.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $98000.00          | $71666.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $329080.00         | $248024.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $694.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-07-01      | 4.0000%  | 0.0000% | $1000.00           | $641.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 3.0000%  | 0.0000% | $1000.00           | $699.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $646.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $740.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $712.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 2.5000%  | 0.0000% | $2024.00           | $1426.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 4.5000%  | 0.0000% | $4141.00           | $2901.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1475.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $1008.00           | $665.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 2.5000%  | 0.0000% | $1022.00           | $650.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $709.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-11-01      | 4.5000%  | 0.0000% | $33990720.00       | $893589.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | 0.0000% | $14002008.00       | $2360789.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-08-01      | 4.5000%  | 0.0000% | $6141.00           | $687.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-05-01      | 4.0000%  | 0.0000% | $11035376.00       | $1604855.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-10-01      | 5.0000%  | 0.0000% | $1000.00           | $173.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $136.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | 0.0000% | $2290488.00        | $658668.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.5000%  | 0.0000% | $1024.00           | $232.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | 0.0000% | $1024.00           | $265.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $192.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $1023.00           | $214.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $1120.00           | $265.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-06-01      | 3.5000%  | 0.0000% | $1000.00           | $104.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $213.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $1024.00           | $217.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | 0.0000% | $1000.00           | $208.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | 0.0000% | $1023.00           | $58.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 3.5000%  | 0.0000% | $1024.00           | $153.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $210.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | 0.0000% | $1024.00           | $266.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.5000%  | 0.0000% | $1024.00           | $85.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.5000%  | 0.0000% | $1024.00           | $90.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | 0.0000% | $1024.00           | $87.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | 0.0000% | $72944896.00       | $10963307.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-10-01      | 3.5000%  | 0.0000% | $1000.00           | $168.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $194.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $584.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $151.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-09-01      | 3.5000%  | 0.0000% | $119274880.00      | $12737548.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $59656880.00       | $12495539.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | 0.0000% | $1024.00           | $149.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-01-01      | 4.0000%  | 0.0000% | $568340.00         | $32532.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 3.5000%  | 0.0000% | $1024.00           | $183.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-01-01      | 3.0000%  | 0.0000% | $1000.00           | $14.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.5000%  | 0.0000% | $2779030.00        | $429800.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-04-01      | 3.5000%  | 0.0000% | $33577740.00       | $3891960.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-05-01      | 4.5000%  | 0.0000% | $92157066.00       | $3295263.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-03-01      | 3.5000%  | 0.0000% | $33130751.00       | $4345960.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-03-01      | 3.5000%  | 0.0000% | $893214469.00      | $60972101.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-12-01      | 4.0000%  | 0.0000% | $1000.00           | $35.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-12-01      | 3.5000%  | 0.0000% | $1000.00           | $71.00             | Agency Mortgage-Backed Securities  |
| 3 3/4 NOTE BD 27                       | 2027-06-30      | 3.7500%  | 0.0000% | $436829300.00      | $442826566.00      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28                       | 2028-05-15      | 3.7500%  | 0.0000% | $47754100.00       | $47597210.00       | U.S. Treasuries (including strips) |
| 4 NOTE W 30                            | 2030-03-31      | 4.0000%  | 0.0000% | $1784200.00        | $1789665.00        | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                           | 2029-07-31      | 4.0000%  | 0.0000% | $2180800.00        | $2205240.00        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28                       | 2028-10-31      | 4.8750%  | 0.0000% | $19469600.00       | $19915292.00       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27                        | 2027-04-30      | 2.7500%  | 0.0000% | $19214900.00       | $19062182.00       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                        | 2031-08-15      | 1.2500%  | 0.0000% | $39379500.00       | $34192536.00       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27                        | 2027-05-31      | 0.5000%  | 0.0000% | $2241800.00        | $2173101.00        | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $2048.00           | $1861.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $13331.00          | $12217.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $8001.00           | $6024.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $1008.00           | $909.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | 0.0000% | $21089232.00       | $18769512.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | 0.0000% | $2310.00           | $1994.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.5000%  | 0.0000% | $4091.00           | $2254.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1541.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-04-01      | 2.0000%  | 0.0000% | $1000.00           | $566.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $638000.00         | $436087.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $633.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $7498000.00        | $5266197.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $756.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $779.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $698.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $700.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $44674.00          | $32843.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | 0.0000% | $36364640.00       | $23074779.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.0000%  | 0.0000% | $2048.00           | $1410.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 3.5000%  | 0.0000% | $1997000.00        | $1353359.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 4.0000%  | 0.0000% | $1000.00           | $665.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1024.00           | $751.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-11-01      | 4.0000%  | 0.0000% | $1000.00           | $485.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $627.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $623.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 3.5000%  | 0.0000% | $720559.00         | $471770.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1474.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 2.5000%  | 0.0000% | $381378.00         | $252069.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $400000.00         | $288594.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $7000.00           | $5138.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $678.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.5000%  | 0.0000% | $1024.00           | $607.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 3.5000%  | 0.0000% | $2170000.00        | $1360151.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.0000%  | 0.0000% | $2007.00           | $1260.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $103241.00         | $61984.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-05-01      | 2.5000%  | 0.0000% | $1000.00           | $444.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-05-01      | 2.0000%  | 0.0000% | $1000.00           | $452.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | 0.0000% | $3837000.00        | $2533683.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $185999.00         | $128068.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $180000.00         | $126572.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1008.00           | $706.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.0000%  | 0.0000% | $63813485.00       | $50525602.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | 0.0000% | $6680368.00        | $4234793.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.0000%  | 0.0000% | $279000.00         | $174493.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.0000%  | 0.0000% | $47958.00          | $28725.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.5000%  | 0.0000% | $9422000.00        | $5842137.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $616.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $650.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $569.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-11-01      | 3.0000%  | 0.0000% | $2000.00           | $764.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $673.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $614.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $615.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | 0.0000% | $4700000.00        | $2840900.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-03-01      | 2.5000%  | 0.0000% | $1000.00           | $608.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $1024.00           | $650.00            | Agency Mortgage-Backed Securities  |
| Fannie Mae                             | 2052-04-01      | 4.0000%  | 0.0000% | $3048.00           | $1998.00           | Agency Mortgage-Backed Securities  |
| Fannie Mae                             | 2052-03-01      | 3.0000%  | 0.0000% | $296000.00         | $182606.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | 0.0000% | $98895.00          | $56261.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $566.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.0000%  | 0.0000% | $397000.00         | $234600.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $602.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $623.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $567.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-09-01      | 3.5000%  | 0.0000% | $36299583.00       | $19878393.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $575.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $658.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 3.5000%  | 0.0000% | $1024.00           | $490.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $598.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 2.0000%  | 0.0000% | $20000.00          | $12452.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.0000%  | 0.0000% | $57778.00          | $34543.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $2079.00           | $1045.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-06-01      | 6.5000%  | 0.0000% | $9368224.00        | $4284887.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $585.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 3.0000%  | 0.0000% | $1024.00           | $590.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $445.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $622.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $475.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 4.5000%  | 0.0000% | $1000.00           | $468.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 5.0000%  | 0.0000% | $1695000.00        | $708880.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.0000%  | 0.0000% | $2027.00           | $1187.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 4.0000%  | 0.0000% | $2040.00           | $885.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 3.5000%  | 0.0000% | $399000.00         | $174081.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | 0.0000% | $22750000.00       | $4008737.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | 0.0000% | $75025408.00       | $20516613.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $500000.00         | $89029.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | 0.0000% | $13994000.00       | $3466515.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $207.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-02-01      | 3.5000%  | 0.0000% | $1000.00           | $229.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 4.0000%  | 0.0000% | $1000.00           | $128.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-04-01      | 3.5000%  | 0.0000% | $1000.00           | $78.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-12-01      | 2.5000%  | 0.0000% | $1002.00           | $54.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $404.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 3.5000%  | 0.0000% | $1320.00           | $186.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | 0.0000% | $1699000.00        | $376171.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $1008.00           | $779.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-01-01      | 3.5000%  | 0.0000% | $1024.00           | $331.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-02-01      | 4.5000%  | 0.0000% | $13686112.00       | $3262714.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 3.5000%  | 0.0000% | $20200000.00       | $6851489.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-10-01      | 2.5000%  | 0.0000% | $1120.00           | $854.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 4.0000%  | 0.0000% | $1000.00           | $396.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $1025.00           | $223.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $1036.00           | $1046.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $956.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $668.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $839.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $951.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | 0.0000% | $4871796.00        | $4753564.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $1198594.00        | $1076577.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-09-01      | 4.5000%  | 0.0000% | $1000.00           | $644.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.5000%  | 0.0000% | $7002338.00        | $6843622.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $897.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $979.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $339.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $690.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $1024.00           | $775.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | 0.0000% | $2024.00           | $1638.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.0000%  | 0.0000% | $213275.00         | $134462.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $337000.00         | $216963.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-04-01      | 3.0000%  | 0.0000% | $4535952.00        | $87473.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-12-01      | 4.5000%  | 0.0000% | $1000.00           | $45.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-12-01      | 4.0000%  | 0.0000% | $1005.00           | $57.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-10-01      | 6.5000%  | 0.0000% | $1007.00           | $29.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-07-01      | 6.0000%  | 0.0000% | $258647.00         | $779.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-12-01      | 4.0000%  | 0.0000% | $17212.00          | $1222.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-03-01      | 7.0000%  | 0.0000% | $21817.00          | $805.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-08-01      | 4.0000%  | 0.0000% | $4318.00           | $631.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-11-01      | 5.0000%  | 0.0000% | $2963.00           | $98.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-12-01      | 4.5000%  | 0.0000% | $32748.00          | $1843.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-11-01      | 6.0000%  | 0.0000% | $64387.00          | $1497.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-02-01      | 6.0000%  | 0.0000% | $8788.00           | $536.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-05-01      | 6.0000%  | 0.0000% | $7955.00           | $76.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-11-01      | 6.0000%  | 0.0000% | $180916.00         | $2219.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-12-01      | 5.5000%  | 0.0000% | $43246.00          | $1634.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-01-01      | 5.0000%  | 0.0000% | $76748.00          | $1336.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-09-01      | 5.5000%  | 0.0000% | $89743.00          | $896.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $4423867.00        | $3862446.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | 0.0000% | $33005405.00       | $24521374.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.5000%  | 0.0000% | $24148282.00       | $12689975.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.0000%  | 0.0000% | $14000000.00       | $8605422.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.0000%  | 0.0000% | $11000000.00       | $6423451.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1544.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $9180443.00        | $5952969.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1767.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $14491000.00       | $11131998.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | 0.0000% | $1024.00           | $804.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 3.5000%  | 0.0000% | $1000.00           | $785.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | 0.0000% | $2032.00           | $1716.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | 0.0000% | $181000.00         | $112333.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-03-01      | 2.5000%  | 0.0000% | $7762000.00        | $2972462.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $769.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1779.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 2.0000%  | 0.0000% | $3000.00           | $2168.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $756.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 4.5000%  | 0.0000% | $1000.00           | $748.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $12239816.00       | $10354973.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $89000.00          | $62920.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $23269458.00       | $17540388.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-05-01      | 2.5000%  | 0.0000% | $75000.00          | $52129.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-05-01      | 3.5000%  | 0.0000% | $1610012.00        | $613791.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1522.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 4.5000%  | 0.0000% | $38893.00          | $29363.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | 0.0000% | $10303102.00       | $7670390.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $874.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | 0.0000% | $2312.00           | $1683.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 3.5000%  | 0.0000% | $1000.00           | $749.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $731.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 7.0000%  | 0.0000% | $1000.00           | $837.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 4.5000%  | 0.0000% | $10694832.00       | $8411955.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.0000%  | 0.0000% | $2048.00           | $1663.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $198000.00         | $146600.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.0000%  | 0.0000% | $1000.00           | $756.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $732.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | 0.0000% | $9558000.00        | $6801701.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.5000%  | 0.0000% | $145941.00         | $102951.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $782.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 4.0000%  | 0.0000% | $224000.00         | $162359.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 2.5000%  | 0.0000% | $3960.00           | $2798.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $704.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $835.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | 0.0000% | $1024.00           | $792.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $766.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.0000%  | 0.0000% | $149508.00         | $124386.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.5000%  | 0.0000% | $10451.00          | $6371.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | 0.0000% | $1076.00           | $611.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 5.5000%  | 0.0000% | $33647.00          | $27769.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-09-01      | 3.0000%  | 0.0000% | $874000.00         | $585622.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-01-01      | 5.5000%  | 0.0000% | $7998000.00        | $5064066.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $383.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $399.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-06-01      | 2.0000%  | 0.0000% | $1055.00           | $502.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 3.5000%  | 0.0000% | $2047.00           | $645.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $549.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $498.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 4.0000%  | 0.0000% | $1000.00           | $294.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 5.5000%  | 0.0000% | $1000.00           | $223.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $518.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 4.0000%  | 0.0000% | $1000.00           | $277.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $511.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 4.5000%  | 0.0000% | $4032.00           | $1365.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $490.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $1297000.00        | $732321.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 5.5000%  | 0.0000% | $1002.00           | $318.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-01-01      | 4.5000%  | 0.0000% | $784395.00         | $315862.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 4.0000%  | 0.0000% | $1109000.00        | $353541.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-02-01      | 2.0000%  | 0.0000% | $1000.00           | $336.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $506.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 5.5000%  | 0.0000% | $2054.00           | $428.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $23000000.00       | $12582290.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $412.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 4.0000%  | 0.0000% | $1000.00           | $170.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-01-01      | 2.0000%  | 0.0000% | $2000.00           | $807.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 4.0000%  | 0.0000% | $568166.00         | $84005.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 4.0000%  | 0.0000% | $1000.00           | $226.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 3.0000%  | 0.0000% | $1000.00           | $461.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-02-01      | 3.0000%  | 0.0000% | $1000.00           | $413.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 5.5000%  | 0.0000% | $1000.00           | $251.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 4.0000%  | 0.0000% | $1000.00           | $216.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 3.5000%  | 0.0000% | $1000.00           | $347.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 3.5000%  | 0.0000% | $1000.00           | $223.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-12-01      | 2.5000%  | 0.0000% | $1000.00           | $359.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.5000%  | 0.0000% | $898000.00         | $427326.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $277095.00         | $127068.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | 0.0000% | $446840.00         | $123360.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $502.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 3.5000%  | 0.0000% | $1030.00           | $382.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 4.5000%  | 0.0000% | $3072.00           | $628.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $238000.00         | $33616.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-02-01      | 2.5000%  | 0.0000% | $716000.00         | $126515.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $202.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 4.0000%  | 0.0000% | $2450088.00        | $610017.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.0000%  | 0.0000% | $520626.00         | $83796.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-08-01      | 2.5000%  | 0.0000% | $199000.00         | $56181.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 3.0000%  | 0.0000% | $1000.00           | $392.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 4.0000%  | 0.0000% | $22108100.00       | $3006515.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-09-01      | 1.5000%  | 0.0000% | $1000.00           | $405.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.0000%  | 0.0000% | $1000.00           | $226.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-02-01      | 3.5000%  | 0.0000% | $498000.00         | $27397.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-03-01      | 2.5000%  | 0.0000% | $1000.00           | $227.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $1024.00           | $171.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 5.0000%  | 0.0000% | $213000.00         | $62002.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 4.0000%  | 0.0000% | $794016.00         | $132546.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $177.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 4.5000%  | 0.0000% | $3000.00           | $720.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $430.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $876.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.0000%  | 0.0000% | $1000.00           | $886.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 6.0000%  | 0.0000% | $1202000.00        | $1240764.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $985.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $3008.00           | $2975.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $986.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $876.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $2048.00           | $1834.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $950.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $1040.00           | $952.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $1020172.00        | $907907.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $710.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $3072.00           | $2562.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $914.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $922.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $913.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $2048.00           | $1851.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $898.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $958.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $26620000.00       | $24768009.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $895.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $1040.00           | $869.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1316.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $6048.00           | $4983.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.5000%  | 0.0000% | $1076.00           | $678.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $243000.00         | $199682.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $911.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | 0.0000% | $6702944.00        | $5618927.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.0000%  | 0.0000% | $1000.00           | $913.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $24203024.00       | $19189087.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $20032988.00       | $16808577.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $901.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $4012782.00        | $4072910.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $857609.00         | $824691.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $3157411.00        | $3185582.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $46005.00          | $46324.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $697936.00         | $704492.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $6119690.00        | $6175444.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $8100892.00        | $7848981.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.5000%  | 0.0000% | $15691.00          | $11061.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.0000%  | 0.0000% | $38215583.00       | $34649798.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $11000000.00       | $10008215.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.0000%  | 0.0000% | $6141992.00        | $3907489.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $3816985.00        | $3533732.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.0000%  | 0.0000% | $1552723.00        | $1487604.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $745.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.0000%  | 0.0000% | $12879365.00       | $8832102.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.5000%  | 0.0000% | $2587103.00        | $1798098.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.0000%  | 0.0000% | $13122814.00       | $9476769.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 4.5000%  | 0.0000% | $9628992.00        | $6513263.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $632.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.0000%  | 0.0000% | $2585212.00        | $2346765.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | 0.0000% | $1437716.00        | $1067961.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.5000%  | 0.0000% | $1206.00           | $883.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $469.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $3000.00           | $2211.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | 0.0000% | $2808758.00        | $2231687.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $773.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $712.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $743.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 5.0000%  | 0.0000% | $3745000.00        | $2916817.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.0000%  | 0.0000% | $230998.00         | $151005.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 4.5000%  | 0.0000% | $831261.00         | $173684.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 3.0000%  | 0.0000% | $2066034.00        | $1174637.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $505.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-06-01      | 3.0000%  | 0.0000% | $5000.00           | $1686.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-08-01      | 3.5000%  | 0.0000% | $2988.00           | $513.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-03-01      | 3.5000%  | 0.0000% | $138210473.00      | $34401347.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-02-01      | 4.0000%  | 0.0000% | $12128160.00       | $2543143.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1463.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $813.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1823.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $758.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $589.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 4.5000%  | 0.0000% | $647196.00         | $539151.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | 0.0000% | $1024.00           | $713.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 3.0000%  | 0.0000% | $38000.00          | $27854.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 4.0000%  | 0.0000% | $65000.00          | $49780.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $531.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-11-01      | 3.0000%  | 0.0000% | $1531299.00        | $519866.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $1040.00           | $930.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.0000%  | 0.0000% | $51833087.00       | $41443514.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.5000%  | 0.0000% | $2527000.00        | $1479728.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.5000%  | 0.0000% | $2336124.00        | $433367.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-10-01      | 3.0000%  | 0.0000% | $28933930.00       | $8823420.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 4.0000%  | 0.0000% | $33000.00          | $5303.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 4.0000%  | 0.0000% | $439544.00         | $41247.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | 0.0000% | $1600000.00        | $1073872.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $808.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.0000%  | 0.0000% | $1005.00           | $860.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 3.0000%  | 0.0000% | $139878.00         | $101612.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 5.0000%  | 0.0000% | $262830405.00      | $216088080.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 6.0000%  | 0.0000% | $17000000.00       | $11740670.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 6.0000%  | 0.0000% | $2828989.00        | $2160029.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $4194000.00        | $3193943.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $699.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 6.0000%  | 0.0000% | $1024.00           | $847.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $730.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.0000%  | 0.0000% | $10723999.00       | $6299879.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 2.0000%  | 0.0000% | $15000000.00       | $9309107.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1438.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | 0.0000% | $4224158.00        | $3129386.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-02-01      | 3.5000%  | 0.0000% | $20514000.00       | $7535621.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-01-01      | 3.5000%  | 0.0000% | $145578.00         | $52216.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $164.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $572.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-12-01      | 1.5000%  | 0.0000% | $15000000.00       | $8176762.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-02-01      | 1.5000%  | 0.0000% | $1024.00           | $801.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-03-01      | 2.0000%  | 0.0000% | $2041.00           | $1766.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 3.5000%  | 0.0000% | $2061.00           | $141.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-08-01      | 3.5000%  | 0.0000% | $18002153.00       | $1823251.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-01-01      | 4.5000%  | 0.0000% | $11405315.00       | $2066176.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-09-01      | 4.0000%  | 0.0000% | $1025.00           | $143.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 4.0000%  | 0.0000% | $6199000.00        | $5235987.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1573.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-03-01      | 5.5000%  | 0.0000% | $1000.00           | $741.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $413.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.0000%  | 0.0000% | $2048.00           | $1524.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $648.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $754.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $729.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $637.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $1024.00           | $654.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 4.5000%  | 0.0000% | $829969.00         | $679953.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 4.5000%  | 0.0000% | $811550.00         | $641683.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | 0.0000% | $1008.00           | $841.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $812.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $812.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $13325827.00       | $9817003.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $25598848.00       | $21153766.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $801.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $568.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 4.5000%  | 0.0000% | $1670000.00        | $1391416.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $706.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $663.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $786.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $716.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $695.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $656.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $749.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $796.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1008.00           | $654.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $714.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $758.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $16747000.00       | $12018706.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1401.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $694.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $706.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $19549276.00       | $13511996.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $649.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.0000%  | 0.0000% | $20000.00          | $12827.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $617.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $473.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $587.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $669.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.0000%  | 0.0000% | $363689.00         | $219216.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.0000%  | 0.0000% | $41895684.00       | $24405996.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $564.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $574.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 3.0000%  | 0.0000% | $1152.00           | $630.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 3.0000%  | 0.0000% | $1000.00           | $536.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $52209431.00       | $24808735.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.5000%  | 0.0000% | $733999.00         | $342343.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $411.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $311.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $399.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $1280.00           | $541.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $397.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $2000.00           | $715.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $569.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 4.5000%  | 0.0000% | $24695672.00       | $5667030.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 3.5000%  | 0.0000% | $15000.00          | $5199.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 2.5000%  | 0.0000% | $1120.00           | $419.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-03-01      | 3.0000%  | 0.0000% | $1000.00           | $276.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-02-01      | 3.5000%  | 0.0000% | $1000.00           | $199.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $189.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $193.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 3.5000%  | 0.0000% | $1024.00           | $83.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-02-01      | 4.5000%  | 0.0000% | $1000.00           | $96.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-01-01      | 4.5000%  | 0.0000% | $1000.00           | $180.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $1301.00           | $212.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.0000%  | 0.0000% | $1025.00           | $94.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $243.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 4.0000%  | 0.0000% | $1000.00           | $165.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 4.0000%  | 0.0000% | $1120.00           | $152.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 3.5000%  | 0.0000% | $1023.00           | $103.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 3.5000%  | 0.0000% | $1024.00           | $195.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 4.0000%  | 0.0000% | $1120.00           | $236.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 4.0000%  | 0.0000% | $151999.00         | $40083.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-07-01      | 6.0000%  | 0.0000% | $698000.00         | $435652.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $2024.00           | $1523.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | 0.0000% | $24662.00          | $18295.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $621.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $536.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $3000.00           | $1819.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $667.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1405.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1440.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $661.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $3982.00           | $2649.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 5.5000%  | 0.0000% | $7716000.00        | $4322073.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $6155280.00        | $4168159.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1460.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $947.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $996.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $704.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $469.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $825.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $965.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $755.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $1008.00           | $597.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $751.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $340295.00         | $349758.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $966.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $977.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $2145270.00        | $968222.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-02-01      | 6.0000%  | 0.0000% | $1000.00           | $824.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $714.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $810.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $691.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1263070.00        | $936575.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $659.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $802.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $1008.00           | $762.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $985.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $10594304.00       | $9576961.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $908.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1002.00           | $874.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $7006912.00        | $7021274.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $767.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $980.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $645.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1182.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $5340476.00        | $2654623.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $623.00            | Agency Mortgage-Backed Securities  |
| Fannie Mae                             | 2052-10-01      | 5.0000%  | 0.0000% | $4990896.00        | $3792713.00        | Agency Mortgage-Backed Securities  |
| Fannie Mae                             | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $687.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $789.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $1367069.00        | $1347770.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 4.5000%  | 0.0000% | $5977085.00        | $4570356.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $3000.00           | $2198.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.5000%  | 0.0000% | $5001.00           | $2841.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $665.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.0000%  | 0.0000% | $1184039.00        | $939841.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $321504.00         | $250568.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $1254708.00        | $1222818.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 3.5000%  | 0.0000% | $1000.00           | $585.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-04-01      | 2.5000%  | 0.0000% | $1000.00           | $632.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $729.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $980.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 4.0000%  | 0.0000% | $1000.00           | $798.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $556.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $748.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 3.0000%  | 0.0000% | $540576.00         | $272398.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 3.0000%  | 0.0000% | $9945258.00        | $4317646.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 4.5000%  | 0.0000% | $1000.00           | $316.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $555.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.0000%  | 0.0000% | $16452.00          | $10470.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-01-01      | 1.5000%  | 0.0000% | $1000.00           | $566.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.0000%  | 0.0000% | $802011.00         | $494252.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $419.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $359.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | 0.0000% | $3451440.00        | $1496945.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $269.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 4.0000%  | 0.0000% | $136000.00         | $24420.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $134.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2060-12-01      | 3.0000%  | 0.0000% | $1000.00           | $823.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $675.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $739.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1382.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $706.00            | Agency Mortgage-Backed Securities  |

### Security 292: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.560000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR103E85, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR103E857791561CG
- **C.18 - Value (incl. sponsor support):** $878000000.00
- **C.18.a - Value (excl. sponsor support):** $878000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-11-10
- **C.12 - Maturity Date (WAL):** 2026-11-10
- **C.13 - Final Legal Maturity Date:** 2026-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $2036666.00        | $2063044.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $3047752.00        | $3084538.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 6.0000%  | 0.0000% | $1248075.00        | $1288754.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 6.0000%  | 0.0000% | $1201187.00        | $1251963.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 4.5000%  | 0.0000% | $4914509.00        | $4729748.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $2849684.00        | $2825612.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $1351143.00        | $1338814.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $2936266.00        | $2908204.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.0000%  | 0.0000% | $5050842.00        | $5000121.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 4.5000%  | 0.0000% | $1230420.00        | $1185187.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 4.5000%  | 0.0000% | $2876601.00        | $2768455.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 4.5000%  | 0.0000% | $2431534.00        | $2340118.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.5000%  | 0.0000% | $5743293.00        | $5792018.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.0000%  | 0.0000% | $3090943.00        | $3050600.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.0000%  | 0.0000% | $2292300.00        | $2269349.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.0000%  | 0.0000% | $2886661.00        | $2854446.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.0000%  | 0.0000% | $25747065.00       | $25411011.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.5000%  | 0.0000% | $4439593.00        | $4498053.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.0000%  | 0.0000% | $13120970.00       | $12989195.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.5000%  | 0.0000% | $18298945.00       | $18454189.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.5000%  | 0.0000% | $16517350.00       | $16657480.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.5000%  | 0.0000% | $1875977.00        | $1909215.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.5000%  | 0.0000% | $1882250.00        | $1911490.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 6.0000%  | 0.0000% | $1692650.00        | $1765010.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.0000%  | 0.0000% | $4341580.00        | $4312000.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.5000%  | 0.0000% | $2752252.00        | $2792140.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 6.0000%  | 0.0000% | $2352255.00        | $2430749.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 6.0000%  | 0.0000% | $3791382.00        | $3941239.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 6.0000%  | 0.0000% | $1580290.00        | $1645026.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 6.0000%  | 0.0000% | $2410840.00        | $2515942.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 6.0000%  | 0.0000% | $3523385.00        | $3629776.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.5000%  | 0.0000% | $10326266.00       | $10459999.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 6.5000%  | 0.0000% | $1187940.00        | $1257656.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.5000%  | 0.0000% | $1665402.00        | $1679531.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.5000%  | 0.0000% | $1944091.00        | $1983950.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.5000%  | 0.0000% | $18272530.00       | $18513468.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.0000%  | 0.0000% | $5564657.00        | $5508943.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.0000%  | 0.0000% | $9623331.00        | $9526981.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.0000%  | 0.0000% | $8926.00           | $8851.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 6.0000%  | 0.0000% | $4048150.00        | $4205302.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.5000%  | 0.0000% | $446345.00         | $451363.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.5000%  | 0.0000% | $5168098.00        | $5276162.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.5000%  | 0.0000% | $10134344.00       | $10288678.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.5000%  | 0.0000% | $5143213.00        | $5245510.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.5000%  | 0.0000% | $4754190.00        | $4824513.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.5000%  | 0.0000% | $5032107.00        | $5114602.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.0000%  | 0.0000% | $6950105.00        | $6859391.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.5000%  | 0.0000% | $22825859.00       | $23019509.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 4.5000%  | 0.0000% | $54666.00          | $52604.00          | Agency Mortgage-Backed Securities |
| Freddie Mac                            | 2056-01-01      | 4.5000%  | 0.0000% | $3436435.00        | $3291083.00        | Agency Mortgage-Backed Securities |
| Freddie Mac                            | 2055-12-01      | 4.5000%  | 0.0000% | $1067375.00        | $1021261.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 4.5000%  | 0.0000% | $2869312.00        | $2665556.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 4.5000%  | 0.0000% | $3946320.00        | $3764794.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 4.5000%  | 0.0000% | $1005924.00        | $961551.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-06-01      | 3.0000%  | 0.0000% | $4573910.00        | $4355997.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-06-01      | 5.5000%  | 0.0000% | $9609809.00        | $9826873.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-06-01      | 5.0000%  | 0.0000% | $3825844.00        | $3859928.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-06-01      | 4.5000%  | 0.0000% | $7220346.00        | $7166670.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-06-01      | 4.0000%  | 0.0000% | $3347729.00        | $3257193.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-06-01      | 3.5000%  | 0.0000% | $423097.00         | $405374.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-09-01      | 3.0000%  | 0.0000% | $1147540.00        | $1056875.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-07-01      | 3.0000%  | 0.0000% | $1582598.00        | $1328536.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 4.5000%  | 0.0000% | $10397752.00       | $10006849.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | 0.0000% | $7024711.00        | $7484658.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 6.5000%  | 0.0000% | $16383560.00       | $16167990.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.5000%  | 0.0000% | $32311962.00       | $32353451.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.5000%  | 0.0000% | $45386344.00       | $45521294.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.5000%  | 0.0000% | $35658343.00       | $35335595.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | 0.0000% | $5773549.00        | $5301635.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 4.0000%  | 0.0000% | $14522812.00       | $13370516.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.0000%  | 0.0000% | $24592064.00       | $24476878.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-11-01      | 3.0000%  | 0.0000% | $37820465.00       | $33689433.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-05-01      | 5.0000%  | 0.0000% | $40927355.00       | $40695199.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $2200552.00        | $2182608.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 6.0000%  | 0.0000% | $1592721.00        | $1643109.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $1232792.00        | $1247916.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $2137178.00        | $2188404.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 6.0000%  | 0.0000% | $3060700.00        | $3180795.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $5074937.00        | $5026085.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $4627920.00        | $4567516.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 6.0000%  | 0.0000% | $3131374.00        | $3259656.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $1019349.00        | $1014175.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 6.5000%  | 0.0000% | $2931215.00        | $3144102.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.5000%  | 0.0000% | $1472681.00        | $1507901.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.5000%  | 0.0000% | $1554706.00        | $1594117.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 6.0000%  | 0.0000% | $1293523.00        | $1359860.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 6.5000%  | 0.0000% | $1569525.00        | $1668404.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $22436852.00       | $22323409.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $8951704.00        | $9201499.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $17576888.00       | $17433828.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $9209094.00        | $9088896.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $12228351.00       | $12509820.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $2772660.00        | $2750051.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $1000725.00        | $993876.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $1877609.00        | $1925204.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $2184412.00        | $2175456.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $1322638.00        | $1310899.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $1692940.00        | $1681275.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $1053750.00        | $1068319.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $1173215.00        | $1158383.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 6.0000%  | 0.0000% | $1617460.00        | $1658129.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $1353900.00        | $1374020.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $1516089.00        | $1497370.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $2206208.00        | $2177412.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $1009000.00        | $996311.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $1403055.00        | $1386575.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $1168394.00        | $1160397.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 4.5000%  | 0.0000% | $1259833.00        | $1212468.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 6.0000%  | 0.0000% | $1908289.00        | $1962035.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 4.5000%  | 0.0000% | $1836063.00        | $1767488.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 4.5000%  | 0.0000% | $1068939.00        | $1028752.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $1689450.00        | $1709841.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $1335028.00        | $1355236.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $1140000.00        | $1137329.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 6.0000%  | 0.0000% | $1058900.00        | $1102991.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $906986.00         | $895787.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $1107400.00        | $1101861.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $1265615.00        | $1262475.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $5457450.00        | $5533186.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 6.0000%  | 0.0000% | $2047950.00        | $2114950.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $1806425.00        | $1783949.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $1159272.00        | $1174396.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 6.0000%  | 0.0000% | $1448786.00        | $1499045.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $1487704.00        | $1467235.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 6.0000%  | 0.0000% | $1980000.00        | $2029310.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $1296671.00        | $1285139.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 6.0000%  | 0.0000% | $2196745.00        | $2264977.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $7173289.00        | $7259180.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $3896902.00        | $3865995.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $3134142.00        | $3107668.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $2523283.00        | $2562609.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $2595984.00        | $2640852.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $2653521.00        | $2676033.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $1486322.00        | $1477799.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $1256050.00        | $1274940.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $2413605.00        | $2395928.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $1163514.00        | $1156718.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 6.5000%  | 0.0000% | $1972614.00        | $2089463.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $2107482.00        | $2135288.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 4.5000%  | 0.0000% | $2480351.00        | $2393234.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-05-01      | 5.5000%  | 0.0000% | $1128161.00        | $1160390.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 6.0000%  | 0.0000% | $1289223.00        | $1360117.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 6.0000%  | 0.0000% | $1081093.00        | $1133274.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 6.0000%  | 0.0000% | $1662226.00        | $1752346.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 6.0000%  | 0.0000% | $1955878.00        | $2021145.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $1189920.00        | $1207603.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $9404595.00        | $9281845.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.5000%  | 0.0000% | $2842200.00        | $2888613.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 6.0000%  | 0.0000% | $4635307.00        | $4781953.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-05-01      | 5.0000%  | 0.0000% | $1627515.00        | $1642519.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-05-01      | 5.0000%  | 0.0000% | $1814960.00        | $1843355.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $1351142.00        | $1338532.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 6.0000%  | 0.0000% | $1231750.00        | $1268877.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $228345.00         | $232117.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 4.5000%  | 0.0000% | $1147885.00        | $1107569.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $1512671.00        | $1537655.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.5000%  | 0.0000% | $1722541.00        | $1750992.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $217527.00         | $214688.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $3057274.00        | $3094707.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 4.5000%  | 0.0000% | $2959321.00        | $2848065.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.5000%  | 0.0000% | $15800577.00       | $16067643.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-09-01      | 5.5000%  | 0.0000% | $8269420.00        | $8429178.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 4.5000%  | 0.0000% | $10689224.00       | $10361877.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 4.0000%  | 0.0000% | $220000.00         | $199151.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 6.5000%  | 0.0000% | $34173090.00       | $24411411.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-02-01      | 2.5000%  | 0.0000% | $88391.00          | $69313.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $2045778.00        | $2076933.00        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDH1311                   | 2041-06-01      | 0.0000%  | 0.0000% | $3666986.00        | $3717619.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $1049686.00        | $1070564.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $1163577.00        | $1154546.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $2269856.00        | $2247927.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $1262400.00        | $1252106.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $1157385.00        | $1171338.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $1768200.00        | $1795941.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $1551103.00        | $1540487.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $2306345.00        | $2338391.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $1626250.00        | $1650416.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $1357367.00        | $1378662.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $2097144.00        | $2077569.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $1414456.00        | $1403478.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $1227649.00        | $1242449.00        | Agency Mortgage-Backed Securities |

### Security 293: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.629999%
- **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: TPR104277, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR1042777791569CG
- **C.18 - Value (incl. sponsor support):** $1974526395.00
- **C.18.a - Value (excl. sponsor support):** $1974526395.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMI SF BD5718 X                         | 2047-12-15      | 3.0000%  | 0.0000% | $2035544.00        | $597125.00         | Agency Mortgage-Backed Securities |
| GNMI SF BD4540 X                         | 2048-04-15      | 5.0000%  | 0.0000% | $411764.00         | $73379.00          | Agency Mortgage-Backed Securities |
| GNMI SF BD4517 X                         | 2048-02-15      | 5.0000%  | 0.0000% | $2416857.00        | $515940.00         | Agency Mortgage-Backed Securities |
| GNMI SF BD4016 X                         | 2049-10-15      | 3.0000%  | 0.0000% | $2653711.00        | $436172.00         | Agency Mortgage-Backed Securities |
| GNII SF BD3899 C                         | 2048-01-20      | 3.5000%  | 0.0000% | $6271000.00        | $1466893.00        | Agency Mortgage-Backed Securities |
| GNMI SF BD3645 X                         | 2047-10-15      | 5.0000%  | 0.0000% | $2469922.00        | $335059.00         | Agency Mortgage-Backed Securities |
| GNMI SF BD3659 X                         | 2047-11-15      | 3.5000%  | 0.0000% | $395051.00         | $92261.00          | Agency Mortgage-Backed Securities |
| GNMI SF BD3187 X                         | 2047-10-15      | 4.0000%  | 0.0000% | $463000.00         | $148179.00         | Agency Mortgage-Backed Securities |
| GNII SF BD1446 C                         | 2047-11-20      | 3.5000%  | 0.0000% | $2063178.00        | $697330.00         | Agency Mortgage-Backed Securities |
| GNII SF BD1714 C                         | 2047-11-20      | 3.5000%  | 0.0000% | $906602.00         | $447874.00         | Agency Mortgage-Backed Securities |
| GNII SF BD0560 C                         | 2048-09-20      | 4.5000%  | 0.0000% | $1036117.00        | $192036.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $1800000.00        | $1133933.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-08-20      | 5.5000%  | 0.0000% | $7555713.00        | $4838262.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 3.5000%  | 0.0000% | $230000.00         | $174103.00         | Agency Mortgage-Backed Securities |
| GNII SF MA4840 M                         | 2047-11-20      | 5.0000%  | 0.0000% | $2380582.00        | $242200.00         | Agency Mortgage-Backed Securities |
| GNII SF MA4839 M                         | 2047-11-20      | 4.5000%  | 0.0000% | $5473232.00        | $489881.00         | Agency Mortgage-Backed Securities |
| GNII SF MA4838 M                         | 2047-11-20      | 4.0000%  | 0.0000% | $35363392.00       | $3564148.00        | Agency Mortgage-Backed Securities |
| GNII SF MA4837 M                         | 2047-11-20      | 3.5000%  | 0.0000% | $25126543.00       | $2930009.00        | Agency Mortgage-Backed Securities |
| GNII SF MA4836 M                         | 2047-11-20      | 3.0000%  | 0.0000% | $62821000.00       | $7875925.00        | Agency Mortgage-Backed Securities |
| GNII SF MA4778 M                         | 2047-10-20      | 3.5000%  | 0.0000% | $20405000.00       | $2289738.00        | Agency Mortgage-Backed Securities |
| GNII SF MA4777 M                         | 2047-10-20      | 3.0000%  | 0.0000% | $503645178.00      | $63286670.00       | Agency Mortgage-Backed Securities |
| GNII SF MA4781 M                         | 2047-10-20      | 5.0000%  | 0.0000% | $2780274.00        | $230766.00         | Agency Mortgage-Backed Securities |
| GNII SF MA4721 M                         | 2047-09-20      | 4.5000%  | 0.0000% | $6315444.00        | $538265.00         | Agency Mortgage-Backed Securities |
| GNII SF MA4720 M                         | 2047-09-20      | 4.0000%  | 0.0000% | $47055701.00       | $4656833.00        | Agency Mortgage-Backed Securities |
| GNII SF MA4718 M                         | 2047-09-20      | 3.0000%  | 0.0000% | $13079649.00       | $1793583.00        | Agency Mortgage-Backed Securities |
| GNII SF MA4652 M                         | 2047-08-20      | 3.5000%  | 0.0000% | $28560635.00       | $3335840.00        | Agency Mortgage-Backed Securities |
| GNII SF MA4651 M                         | 2047-08-20      | 3.0000%  | 0.0000% | $21127225.00       | $2656661.00        | Agency Mortgage-Backed Securities |
| GNII SF MA4654 M                         | 2047-08-20      | 4.5000%  | 0.0000% | $66875553.00       | $5450554.00        | Agency Mortgage-Backed Securities |
| GNII SF MA4653 M                         | 2047-08-20      | 4.0000%  | 0.0000% | $528000.00         | $53875.00          | Agency Mortgage-Backed Securities |
| GNII SF MA4587 M                         | 2047-07-20      | 4.0000%  | 0.0000% | $101181899.00      | $9179921.00        | Agency Mortgage-Backed Securities |
| GNII SF MA4586 M                         | 2047-07-20      | 3.5000%  | 0.0000% | $20472.00          | $2338.00           | Agency Mortgage-Backed Securities |
| GNII SF MA4585 M                         | 2047-07-20      | 3.0000%  | 0.0000% | $969726.00         | $119232.00         | Agency Mortgage-Backed Securities |
| GNII SF MA5400 M                         | 2048-08-20      | 5.0000%  | 0.0000% | $109403559.00      | $7004221.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5399 M                         | 2048-08-20      | 4.5000%  | 0.0000% | $73300907.00       | $5476504.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5398 M                         | 2048-08-20      | 4.0000%  | 0.0000% | $329777226.00      | $29022471.00       | Agency Mortgage-Backed Securities |
| GNII SF MA5332 M                         | 2048-07-20      | 5.0000%  | 0.0000% | $50996586.00       | $3290912.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5331 M                         | 2048-07-20      | 4.5000%  | 0.0000% | $19867000.00       | $1351627.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5330 M                         | 2048-07-20      | 4.0000%  | 0.0000% | $105888499.00      | $8953295.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6041 M                         | 2049-07-20      | 4.5000%  | 0.0000% | $10732453.00       | $1065723.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6039 M                         | 2049-07-20      | 3.5000%  | 0.0000% | $182694000.00      | $18382632.00       | Agency Mortgage-Backed Securities |
| GNII SF MA6038 M                         | 2049-07-20      | 3.0000%  | 0.0000% | $5701994.00        | $684413.00         | Agency Mortgage-Backed Securities |
| GNII SF MA5989 M                         | 2049-06-20      | 5.5000%  | 0.0000% | $30620378.00       | $3072708.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5988 M                         | 2049-06-20      | 5.0000%  | 0.0000% | $41654586.00       | $3091595.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5987 M                         | 2049-06-20      | 4.5000%  | 0.0000% | $6312000.00        | $632744.00         | Agency Mortgage-Backed Securities |
| GNII SF MA5986 M                         | 2049-06-20      | 4.0000%  | 0.0000% | $5000000.00        | $405531.00         | Agency Mortgage-Backed Securities |
| GNII SF MA5984 M                         | 2049-06-20      | 3.0000%  | 0.0000% | $29600000.00       | $3792417.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5934 M                         | 2049-05-20      | 5.5000%  | 0.0000% | $4600000.00        | $380922.00         | Agency Mortgage-Backed Securities |
| GNII SF MA5933 M                         | 2049-05-20      | 5.0000%  | 0.0000% | $940853.00         | $78854.00          | Agency Mortgage-Backed Securities |
| GNII SF MA5931 M                         | 2049-05-20      | 4.0000%  | 0.0000% | $72231976.00       | $5574719.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5929 M                         | 2049-05-20      | 3.0000%  | 0.0000% | $2532579.00        | $278225.00         | Agency Mortgage-Backed Securities |
| GNII SF MA5878 M                         | 2049-04-20      | 5.0000%  | 0.0000% | $6985000.00        | $495565.00         | Agency Mortgage-Backed Securities |
| GNII SF MA5877 M                         | 2049-04-20      | 4.5000%  | 0.0000% | $10447694.00       | $831879.00         | Agency Mortgage-Backed Securities |
| GNII SF MA5876 M                         | 2049-04-20      | 4.0000%  | 0.0000% | $89807995.00       | $6493831.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5820 M                         | 2049-03-20      | 5.5000%  | 0.0000% | $11333191.00       | $856684.00         | Agency Mortgage-Backed Securities |
| GNII SF MA5819 M                         | 2049-03-20      | 5.0000%  | 0.0000% | $9732492.00        | $615016.00         | Agency Mortgage-Backed Securities |
| GNII SF MA5818 M                         | 2049-03-20      | 4.5000%  | 0.0000% | $48409016.00       | $3388213.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5817 M                         | 2049-03-20      | 4.0000%  | 0.0000% | $392199600.00      | $30083826.00       | Agency Mortgage-Backed Securities |
| GNII SF MA5766 M                         | 2049-02-20      | 5.5000%  | 0.0000% | $39650000.00       | $3225350.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5765 M                         | 2049-02-20      | 5.0000%  | 0.0000% | $7412000.00        | $451636.00         | Agency Mortgage-Backed Securities |
| GNII SF MA5764 M                         | 2049-02-20      | 4.5000%  | 0.0000% | $35919389.00       | $2456891.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5763 M                         | 2049-02-20      | 4.0000%  | 0.0000% | $49662941.00       | $3694732.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5712 M                         | 2049-01-20      | 5.0000%  | 0.0000% | $35660637.00       | $1975745.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5711 M                         | 2049-01-20      | 4.5000%  | 0.0000% | $41064055.00       | $2509020.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5708 M                         | 2049-01-20      | 3.0000%  | 0.0000% | $576000.00         | $104279.00         | Agency Mortgage-Backed Securities |
| GNII SF MA5713 M                         | 2049-01-20      | 5.5000%  | 0.0000% | $5445000.00        | $395737.00         | Agency Mortgage-Backed Securities |
| GNII SF MA5654 M                         | 2048-12-20      | 5.5000%  | 0.0000% | $29304298.00       | $2049980.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5653 M                         | 2048-12-20      | 5.0000%  | 0.0000% | $230418377.00      | $13422259.00       | Agency Mortgage-Backed Securities |
| GNII SF MA5652 M                         | 2048-12-20      | 4.5000%  | 0.0000% | $12248664.00       | $773909.00         | Agency Mortgage-Backed Securities |
| GNII SF MA5651 M                         | 2048-12-20      | 4.0000%  | 0.0000% | $5886667.00        | $509176.00         | Agency Mortgage-Backed Securities |
| GNII SF MA5597 M                         | 2048-11-20      | 5.0000%  | 0.0000% | $34012711.00       | $1934754.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5596 M                         | 2048-11-20      | 4.5000%  | 0.0000% | $2874305.00        | $200504.00         | Agency Mortgage-Backed Securities |
| GNII SF MA5595 M                         | 2048-11-20      | 4.0000%  | 0.0000% | $3799315.00        | $328003.00         | Agency Mortgage-Backed Securities |
| GNII SF MA5594 M                         | 2048-11-20      | 3.5000%  | 0.0000% | $13014000.00       | $1476847.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5531 M                         | 2048-10-20      | 5.5000%  | 0.0000% | $847610.00         | $62458.00          | Agency Mortgage-Backed Securities |
| GNII SF MA5530 M                         | 2048-10-20      | 5.0000%  | 0.0000% | $32933605.00       | $2084698.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5529 M                         | 2048-10-20      | 4.5000%  | 0.0000% | $18217914.00       | $1314495.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5528 M                         | 2048-10-20      | 4.0000%  | 0.0000% | $2975961.00        | $256563.00         | Agency Mortgage-Backed Securities |
| GNII SF MA5527 M                         | 2048-10-20      | 3.5000%  | 0.0000% | $54729652.00       | $5541443.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5468 M                         | 2048-09-20      | 5.0000%  | 0.0000% | $46880539.00       | $3394308.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5467 M                         | 2048-09-20      | 4.5000%  | 0.0000% | $17010710.00       | $1222820.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5466 M                         | 2048-09-20      | 4.0000%  | 0.0000% | $63940967.00       | $5627485.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5465 M                         | 2048-09-20      | 3.5000%  | 0.0000% | $457276000.00      | $46661774.00       | Agency Mortgage-Backed Securities |
| GNII SF MA6287 M                         | 2049-11-20      | 5.0000%  | 0.0000% | $2810000.00        | $352249.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6286 M                         | 2049-11-20      | 4.5000%  | 0.0000% | $3210000.00        | $389872.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6285 M                         | 2049-11-20      | 4.0000%  | 0.0000% | $2000000.00        | $240755.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6284 M                         | 2049-11-20      | 3.5000%  | 0.0000% | $353054381.00      | $41155687.00       | Agency Mortgage-Backed Securities |
| GNII SF MA6283 M                         | 2049-11-20      | 3.0000%  | 0.0000% | $49684003.00       | $7735767.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6282 M                         | 2049-11-20      | 2.5000%  | 0.0000% | $2060000.00        | $357913.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6221 M                         | 2049-10-20      | 4.5000%  | 0.0000% | $52630995.00       | $5795312.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6219 M                         | 2049-10-20      | 3.5000%  | 0.0000% | $50102649.00       | $5550623.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6218 M                         | 2049-10-20      | 3.0000%  | 0.0000% | $10246595.00       | $1503957.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6217 M                         | 2049-10-20      | 2.5000%  | 0.0000% | $2298995.00        | $388002.00         | Agency Mortgage-Backed Securities |
| GNII SF MA5266 M                         | 2048-06-20      | 5.0000%  | 0.0000% | $83841833.00       | $5930888.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5265 M                         | 2048-06-20      | 4.5000%  | 0.0000% | $159197166.00      | $10844434.00       | Agency Mortgage-Backed Securities |
| GNII SF MA5264 M                         | 2048-06-20      | 4.0000%  | 0.0000% | $8192207.00        | $682335.00         | Agency Mortgage-Backed Securities |
| GNII SF MA5263 M                         | 2048-06-20      | 3.5000%  | 0.0000% | $167481765.00      | $18527880.00       | Agency Mortgage-Backed Securities |
| GNII SF MA5195 M                         | 2048-05-20      | 5.5000%  | 0.0000% | $1134416.00        | $78995.00          | Agency Mortgage-Backed Securities |
| GNII SF MA5194 M                         | 2048-05-20      | 5.0000%  | 0.0000% | $94174504.00       | $6642746.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5193 M                         | 2048-05-20      | 4.5000%  | 0.0000% | $15973731.00       | $1118665.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5192 M                         | 2048-05-20      | 4.0000%  | 0.0000% | $10779467.00       | $872996.00         | Agency Mortgage-Backed Securities |
| GNII SF MA5191 M                         | 2048-05-20      | 3.5000%  | 0.0000% | $48520760.00       | $5429286.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5138 M                         | 2048-04-20      | 4.5000%  | 0.0000% | $18130000.00       | $1292377.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5137 M                         | 2048-04-20      | 4.0000%  | 0.0000% | $4095000.00        | $305300.00         | Agency Mortgage-Backed Securities |
| GNII SF MA5136 M                         | 2048-04-20      | 3.5000%  | 0.0000% | $16218716.00       | $1819328.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5135 M                         | 2048-04-20      | 3.0000%  | 0.0000% | $8392497.00        | $1216316.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5080 M                         | 2048-03-20      | 5.0000%  | 0.0000% | $4170000.00        | $308282.00         | Agency Mortgage-Backed Securities |
| GNII SF MA5079 M                         | 2048-03-20      | 4.5000%  | 0.0000% | $670000.00         | $55217.00          | Agency Mortgage-Backed Securities |
| GNII SF MA5078 M                         | 2048-03-20      | 4.0000%  | 0.0000% | $205121421.00      | $17465559.00       | Agency Mortgage-Backed Securities |
| GNII SF MA5077 M                         | 2048-03-20      | 3.5000%  | 0.0000% | $69018406.00       | $7665241.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5076 M                         | 2048-03-20      | 3.0000%  | 0.0000% | $48253787.00       | $6036702.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5021 M                         | 2048-02-20      | 4.5000%  | 0.0000% | $1407283.00        | $107667.00         | Agency Mortgage-Backed Securities |
| GNII SF MA5020 M                         | 2048-02-20      | 4.0000%  | 0.0000% | $32050000.00       | $2975516.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5019 M                         | 2048-02-20      | 3.5000%  | 0.0000% | $40739368.00       | $4733456.00        | Agency Mortgage-Backed Securities |
| GNII SF MA5018 M                         | 2048-02-20      | 3.0000%  | 0.0000% | $734926097.00      | $95664108.00       | Agency Mortgage-Backed Securities |
| GNII SF MA4965 M                         | 2048-01-20      | 5.0000%  | 0.0000% | $19435999.00       | $1792673.00        | Agency Mortgage-Backed Securities |
| GNII SF MA4963 M                         | 2048-01-20      | 4.0000%  | 0.0000% | $6835000.00        | $650720.00         | Agency Mortgage-Backed Securities |
| GNII SF MA4962 M                         | 2048-01-20      | 3.5000%  | 0.0000% | $43467286.00       | $4786216.00        | Agency Mortgage-Backed Securities |
| GNII SF MA4961 M                         | 2048-01-20      | 3.0000%  | 0.0000% | $56258953.00       | $7445230.00        | Agency Mortgage-Backed Securities |
| GNII SF MA4904 M                         | 2047-12-20      | 5.5000%  | 0.0000% | $2031970.00        | $238897.00         | Agency Mortgage-Backed Securities |
| GNII SF MA4903 M                         | 2047-12-20      | 5.0000%  | 0.0000% | $868916.00         | $90671.00          | Agency Mortgage-Backed Securities |
| GNII SF MA4901 M                         | 2047-12-20      | 4.0000%  | 0.0000% | $84195890.00       | $8536995.00        | Agency Mortgage-Backed Securities |
| GNII SF MA4900 M                         | 2047-12-20      | 3.5000%  | 0.0000% | $322155324.00      | $37263106.00       | Agency Mortgage-Backed Securities |
| GNII SF MA4899 M                         | 2047-12-20      | 3.0000%  | 0.0000% | $523993002.00      | $68579277.00       | Agency Mortgage-Backed Securities |
| GNII SF BR1549 C                         | 2050-01-20      | 3.5000%  | 0.0000% | $4867963.00        | $1701389.00        | Agency Mortgage-Backed Securities |
| GNII SF BR1488 C                         | 2049-12-20      | 3.0000%  | 0.0000% | $1500000.00        | $136309.00         | Agency Mortgage-Backed Securities |
| GNMI SF BQ8629 X                         | 2050-07-15      | 2.5000%  | 0.0000% | $1959399.00        | $816574.00         | Agency Mortgage-Backed Securities |
| GNMI SF BQ8587 X                         | 2049-10-15      | 3.5000%  | 0.0000% | $1581223.00        | $197869.00         | Agency Mortgage-Backed Securities |
| GNII SF BQ7068 C                         | 2050-04-20      | 3.0000%  | 0.0000% | $1944000.00        | $770815.00         | Agency Mortgage-Backed Securities |
| GNII SF BQ6394 C                         | 2049-11-20      | 3.0000%  | 0.0000% | $1354455.00        | $190262.00         | Agency Mortgage-Backed Securities |
| GNII SF BQ4235 C                         | 2049-11-20      | 3.0000%  | 0.0000% | $1142575.00        | $407330.00         | Agency Mortgage-Backed Securities |
| GNII SF BQ3108 C                         | 2049-10-20      | 3.0000%  | 0.0000% | $960000.00         | $241920.00         | Agency Mortgage-Backed Securities |
| GNII SF BQ2078 C                         | 2050-12-20      | 4.5000%  | 0.0000% | $1641374.00        | $1011085.00        | Agency Mortgage-Backed Securities |
| GNII SF BQ1330 C                         | 2050-04-20      | 4.0000%  | 0.0000% | $1260635.00        | $670017.00         | Agency Mortgage-Backed Securities |
| GNMI SF BQ1273 X                         | 2049-11-15      | 3.5000%  | 0.0000% | $478312.00         | $165633.00         | Agency Mortgage-Backed Securities |
| GNMI SF BQ1266 X                         | 2049-11-15      | 3.5000%  | 0.0000% | $467183.00         | $144818.00         | Agency Mortgage-Backed Securities |
| GNMI SF BQ0231 X                         | 2049-10-15      | 3.0000%  | 0.0000% | $146484.00         | $88942.00          | Agency Mortgage-Backed Securities |
| GNMI SF BP7533 X                         | 2049-11-15      | 4.5000%  | 0.0000% | $3534822.00        | $570679.00         | Agency Mortgage-Backed Securities |
| GNMI SF BP7268 X                         | 2049-09-15      | 2.5000%  | 0.0000% | $829791.00         | $363081.00         | Agency Mortgage-Backed Securities |
| GNMI SF BP7995 X                         | 2050-01-15      | 5.5000%  | 0.0000% | $1199611.00        | $145806.00         | Agency Mortgage-Backed Securities |
| GNII SF BP5507 C                         | 2049-09-20      | 5.5000%  | 0.0000% | $2088632.00        | $1275338.00        | Agency Mortgage-Backed Securities |
| GNMI SF BP6229 X                         | 2049-11-15      | 3.0000%  | 0.0000% | $9153253.00        | $1508345.00        | Agency Mortgage-Backed Securities |
| GNMI SF BP6203 X                         | 2049-11-15      | 3.5000%  | 0.0000% | $690530.00         | $63515.00          | Agency Mortgage-Backed Securities |
| GNMI SF BP2899 X                         | 2050-01-15      | 3.5000%  | 0.0000% | $1096540.00        | $726340.00         | Agency Mortgage-Backed Securities |
| GNII SF BP1928 C                         | 2049-08-20      | 3.5000%  | 0.0000% | $1275000.00        | $235123.00         | Agency Mortgage-Backed Securities |
| GNMI SF BP1022 X                         | 2049-09-15      | 3.5000%  | 0.0000% | $438522.00         | $140236.00         | Agency Mortgage-Backed Securities |
| GNMI SF BO9503 X                         | 2049-10-15      | 2.5000%  | 0.0000% | $647807.00         | $454444.00         | Agency Mortgage-Backed Securities |
| GNII SF BO8204 C                         | 2049-09-20      | 4.5000%  | 0.0000% | $2422000.00        | $749161.00         | Agency Mortgage-Backed Securities |
| GNMI SF BO5615 X                         | 2048-12-15      | 4.0000%  | 0.0000% | $1244485.00        | $270411.00         | Agency Mortgage-Backed Securities |
| GNMI SF BN3925 X                         | 2049-09-15      | 3.5000%  | 0.0000% | $1466203.00        | $690174.00         | Agency Mortgage-Backed Securities |
| GNII SF CC9801 C                         | 2051-04-20      | 3.5000%  | 0.0000% | $185024.00         | $114846.00         | Agency Mortgage-Backed Securities |
| GNII SF CC9800 C                         | 2051-04-20      | 3.5000%  | 0.0000% | $474005.00         | $345433.00         | Agency Mortgage-Backed Securities |
| GNII SF CC9799 C                         | 2051-04-20      | 3.0000%  | 0.0000% | $981511.00         | $370195.00         | Agency Mortgage-Backed Securities |
| GNII SF CB4539 C                         | 2051-03-20      | 3.5000%  | 0.0000% | $94992.00          | $65013.00          | Agency Mortgage-Backed Securities |
| GNII SF CB2912 C                         | 2051-04-20      | 2.5000%  | 0.0000% | $6984229.00        | $4242991.00        | Agency Mortgage-Backed Securities |
| GNII SF CB2674 C                         | 2051-02-20      | 2.5000%  | 0.0000% | $1090923.00        | $689835.00         | Agency Mortgage-Backed Securities |
| GNII SF CB1506 C                         | 2051-01-20      | 3.0000%  | 0.0000% | $18448440.00       | $12050641.00       | Agency Mortgage-Backed Securities |
| GNII SF BZ8540 C                         | 2051-01-20      | 3.5000%  | 0.0000% | $347169.00         | $243456.00         | Agency Mortgage-Backed Securities |
| GNII SF BZ8536 C                         | 2051-01-20      | 3.0000%  | 0.0000% | $1542762.00        | $831679.00         | Agency Mortgage-Backed Securities |
| GNII SF BZ8517 C                         | 2050-12-20      | 3.5000%  | 0.0000% | $224749.00         | $68301.00          | Agency Mortgage-Backed Securities |
| GNII SF BZ7205 C                         | 2050-11-20      | 4.5000%  | 0.0000% | $1192603.00        | $394520.00         | Agency Mortgage-Backed Securities |
| GNII SF BZ6451 C                         | 2051-01-20      | 2.0000%  | 0.0000% | $4588035.00        | $2154208.00        | Agency Mortgage-Backed Securities |
| GNII SF BZ6343 C                         | 2050-11-20      | 2.0000%  | 0.0000% | $350000.00         | $171941.00         | Agency Mortgage-Backed Securities |
| GNII SF BZ4350 C                         | 2051-03-20      | 2.5000%  | 0.0000% | $600001.00         | $388305.00         | Agency Mortgage-Backed Securities |
| GNII SF BD0497 C                         | 2048-02-20      | 4.0000%  | 0.0000% | $504138.00         | $65901.00          | Agency Mortgage-Backed Securities |
| GNII SF MA6600 M                         | 2050-04-20      | 3.5000%  | 0.0000% | $36874559.00       | $6885297.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6599 M                         | 2050-04-20      | 3.0000%  | 0.0000% | $106450242.00      | $21399011.00       | Agency Mortgage-Backed Securities |
| GNII SF MA6598 M                         | 2050-04-20      | 2.5000%  | 0.0000% | $1230000.00        | $282807.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6544 M                         | 2050-03-20      | 4.5000%  | 0.0000% | $1254000.00        | $158716.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6542 M                         | 2050-03-20      | 3.5000%  | 0.0000% | $12978335.00       | $1805950.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6541 M                         | 2050-03-20      | 3.0000%  | 0.0000% | $11303228.00       | $1683996.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6540 M                         | 2050-03-20      | 2.5000%  | 0.0000% | $917000.00         | $178792.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6477 M                         | 2050-02-20      | 4.5000%  | 0.0000% | $1600000.00        | $190798.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6476 M                         | 2050-02-20      | 4.0000%  | 0.0000% | $117050717.00      | $15462669.00       | Agency Mortgage-Backed Securities |
| GNII SF MA6474 M                         | 2050-02-20      | 3.0000%  | 0.0000% | $350050220.00      | $54363052.00       | Agency Mortgage-Backed Securities |
| GNII SF MA6473 M                         | 2050-02-20      | 2.5000%  | 0.0000% | $12356986.00       | $2369451.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6415 M                         | 2050-01-20      | 6.0000%  | 0.0000% | $2010097.00        | $267287.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6413 M                         | 2050-01-20      | 5.0000%  | 0.0000% | $3159996.00        | $424156.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6412 M                         | 2050-01-20      | 4.5000%  | 0.0000% | $5595000.00        | $672878.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6410 M                         | 2050-01-20      | 3.5000%  | 0.0000% | $72565789.00       | $8817261.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6409 M                         | 2050-01-20      | 3.0000%  | 0.0000% | $8515907.00        | $1423356.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6341 M                         | 2049-12-20      | 4.5000%  | 0.0000% | $435000.00         | $53449.00          | Agency Mortgage-Backed Securities |
| GNII SF MA6339 M                         | 2049-12-20      | 3.5000%  | 0.0000% | $28299189.00       | $3394768.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6338 M                         | 2049-12-20      | 3.0000%  | 0.0000% | $507573134.00      | $82040602.00       | Agency Mortgage-Backed Securities |
| GNII SF MA7195 M                         | 2051-02-20      | 3.5000%  | 0.0000% | $17788000.00       | $6377551.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7194 M                         | 2051-02-20      | 3.0000%  | 0.0000% | $2896000.00        | $1010325.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7193 M                         | 2051-02-20      | 2.5000%  | 0.0000% | $9580715.00        | $4083504.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7192 M                         | 2051-02-20      | 2.0000%  | 0.0000% | $14600000.00       | $6932693.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7191 M                         | 2051-02-20      | 1.5000%  | 0.0000% | $104569.00         | $51981.00          | Agency Mortgage-Backed Securities |
| GNII SF MA7140 M                         | 2051-01-20      | 4.5000%  | 0.0000% | $1165310.00        | $264359.00         | Agency Mortgage-Backed Securities |
| GNII SF MA7139 M                         | 2051-01-20      | 4.0000%  | 0.0000% | $629284.00         | $193114.00         | Agency Mortgage-Backed Securities |
| GNII SF MA7137 M                         | 2051-01-20      | 3.0000%  | 0.0000% | $30535754.00       | $10591541.00       | Agency Mortgage-Backed Securities |
| GNII SF MA6158 M                         | 2049-09-20      | 5.5000%  | 0.0000% | $1500000.00        | $196856.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6157 M                         | 2049-09-20      | 5.0000%  | 0.0000% | $6900000.00        | $792626.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6156 M                         | 2049-09-20      | 4.5000%  | 0.0000% | $8000000.00        | $841154.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6154 M                         | 2049-09-20      | 3.5000%  | 0.0000% | $72752044.00       | $7895867.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6153 M                         | 2049-09-20      | 3.0000%  | 0.0000% | $5214222.00        | $701262.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6091 M                         | 2049-08-20      | 4.0000%  | 0.0000% | $3300000.00        | $339571.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6089 M                         | 2049-08-20      | 3.0000%  | 0.0000% | $3475000.00        | $442833.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6043 M                         | 2049-07-20      | 5.5000%  | 0.0000% | $1500000.00        | $126080.00         | Agency Mortgage-Backed Securities |
| GNII SF BY6451 C                         | 2050-11-20      | 3.0000%  | 0.0000% | $2271276.00        | $1096624.00        | Agency Mortgage-Backed Securities |
| GNII SF BY6420 C                         | 2050-10-20      | 3.5000%  | 0.0000% | $427998.00         | $270700.00         | Agency Mortgage-Backed Securities |
| GNII SF BY6419 C                         | 2050-10-20      | 3.5000%  | 0.0000% | $119835.00         | $62660.00          | Agency Mortgage-Backed Securities |
| GNII SF BY6414 C                         | 2050-10-20      | 3.0000%  | 0.0000% | $1380375.00        | $915513.00         | Agency Mortgage-Backed Securities |
| GNII SF BY0318 C                         | 2050-09-20      | 4.0000%  | 0.0000% | $774456.00         | $152769.00         | Agency Mortgage-Backed Securities |
| GNII SF BY0839 C                         | 2050-10-20      | 4.5000%  | 0.0000% | $1789626.00        | $605741.00         | Agency Mortgage-Backed Securities |
| GNII SF BX9597 C                         | 2051-01-20      | 2.0000%  | 0.0000% | $11785889.00       | $6349441.00        | Agency Mortgage-Backed Securities |
| GNII SF BX4969 C                         | 2050-09-20      | 3.5000%  | 0.0000% | $322973.00         | $177324.00         | Agency Mortgage-Backed Securities |
| GNII SF BX4968 C                         | 2050-09-20      | 3.5000%  | 0.0000% | $387352.00         | $190563.00         | Agency Mortgage-Backed Securities |
| GNII SF BX4967 C                         | 2050-09-20      | 3.5000%  | 0.0000% | $505341.00         | $360689.00         | Agency Mortgage-Backed Securities |
| GNII SF BX4940 C                         | 2050-08-20      | 3.5000%  | 0.0000% | $2864523.00        | $1349406.00        | Agency Mortgage-Backed Securities |
| GNII SF BX4936 C                         | 2050-08-20      | 3.0000%  | 0.0000% | $1135679.00        | $476384.00         | Agency Mortgage-Backed Securities |
| GNII SF BX4932 C                         | 2050-08-20      | 2.5000%  | 0.0000% | $1898957.00        | $1058019.00        | Agency Mortgage-Backed Securities |
| GNII SF BX4947 C                         | 2050-09-20      | 3.5000%  | 0.0000% | $650725.00         | $252554.00         | Agency Mortgage-Backed Securities |
| GNII SF BX4946 C                         | 2050-09-20      | 3.0000%  | 0.0000% | $3056019.00        | $1632692.00        | Agency Mortgage-Backed Securities |
| GNII SF BX2982 C                         | 2051-01-20      | 2.5000%  | 0.0000% | $17792538.00       | $9749946.00        | Agency Mortgage-Backed Securities |
| GNII SF BX3552 C                         | 2050-09-20      | 4.0000%  | 0.0000% | $200000.00         | $63951.00          | Agency Mortgage-Backed Securities |
| GNII SF BX2423 C                         | 2050-10-20      | 3.0000%  | 0.0000% | $200000.00         | $79479.00          | Agency Mortgage-Backed Securities |
| GNII SF BX2665 C                         | 2050-10-20      | 2.5000%  | 0.0000% | $1311082.00        | $601568.00         | Agency Mortgage-Backed Securities |
| GNII SF BW7384 C                         | 2050-08-20      | 4.0000%  | 0.0000% | $1200000.00        | $580721.00         | Agency Mortgage-Backed Securities |
| GNII SF BW5882 C                         | 2050-10-20      | 2.0000%  | 0.0000% | $1988687.00        | $1066353.00        | Agency Mortgage-Backed Securities |
| GNMI SF BW3889 X                         | 2050-08-15      | 2.5000%  | 0.0000% | $11728358.00       | $2818127.00        | Agency Mortgage-Backed Securities |
| GNMI SF BW3851 X                         | 2050-07-15      | 2.5000%  | 0.0000% | $4887010.00        | $1672103.00        | Agency Mortgage-Backed Securities |
| GNII SF BW3765 C                         | 2050-07-20      | 4.0000%  | 0.0000% | $2060488.00        | $676059.00         | Agency Mortgage-Backed Securities |
| GNII SF BW2684 C                         | 2050-09-20      | 4.5000%  | 0.0000% | $1314463.00        | $328279.00         | Agency Mortgage-Backed Securities |
| GNII SF BV8693 C                         | 2050-06-20      | 3.5000%  | 0.0000% | $1351122.00        | $720425.00         | Agency Mortgage-Backed Securities |
| GNII SF BV8399 C                         | 2050-07-20      | 4.0000%  | 0.0000% | $1019267.00        | $592040.00         | Agency Mortgage-Backed Securities |
| GNII SF BV6653 C                         | 2050-06-20      | 4.0000%  | 0.0000% | $2335300.00        | $600583.00         | Agency Mortgage-Backed Securities |
| GNMI SF BV2385 X                         | 2050-06-15      | 3.5000%  | 0.0000% | $1130047.00        | $718438.00         | Agency Mortgage-Backed Securities |
| GNMI SF BU8321 X                         | 2050-05-15      | 2.5000%  | 0.0000% | $200919.00         | $57253.00          | Agency Mortgage-Backed Securities |
| GNMI SF BU8320 X                         | 2050-05-15      | 2.5000%  | 0.0000% | $1551981.00        | $339852.00         | Agency Mortgage-Backed Securities |
| GNMI SF BU6968 X                         | 2050-05-15      | 2.5000%  | 0.0000% | $2355908.00        | $929796.00         | Agency Mortgage-Backed Securities |
| GNII SF BU3182 C                         | 2050-06-20      | 5.5000%  | 0.0000% | $1443417.00        | $775703.00         | Agency Mortgage-Backed Securities |
| GNII SF BU3052 C                         | 2050-04-20      | 4.0000%  | 0.0000% | $1339624.00        | $279223.00         | Agency Mortgage-Backed Securities |
| GNII SF BU3552 C                         | 2050-04-20      | 4.0000%  | 0.0000% | $1053154.00        | $529035.00         | Agency Mortgage-Backed Securities |
| GNII SF BU0663 C                         | 2050-04-20      | 4.0000%  | 0.0000% | $1063567.00        | $780705.00         | Agency Mortgage-Backed Securities |
| GNII SF BU0669 C                         | 2050-04-20      | 4.0000%  | 0.0000% | $1781948.00        | $924074.00         | Agency Mortgage-Backed Securities |
| GNII SF BT9472 C                         | 2050-05-20      | 4.0000%  | 0.0000% | $3700000.00        | $547351.00         | Agency Mortgage-Backed Securities |
| GNMI SF BT9206 X                         | 2050-04-15      | 3.5000%  | 0.0000% | $1368681.00        | $375361.00         | Agency Mortgage-Backed Securities |
| GNII SF BT8111 C                         | 2050-04-20      | 4.0000%  | 0.0000% | $1223332.00        | $684795.00         | Agency Mortgage-Backed Securities |
| GNII SF BT5534 C                         | 2050-03-20      | 5.0000%  | 0.0000% | $703223.00         | $308301.00         | Agency Mortgage-Backed Securities |
| GNII SF BT5297 C                         | 2050-04-20      | 4.0000%  | 0.0000% | $1470187.00        | $295014.00         | Agency Mortgage-Backed Securities |
| GNII SF BT3722 C                         | 2050-04-20      | 4.0000%  | 0.0000% | $3568828.00        | $1517074.00        | Agency Mortgage-Backed Securities |
| GNII SF BT3676 C                         | 2050-04-20      | 4.0000%  | 0.0000% | $2213285.00        | $579383.00         | Agency Mortgage-Backed Securities |
| GNII SF BT3674 C                         | 2050-04-20      | 4.0000%  | 0.0000% | $3029721.00        | $643028.00         | Agency Mortgage-Backed Securities |
| GNII SF BT3671 C                         | 2050-04-20      | 4.0000%  | 0.0000% | $1664224.00        | $423252.00         | Agency Mortgage-Backed Securities |
| GNII SF BT3670 C                         | 2050-04-20      | 4.0000%  | 0.0000% | $1953539.00        | $1078613.00        | Agency Mortgage-Backed Securities |
| GNII SF BT3669 C                         | 2050-04-20      | 4.0000%  | 0.0000% | $1036203.00        | $418456.00         | Agency Mortgage-Backed Securities |
| GNII SF BT3668 C                         | 2050-04-20      | 4.0000%  | 0.0000% | $1890654.00        | $722558.00         | Agency Mortgage-Backed Securities |
| GNII SF BT3667 C                         | 2050-04-20      | 4.0000%  | 0.0000% | $1154148.00        | $323260.00         | Agency Mortgage-Backed Securities |
| GNII SF BT3666 C                         | 2050-04-20      | 4.0000%  | 0.0000% | $2516476.00        | $1115161.00        | Agency Mortgage-Backed Securities |
| GNII SF BT1900 C                         | 2050-12-20      | 3.0000%  | 0.0000% | $4062973.00        | $1828650.00        | Agency Mortgage-Backed Securities |
| GNII SF BT1888 C                         | 2050-12-20      | 2.5000%  | 0.0000% | $198000.00         | $104705.00         | Agency Mortgage-Backed Securities |
| GNII SF BT0812 C                         | 2050-03-20      | 3.0000%  | 0.0000% | $25902942.00       | $5026726.00        | Agency Mortgage-Backed Securities |
| GNII SF BS8727 C                         | 2050-02-20      | 5.0000%  | 0.0000% | $1561612.00        | $445105.00         | Agency Mortgage-Backed Securities |
| GNII SF BS8546 C                         | 2050-12-20      | 2.5000%  | 0.0000% | $3354849.00        | $1623811.00        | Agency Mortgage-Backed Securities |
| GNMI SF BS8439 X                         | 2050-05-15      | 3.5000%  | 0.0000% | $1400000.00        | $364468.00         | Agency Mortgage-Backed Securities |
| GNII SF BS8420 C                         | 2050-04-20      | 4.0000%  | 0.0000% | $450002.00         | $92616.00          | Agency Mortgage-Backed Securities |
| GNII SF BS7621 C                         | 2050-06-20      | 3.0000%  | 0.0000% | $1570613.00        | $930698.00         | Agency Mortgage-Backed Securities |
| GNII SF BS7617 C                         | 2050-06-20      | 2.5000%  | 0.0000% | $1588785.00        | $899066.00         | Agency Mortgage-Backed Securities |
| GNII SF BS7608 C                         | 2050-05-20      | 3.5000%  | 0.0000% | $820151.00         | $423665.00         | Agency Mortgage-Backed Securities |
| GNII SF BS6890 C                         | 2050-02-20      | 5.0000%  | 0.0000% | $1223374.00        | $417645.00         | Agency Mortgage-Backed Securities |
| GNII SF BS6598 C                         | 2050-04-20      | 4.0000%  | 0.0000% | $1670611.00        | $847825.00         | Agency Mortgage-Backed Securities |
| GNII SF BS6596 C                         | 2050-04-20      | 4.0000%  | 0.0000% | $1193832.00        | $239754.00         | Agency Mortgage-Backed Securities |
| GNMI SF BS5088 X                         | 2050-03-15      | 3.5000%  | 0.0000% | $15369441.00       | $1456162.00        | Agency Mortgage-Backed Securities |
| GNII SF BS2470 C                         | 2050-03-20      | 5.0000%  | 0.0000% | $1283206.00        | $293923.00         | Agency Mortgage-Backed Securities |
| GNII SF BS1728 C                         | 2050-01-20      | 4.0000%  | 0.0000% | $700000.00         | $167710.00         | Agency Mortgage-Backed Securities |
| GNII SF BR8755 C                         | 2050-02-20      | 3.0000%  | 0.0000% | $23587424.00       | $6964535.00        | Agency Mortgage-Backed Securities |
| GNMI SF BR6083 X                         | 2049-12-15      | 3.5000%  | 0.0000% | $2101674.00        | $211338.00         | Agency Mortgage-Backed Securities |
| GNII SF BN1837 C                         | 2049-05-20      | 4.0000%  | 0.0000% | $1161090.00        | $95314.00          | Agency Mortgage-Backed Securities |
| GNMI SF BN0290 X                         | 2049-06-15      | 5.5000%  | 0.0000% | $1153155.00        | $429016.00         | Agency Mortgage-Backed Securities |
| GNII SF BM7534 C                         | 2050-02-20      | 3.5000%  | 0.0000% | $6900000.00        | $1534771.00        | Agency Mortgage-Backed Securities |
| GNII SF BM7486 C                         | 2049-07-20      | 3.5000%  | 0.0000% | $4800000.00        | $875982.00         | Agency Mortgage-Backed Securities |
| GNII SF BM5458 C                         | 2049-07-20      | 4.0000%  | 0.0000% | $466000.00         | $76604.00          | Agency Mortgage-Backed Securities |
| GNMI SF BM5394 X                         | 2049-05-15      | 5.0000%  | 0.0000% | $1971494.00        | $274113.00         | Agency Mortgage-Backed Securities |
| GNMI SF BM2477 X                         | 2049-09-15      | 2.5000%  | 0.0000% | $1380542.00        | $383112.00         | Agency Mortgage-Backed Securities |
| GNII SF BM2154 C                         | 2049-06-20      | 4.5000%  | 0.0000% | $385899.00         | $120413.00         | Agency Mortgage-Backed Securities |
| GNII SF BL9226 C                         | 2049-06-20      | 4.0000%  | 0.0000% | $583000.00         | $91994.00          | Agency Mortgage-Backed Securities |
| GNII SF BL2221 C                         | 2049-03-20      | 4.5000%  | 0.0000% | $9571287.00        | $2233439.00        | Agency Mortgage-Backed Securities |
| GNII SF BL2178 C                         | 2049-02-20      | 4.5000%  | 0.0000% | $6003765.00        | $540757.00         | Agency Mortgage-Backed Securities |
| GNII SF BK8900 C                         | 2049-06-20      | 4.0000%  | 0.0000% | $1484852.00        | $380850.00         | Agency Mortgage-Backed Securities |
| GNMI SF BJ9908 X                         | 2049-02-15      | 5.5000%  | 0.0000% | $1416078.00        | $302240.00         | Agency Mortgage-Backed Securities |
| GNMI SF BJ2870 X                         | 2048-10-15      | 5.5000%  | 0.0000% | $998659.00         | $85812.00          | Agency Mortgage-Backed Securities |
| GNII SF BI6900 C                         | 2049-03-20      | 6.0000%  | 0.0000% | $2344011.00        | $155101.00         | Agency Mortgage-Backed Securities |
| GNMI SF BI6735 X                         | 2049-02-15      | 5.0000%  | 0.0000% | $10024031.00       | $2676535.00        | Agency Mortgage-Backed Securities |
| GNMI SF BI1296 X                         | 2048-11-15      | 5.0000%  | 0.0000% | $1769452.00        | $717110.00         | Agency Mortgage-Backed Securities |
| GNMI SF BH2590 X                         | 2048-07-15      | 5.0000%  | 0.0000% | $488862.00         | $86723.00          | Agency Mortgage-Backed Securities |
| GNMI SF BG6421 X                         | 2049-01-15      | 4.5000%  | 0.0000% | $1007570.00        | $683154.00         | Agency Mortgage-Backed Securities |
| GNMI SF BG0080 X                         | 2048-06-15      | 5.0000%  | 0.0000% | $234570.00         | $80730.00          | Agency Mortgage-Backed Securities |
| GNII SF BF4909 C                         | 2048-02-20      | 4.0000%  | 0.0000% | $511400.00         | $69158.00          | Agency Mortgage-Backed Securities |
| GNMI SF BF3296 X                         | 2048-02-15      | 5.0000%  | 0.0000% | $466034.00         | $56343.00          | Agency Mortgage-Backed Securities |
| GNMI SF BF2475 X                         | 2048-04-15      | 5.0000%  | 0.0000% | $1436757.00        | $208116.00         | Agency Mortgage-Backed Securities |
| GNMI SF BF2343 X                         | 2048-03-15      | 5.0000%  | 0.0000% | $893586.00         | $177562.00         | Agency Mortgage-Backed Securities |
| GNII SF BF2605 C                         | 2048-05-20      | 5.5000%  | 0.0000% | $2384049.00        | $393538.00         | Agency Mortgage-Backed Securities |
| GNMI SF BF1113 X                         | 2048-01-15      | 5.0000%  | 0.0000% | $1281578.00        | $158910.00         | Agency Mortgage-Backed Securities |
| GNMI SF BE9562 X                         | 2048-01-15      | 5.0000%  | 0.0000% | $5288656.00        | $587059.00         | Agency Mortgage-Backed Securities |
| GNII SF BE5896 C                         | 2048-01-20      | 3.5000%  | 0.0000% | $840665.00         | $305940.00         | Agency Mortgage-Backed Securities |
| GNII SF BE5659 C                         | 2048-04-20      | 4.0000%  | 0.0000% | $500000.00         | $116359.00         | Agency Mortgage-Backed Securities |
| GNMI SF BE4664 X                         | 2047-12-15      | 4.0000%  | 0.0000% | $475000.00         | $163215.00         | Agency Mortgage-Backed Securities |
| GNII SF BE2219 C                         | 2048-01-20      | 3.5000%  | 0.0000% | $600000.00         | $334083.00         | Agency Mortgage-Backed Securities |
| GNMI SF BE1031 X                         | 2047-10-15      | 4.0000%  | 0.0000% | $404000.00         | $166607.00         | Agency Mortgage-Backed Securities |
| GNMI SF BE0204 X                         | 2048-01-15      | 4.0000%  | 0.0000% | $349000.00         | $156622.00         | Agency Mortgage-Backed Securities |
| GNII SF BD9085 C                         | 2047-12-20      | 4.0000%  | 0.0000% | $228000.00         | $54462.00          | Agency Mortgage-Backed Securities |
| GNMI SF BD9876 X                         | 2047-12-15      | 5.0000%  | 0.0000% | $2814421.00        | $186951.00         | Agency Mortgage-Backed Securities |
| GNMI SF BD7084 X                         | 2047-10-15      | 4.0000%  | 0.0000% | $614909.00         | $86051.00          | Agency Mortgage-Backed Securities |
| GNMI SF BD5918 X                         | 2047-11-15      | 3.5000%  | 0.0000% | $675983.00         | $65472.00          | Agency Mortgage-Backed Securities |
| GNMI SF BD5909 X                         | 2047-10-15      | 3.5000%  | 0.0000% | $509015.00         | $64419.00          | Agency Mortgage-Backed Securities |
| GNII SF MA7595 M                         | 2051-08-20      | 5.5000%  | 0.0000% | $1847052.00        | $658715.00         | Agency Mortgage-Backed Securities |
| GNII SF MA7594 M                         | 2051-09-20      | 5.0000%  | 0.0000% | $494000.00         | $192120.00         | Agency Mortgage-Backed Securities |
| GNII SF MA7368 M                         | 2051-05-20      | 3.0000%  | 0.0000% | $15037878.00       | $6901210.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7316 M                         | 2051-04-20      | 4.5000%  | 0.0000% | $1468000.00        | $493819.00         | Agency Mortgage-Backed Securities |
| GNII SF MA7313 M                         | 2051-04-20      | 3.0000%  | 0.0000% | $48193782.00       | $20423603.00       | Agency Mortgage-Backed Securities |
| GNII SF MA7312 M                         | 2051-04-20      | 2.5000%  | 0.0000% | $2045362.00        | $980165.00         | Agency Mortgage-Backed Securities |
| GNII SF MA7311 M                         | 2051-04-20      | 2.0000%  | 0.0000% | $3169058.00        | $1570716.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7256 M                         | 2051-03-20      | 3.0000%  | 0.0000% | $5407023.00        | $2012078.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7255 M                         | 2051-03-20      | 2.5000%  | 0.0000% | $584955.00         | $266698.00         | Agency Mortgage-Backed Securities |
| GNII SF MA7254 M                         | 2051-03-20      | 2.0000%  | 0.0000% | $30373482.00       | $14670112.00       | Agency Mortgage-Backed Securities |
| GNII SF MA7257 M                         | 2051-03-20      | 3.5000%  | 0.0000% | $12035000.00       | $4448050.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7056 M                         | 2050-12-20      | 4.5000%  | 0.0000% | $1482269.00        | $351294.00         | Agency Mortgage-Backed Securities |
| GNII SF MA7055 M                         | 2050-12-20      | 4.0000%  | 0.0000% | $271778.00         | $80448.00          | Agency Mortgage-Backed Securities |
| GNII SF MA7054 M                         | 2050-12-20      | 3.5000%  | 0.0000% | $3400000.00        | $1098446.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7053 M                         | 2050-12-20      | 3.0000%  | 0.0000% | $367000.00         | $119577.00         | Agency Mortgage-Backed Securities |
| GNII SF MA7052 M                         | 2050-12-20      | 2.5000%  | 0.0000% | $12639198.00       | $4948948.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7051 M                         | 2050-12-20      | 2.0000%  | 0.0000% | $105591447.00      | $48579477.00       | Agency Mortgage-Backed Securities |
| GNII SF MA6996 M                         | 2050-11-20      | 3.0000%  | 0.0000% | $3653928.00        | $1140379.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6995 M                         | 2050-11-20      | 2.5000%  | 0.0000% | $4575884.00        | $1721326.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6999 M                         | 2050-11-20      | 4.5000%  | 0.0000% | $2589660.00        | $568064.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6997 M                         | 2050-11-20      | 3.5000%  | 0.0000% | $8152025.00        | $2390489.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6932 M                         | 2050-10-20      | 3.0000%  | 0.0000% | $17779418.00       | $5520484.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6931 M                         | 2050-10-20      | 2.5000%  | 0.0000% | $15670128.00       | $5784502.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6930 M                         | 2050-10-20      | 2.0000%  | 0.0000% | $87802538.00       | $38639123.00       | Agency Mortgage-Backed Securities |
| GNII SF MA6934 M                         | 2050-10-20      | 4.0000%  | 0.0000% | $4618335.00        | $1308876.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6933 M                         | 2050-10-20      | 3.5000%  | 0.0000% | $260000.00         | $76944.00          | Agency Mortgage-Backed Securities |
| GNII SF MA6868 M                         | 2050-09-20      | 4.0000%  | 0.0000% | $750000.00         | $191489.00         | Agency Mortgage-Backed Securities |
| GNII SF MA7831 M                         | 2052-01-20      | 4.5000%  | 0.0000% | $17498915.00       | $9324483.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7887 M                         | 2052-02-20      | 5.5000%  | 0.0000% | $165045.00         | $67953.00          | Agency Mortgage-Backed Securities |
| GNII SF MA9357 M                         | 2053-12-20      | 3.0000%  | 0.0000% | $20417569.00       | $13636183.00       | Agency Mortgage-Backed Securities |
| GNII SF MA9236 M                         | 2053-10-20      | 3.0000%  | 0.0000% | $108261.00         | $71283.00          | Agency Mortgage-Backed Securities |
| GNII SF MA9848 M                         | 2054-08-20      | 4.0000%  | 0.0000% | $77978.00          | $68175.00          | Agency Mortgage-Backed Securities |
| GNII SF MA9775 M                         | 2054-07-20      | 3.5000%  | 0.0000% | $11059812.00       | $8136791.00        | Agency Mortgage-Backed Securities |
| GNII SF MA9774 M                         | 2054-07-20      | 3.0000%  | 0.0000% | $3710446.00        | $2701116.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7941 M                         | 2052-03-20      | 5.0000%  | 0.0000% | $200000.00         | $109137.00         | Agency Mortgage-Backed Securities |
| GNMI SF BC9135 X                         | 2048-01-15      | 5.0000%  | 0.0000% | $1376060.00        | $54169.00          | Agency Mortgage-Backed Securities |
| GNMI SF BC3797 X                         | 2047-10-15      | 3.5000%  | 0.0000% | $937877.00         | $94655.00          | Agency Mortgage-Backed Securities |
| GNII SF BC1919 C                         | 2047-09-20      | 3.5000%  | 0.0000% | $579236.00         | $103803.00         | Agency Mortgage-Backed Securities |
| GNII SF BC0459 C                         | 2047-11-20      | 3.5000%  | 0.0000% | $1156227.00        | $430683.00         | Agency Mortgage-Backed Securities |
| GNMI SF BB8182 X                         | 2047-09-15      | 4.0000%  | 0.0000% | $1145368.00        | $91674.00          | Agency Mortgage-Backed Securities |
| GNMI SF BB7007 X                         | 2047-07-15      | 3.5000%  | 0.0000% | $1000.00           | $539.00            | Agency Mortgage-Backed Securities |
| GNMI SF BB3846 X                         | 2047-12-15      | 5.0000%  | 0.0000% | $2013256.00        | $238231.00         | Agency Mortgage-Backed Securities |
| GNMI SF BB3738 X                         | 2047-11-15      | 5.0000%  | 0.0000% | $2707646.00        | $222941.00         | Agency Mortgage-Backed Securities |
| GNMI SF BB3606 X                         | 2047-10-15      | 5.0000%  | 0.0000% | $1228427.00        | $216216.00         | Agency Mortgage-Backed Securities |
| GNII SF BB3405 C                         | 2047-07-20      | 3.5000%  | 0.0000% | $1670000.00        | $363616.00         | Agency Mortgage-Backed Securities |
| GNII SF BB3525 C                         | 2047-09-20      | 4.0000%  | 0.0000% | $4318667.00        | $744197.00         | Agency Mortgage-Backed Securities |
| GNMI SF BB2325 X                         | 2047-09-15      | 4.5000%  | 0.0000% | $1326557.00        | $63281.00          | Agency Mortgage-Backed Securities |
| GNII SF BA8385 C                         | 2047-11-20      | 3.5000%  | 0.0000% | $1647118.00        | $702403.00         | Agency Mortgage-Backed Securities |
| GNII SF MA9663 M                         | 2054-04-20      | 3.0000%  | 0.0000% | $5935135.00        | $4274902.00        | Agency Mortgage-Backed Securities |
| GNII SF MA9537 M                         | 2054-03-20      | 3.5000%  | 0.0000% | $27777921.00       | $18367683.00       | Agency Mortgage-Backed Securities |
| GNII SF MA6866 M                         | 2050-09-20      | 3.0000%  | 0.0000% | $40939613.00       | $11969515.00       | Agency Mortgage-Backed Securities |
| GNII SF MA6865 M                         | 2050-09-20      | 2.5000%  | 0.0000% | $8251001.00        | $2965546.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6869 M                         | 2050-09-20      | 4.5000%  | 0.0000% | $510000.00         | $116112.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6825 M                         | 2050-08-20      | 5.5000%  | 0.0000% | $700000.00         | $143174.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6823 M                         | 2050-08-20      | 4.5000%  | 0.0000% | $1590000.00        | $344076.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6822 M                         | 2050-08-20      | 4.0000%  | 0.0000% | $10121508.00       | $2341685.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6821 M                         | 2050-08-20      | 3.5000%  | 0.0000% | $4843070.00        | $1246707.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6820 M                         | 2050-08-20      | 3.0000%  | 0.0000% | $15633251.00       | $4313286.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6818 M                         | 2050-08-20      | 2.0000%  | 0.0000% | $32401792.00       | $13304557.00       | Agency Mortgage-Backed Securities |
| GNII SF MA6769 M                         | 2050-07-20      | 4.5000%  | 0.0000% | $293000.00         | $65933.00          | Agency Mortgage-Backed Securities |
| GNII SF MA6766 M                         | 2050-07-20      | 3.0000%  | 0.0000% | $59994475.00       | $15319645.00       | Agency Mortgage-Backed Securities |
| GNII SF MA6765 M                         | 2050-07-20      | 2.5000%  | 0.0000% | $30184142.00       | $9078666.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6764 M                         | 2050-07-20      | 2.0000%  | 0.0000% | $5265290.00        | $1951333.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6708 M                         | 2050-06-20      | 2.0000%  | 0.0000% | $200000.00         | $70639.00          | Agency Mortgage-Backed Securities |
| GNII SF MA6711 M                         | 2050-06-20      | 3.5000%  | 0.0000% | $19475016.00       | $4139041.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6710 M                         | 2050-06-20      | 3.0000%  | 0.0000% | $16545402.00       | $3908194.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6709 M                         | 2050-06-20      | 2.5000%  | 0.0000% | $313917332.00      | $86251256.00       | Agency Mortgage-Backed Securities |
| GNII SF MA6659 M                         | 2050-05-20      | 4.5000%  | 0.0000% | $5000000.00        | $900874.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6658 M                         | 2050-05-20      | 4.0000%  | 0.0000% | $19486491.00       | $3732640.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6657 M                         | 2050-05-20      | 3.5000%  | 0.0000% | $87412417.00       | $17585019.00       | Agency Mortgage-Backed Securities |
| GNII SF MA6656 M                         | 2050-05-20      | 3.0000%  | 0.0000% | $316760419.00      | $72240986.00       | Agency Mortgage-Backed Securities |
| GNII SF MA6655 M                         | 2050-05-20      | 2.5000%  | 0.0000% | $910000.00         | $236034.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6654 M                         | 2050-05-20      | 2.0000%  | 0.0000% | $157394.00         | $62275.00          | Agency Mortgage-Backed Securities |
| GNII SF MA6602 M                         | 2050-04-20      | 4.5000%  | 0.0000% | $4046000.00        | $689144.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6601 M                         | 2050-04-20      | 4.0000%  | 0.0000% | $16571213.00       | $2884067.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 4.5000%  | 0.0000% | $33217106.00       | $23311852.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-05-15      | 3.0000%  | 0.0000% | $192439.00         | $125223.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-15      | 3.0000%  | 0.0000% | $130901.00         | $91387.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-15      | 3.0000%  | 0.0000% | $221000.00         | $138134.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-15      | 3.5000%  | 0.0000% | $3021349.00        | $434633.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 3.5000%  | 0.0000% | $33329569.00       | $28337547.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-15      | 2.5000%  | 0.0000% | $20068686.00       | $12801605.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-02-15      | 4.5000%  | 0.0000% | $304597.00         | $151736.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-15      | 5.0000%  | 0.0000% | $31940923.00       | $18383520.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-20      | 3.5000%  | 0.0000% | $35324078.00       | $25187206.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-15      | 4.5000%  | 0.0000% | $16102667.00       | $7220833.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-15      | 3.0000%  | 0.0000% | $95660464.00       | $64827972.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 5.5000%  | 0.0000% | $6204000.00        | $3924684.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $600000.00         | $332371.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 6.5000%  | 0.0000% | $7780891.00        | $2516392.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 3.5000%  | 0.0000% | $200000.00         | $78636.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 5.5000%  | 0.0000% | $3061890.00        | $562913.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 5.0000%  | 0.0000% | $380752.00         | $80401.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.5000%  | 0.0000% | $1233000.00        | $547937.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-15      | 4.5000%  | 0.0000% | $66344192.00       | $16782292.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 2.5000%  | 0.0000% | $52226595.00       | $27704387.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 2.5000%  | 0.0000% | $30661731.00       | $12306801.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-02-20      | 4.0000%  | 0.0000% | $89988734.00       | $17016861.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 4.5000%  | 0.0000% | $1300000.00        | $204076.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 2.0000%  | 0.0000% | $17141560.00       | $6585479.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-20      | 3.0000%  | 0.0000% | $31984840.00       | $6347903.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 3.5000%  | 0.0000% | $4604911.00        | $777938.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 3.0000%  | 0.0000% | $3300000.00        | $1489010.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 4.0000%  | 0.0000% | $400000.00         | $54244.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 3.5000%  | 0.0000% | $6800000.00        | $1688065.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 4.5000%  | 0.0000% | $3068000.00        | $1100967.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-15      | 3.5000%  | 0.0000% | $27658595.00       | $6064972.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 3.5000%  | 0.0000% | $6170000.00        | $234610.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 5.0000%  | 0.0000% | $698261.00         | $121384.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 3.5000%  | 0.0000% | $14394940.00       | $4221165.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-05-20      | 6.0000%  | 0.0000% | $1500000.00        | $160071.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-01-20      | 3.5000%  | 0.0000% | $2408949.00        | $643763.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 3.5000%  | 0.0000% | $200000.00         | $64474.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-05-15      | 4.0000%  | 0.0000% | $1152869.00        | $92578.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-15      | 5.0000%  | 0.0000% | $859054.00         | $118278.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-01-20      | 5.0000%  | 0.0000% | $600000.00         | $92624.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-03-20      | 3.5000%  | 0.0000% | $4500000.00        | $1244776.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-15      | 5.0000%  | 0.0000% | $3007367.00        | $1238539.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 2.5000%  | 0.0000% | $100000.00         | $52541.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-15      | 3.5000%  | 0.0000% | $5428926.00        | $3739829.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.5000%  | 0.0000% | $60084232.00       | $30690304.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-07-20      | 4.0000%  | 0.0000% | $7794443.00        | $83168.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-06-15      | 3.5000%  | 0.0000% | $4420000.00        | $989819.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 3.5000%  | 0.0000% | $500000.00         | $123949.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 3.5000%  | 0.0000% | $253230.00         | $62431.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 3.5000%  | 0.0000% | $325000.00         | $89017.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 4.0000%  | 0.0000% | $47416536.00       | $43457810.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 4.0000%  | 0.0000% | $57624309.00       | $51795874.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 7.0000%  | 0.0000% | $1326598.00        | $685108.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 7.0000%  | 0.0000% | $1210263.00        | $763697.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-01-20      | 7.0000%  | 0.0000% | $1200155.00        | $995018.00         | Agency Mortgage-Backed Securities |

### Security 294: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR10429B, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR10429B7791565BN
- **C.18 - Value (incl. sponsor support):** $2549494080.00
- **C.18.a - Value (excl. sponsor support):** $2549494080.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $1146900.00        | $783364.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $2150843.00        | $1430159.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.0000%  | 0.0000% | $3025.00           | $1905.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.5000%  | 0.0000% | $1492000.00        | $907669.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-04-01      | 5.5000%  | 0.0000% | $4671.00           | $2354.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $699000.00         | $426886.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.5000%  | 0.0000% | $425000.00         | $257311.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $596.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-09-01      | 3.5000%  | 0.0000% | $5544472.00        | $2302734.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $8443632.00        | $5087564.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 3.0000%  | 0.0000% | $258514.00         | $130679.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-04-01      | 2.0000%  | 0.0000% | $1002.00           | $720.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-09-01      | 5.0000%  | 0.0000% | $13347683.00       | $8171804.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-09-01      | 2.5000%  | 0.0000% | $65000.00          | $40240.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-07-01      | 6.0000%  | 0.0000% | $1000.00           | $481.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-03-01      | 4.0000%  | 0.0000% | $15970872.00       | $3704691.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 3.5000%  | 0.0000% | $1036.00           | $285.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $179.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-08-01      | 4.0000%  | 0.0000% | $1000.00           | $136.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $273.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-09-01      | 3.5000%  | 0.0000% | $20813323.00       | $3860345.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-08-01      | 4.5000%  | 0.0000% | $1000.00           | $124.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-08-01      | 3.5000%  | 0.0000% | $13726.00          | $981.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-06-01      | 4.5000%  | 0.0000% | $1000.00           | $70.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-12-01      | 4.0000%  | 0.0000% | $1117.00           | $108.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-04-01      | 3.5000%  | 0.0000% | $1002.00           | $59.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-02-01      | 4.0000%  | 0.0000% | $5676999.00        | $677274.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 4.0000%  | 0.0000% | $1440296.00        | $319672.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 3.5000%  | 0.0000% | $1421.00           | $447.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 3.5000%  | 0.0000% | $1171243.00        | $275355.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-08-01      | 3.5000%  | 0.0000% | $1991.00           | $283.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-01-01      | 4.0000%  | 0.0000% | $2664.00           | $257.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-06-01      | 4.5000%  | 0.0000% | $1067.00           | $77.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-11-01      | 3.0000%  | 0.0000% | $1004.00           | $157.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-11-01      | 5.5000%  | 0.0000% | $14703251.00       | $820964.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 5.0000%  | 0.0000% | $21765477.00       | $21481392.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $35874228.00       | $35278579.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $5284584.00        | $5168748.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 4.5000%  | 0.0000% | $19924829.00       | $19090097.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.0000%  | 0.0000% | $2611544.00        | $2537504.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $14370548.00       | $12676128.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $98007.00          | $75912.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $854.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.0000%  | 0.0000% | $14000.00          | $12368.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 4.0000%  | 0.0000% | $20000.00          | $17419.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-10-01      | 5.0000%  | 0.0000% | $1000.00           | $669.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $17900.00          | $15141.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-09-01      | 5.5000%  | 0.0000% | $1000.00           | $505.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 4.0000%  | 0.0000% | $10000.00          | $8546.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.5000%  | 0.0000% | $99000.00          | $73911.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1574.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 4.5000%  | 0.0000% | $2681755.00        | $2154620.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.5000%  | 0.0000% | $31144923.00       | $12748991.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $16938184.00       | $9016809.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $569000.00         | $400358.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $743.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 4.5000%  | 0.0000% | $2111684.00        | $1610027.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.0000%  | 0.0000% | $1276.00           | $935.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $3119544.00        | $2259222.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $730.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $196494.00         | $141139.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $713.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $8000.00           | $5433.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 2.5000%  | 0.0000% | $586998.00         | $393527.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $643.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $1164774.00        | $733775.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $1063.00           | $672.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-01-01      | 2.0000%  | 0.0000% | $24249441.00       | $14511151.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-01-01      | 2.0000%  | 0.0000% | $1909808.00        | $1028756.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 4.5000%  | 0.0000% | $1694990.00        | $1489176.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.0000%  | 0.0000% | $20621594.00       | $11853738.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 2.0000%  | 0.0000% | $3924000.00        | $2272424.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 2.5000%  | 0.0000% | $1001.00           | $447.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $5736441.00        | $3036009.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.5000%  | 0.0000% | $1408037.00        | $739927.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.0000%  | 0.0000% | $19916700.00       | $10742230.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-02-01      | 2.0000%  | 0.0000% | $1012.00           | $432.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $16000.00          | $6166.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $1001.00           | $356.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 2.5000%  | 0.0000% | $21115877.00       | $6766801.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $4800999.00        | $1610211.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 2.5000%  | 0.0000% | $1002.00           | $209.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.5000%  | 0.0000% | $357284836.00      | $28824807.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-06-01      | 3.5000%  | 0.0000% | $1517701.00        | $134126.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 3.0000%  | 0.0000% | $3323000.00        | $339016.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $608.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.0000%  | 0.0000% | $6783428.00        | $4136347.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $18992524.00       | $11101379.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $1411866.00        | $782893.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.0000%  | 0.0000% | $45000.00          | $26278.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-09-01      | 5.5000%  | 0.0000% | $5689673.00        | $101310.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1014.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $29790950.00       | $30081271.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $1744112.00        | $1584062.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $8579762.00        | $8109204.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $527382.00         | $514079.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1819.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $33893661.00       | $25222791.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $2620830.00        | $2303662.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $4759902.00        | $3157538.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $47632.00          | $37284.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.5000%  | 0.0000% | $2299.00           | $1402.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.0000%  | 0.0000% | $16628830.00       | $12826522.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $209408.00         | $148620.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.5000%  | 0.0000% | $3000.00           | $2329.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $1500000.00        | $1068475.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.5000%  | 0.0000% | $2495700.00        | $1268418.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%  | 0.0000% | $1728822.00        | $1116422.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $168115.00         | $161973.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $943500.00         | $676799.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $10708765.00       | $10789767.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $1953137.00        | $1405671.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 7.0000%  | 0.0000% | $1722498.00        | $748481.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $2621604.00        | $1656010.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $3211302.00        | $2114263.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 4.5000%  | 0.0000% | $1890412.00        | $1600693.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 5.5000%  | 0.0000% | $2012531.00        | $2013153.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $6578194.00        | $5783295.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $1292528.00        | $715003.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.0000%  | 0.0000% | $9500000.00        | $4075456.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.0000%  | 0.0000% | $1001.00           | $237.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $6741490.00        | $2823362.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-04-01      | 2.0000%  | 0.0000% | $497000.00         | $280416.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 3.0000%  | 0.0000% | $1026.00           | $175.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 5.0000%  | 0.0000% | $2003.00           | $450.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.0000%  | 0.0000% | $46078000.00       | $6552208.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-05-01      | 5.5000%  | 0.0000% | $24638885.00       | $5845346.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-04-01      | 2.5000%  | 0.0000% | $1002.00           | $191.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-01-01      | 3.5000%  | 0.0000% | $21721.00          | $4948.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 4.5000%  | 0.0000% | $22104212.00       | $3796413.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 4.5000%  | 0.0000% | $10235072.00       | $2395076.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $2000.00           | $2025.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $1811288.00        | $1787781.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $3377501.00        | $3309244.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $5844340.00        | $5813654.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $5292230.00        | $5194098.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 6.5000%  | 0.0000% | $1000.00           | $803.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $4840599.00        | $4569965.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $2503018.00        | $2199719.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.0000%  | 0.0000% | $8860191.00        | $8605118.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $5814088.00        | $5774300.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $341167.00         | $337025.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1676173.00        | $1691701.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $2000.00           | $2021.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $2273443.00        | $2270933.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $5917097.00        | $5447537.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1046620.00        | $840284.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $6087144.00        | $6156590.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $11175297.00       | $11531652.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $3057816.00        | $2878792.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $1097675.00        | $1166299.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $26175.00          | $26867.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $2714509.00        | $2124614.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $1217000.00        | $801662.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $860.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $4098687.00        | $4236622.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $415551.00         | $404692.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 5.5000%  | 0.0000% | $7038.00           | $6808.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $5924220.00        | $5526334.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.5000%  | 0.0000% | $2095057.00        | $1503059.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.5000%  | 0.0000% | $2545630.00        | $2272848.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $3049362.00        | $3053074.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $6003.00           | $6006.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 7.0000%  | 0.0000% | $370027.00         | $394296.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $6936350.00        | $7009217.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $2000.00           | $2004.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $2623992.00        | $1599019.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $3197843.00        | $2498848.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $420546.00         | $369672.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $862.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 7.0000%  | 0.0000% | $3748516.00        | $3062836.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $20271948.00       | $19375894.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $1904855.00        | $1750668.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $30852292.00       | $23646130.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $2485558.00        | $2390055.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1557.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $318330.00         | $315927.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.5000%  | 0.0000% | $1288911.00        | $926041.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.5000%  | 0.0000% | $1145188.00        | $1183290.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $1217948.00        | $1257500.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-06-01      | 5.0000%  | 0.0000% | $4596291.00        | $3752400.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $4902712.00        | $4568318.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $2520480.00        | $2485326.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $342910.00         | $317767.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $10543264.00       | $9865632.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $2285248.00        | $1913446.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $2561804.00        | $2620181.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $2617300.00        | $1301061.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $1216406.00        | $1224331.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $4595224.00        | $3727600.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 4.0000%  | 0.0000% | $22000.00          | $19978.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-07-13      | 2.1500%  | 0.0000% | $22000.00          | $15442.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2976.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $4278529.00        | $3567417.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $7780185.00        | $5849931.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.5000%  | 0.0000% | $22000.00          | $16069.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-07-01      | 2.0000%  | 0.0000% | $1000.00           | $471.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.0000%  | 0.0000% | $51009.00          | $36566.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $15300988.00       | $11431372.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $5376000.00        | $3596663.00        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-06-01      | 4.0000%  | 0.0000% | $1210.00           | $801.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 5.0000%  | 0.0000% | $15647823.00       | $9495866.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.0000%  | 0.0000% | $673607.00         | $440344.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.5000%  | 0.0000% | $1057.00           | $693.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.0000%  | 0.0000% | $42875463.00       | $26501250.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 4.5000%  | 0.0000% | $2850000.00        | $2570399.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.0000%  | 0.0000% | $819606.00         | $637039.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $147964.00         | $130132.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 4.0000%  | 0.0000% | $1000.00           | $895.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $24150.00          | $24831.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $4331100.00        | $4248327.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $988.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 7.0000%  | 0.0000% | $269288.00         | $240030.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.0000%  | 0.0000% | $3305452.00        | $3250454.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.5000%  | 0.0000% | $1170.00           | $922.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1001.00           | $999.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 4.5000%  | 0.0000% | $12265.00          | $11718.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $2008.00           | $1967.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $595861.00         | $610060.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $700727.00         | $716353.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $331245.00         | $339441.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $504800.00         | $513588.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $2001.00           | $2108.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1001.00           | $1059.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $289424.00         | $305928.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $1001.00           | $1055.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $62744.00          | $66046.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1054.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $2209.00           | $2324.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1476145.00        | $1512672.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $432265.00         | $439262.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1061.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 7.0000%  | 0.0000% | $37616.00          | $40083.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.5000%  | 0.0000% | $1077465.00        | $1136129.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 7.0000%  | 0.0000% | $1026.00           | $1084.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1038.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1052.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $278031.00         | $218378.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $358431.00         | $265614.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.0000%  | 0.0000% | $6871.00           | $4259.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $30792200.00       | $25029234.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $581.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $8098396.00        | $4613192.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 6.0000%  | 0.0000% | $1027570.00        | $586500.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $21662258.00       | $15423768.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.0000%  | 0.0000% | $271529.00         | $161471.00         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-10-01      | 6.0000%  | 0.0000% | $4873363.00        | $2923901.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $305335.00         | $223440.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.0000%  | 0.0000% | $32726.00          | $20122.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.0000%  | 0.0000% | $490561.00         | $301622.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.0000%  | 0.0000% | $4650360.00        | $3616079.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $721.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $74203961.00       | $53475609.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 3.5000%  | 0.0000% | $323047.00         | $235324.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $740.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 3.0000%  | 0.0000% | $9832634.00        | $6843753.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.0000%  | 0.0000% | $1441552.00        | $1060076.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 3.5000%  | 0.0000% | $594247.00         | $427557.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.0000%  | 0.0000% | $8550000.00        | $5859604.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $2036198.00        | $1312811.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.0000%  | 0.0000% | $10151000.00       | $6476631.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.5000%  | 0.0000% | $31000.00          | $19562.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.5000%  | 0.0000% | $3106006.00        | $1958990.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $301018.00         | $185788.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $6843690.00        | $4223929.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.0000%  | 0.0000% | $270001.00         | $165385.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $5403975.00        | $3247358.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.0000%  | 0.0000% | $3102000.00        | $1882036.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 2.5000%  | 0.0000% | $2263430.00        | $1326992.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 3.0000%  | 0.0000% | $9309419.00        | $5750282.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.5000%  | 0.0000% | $1074288.00        | $657960.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-01-01      | 2.5000%  | 0.0000% | $2109300.00        | $942944.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 4.5000%  | 0.0000% | $2586865.00        | $1856362.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 2.0000%  | 0.0000% | $1860000.00        | $977192.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $2407002.00        | $2163606.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $3264000.00        | $2982965.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-10-01      | 3.0000%  | 0.0000% | $4037.00           | $1231.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 2.5000%  | 0.0000% | $1001.00           | $339.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-04-01      | 2.5000%  | 0.0000% | $10355000.00       | $2181118.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-09-01      | 2.5000%  | 0.0000% | $7530516.00        | $1335203.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $3803000.00        | $3122477.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $839.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $220000.00         | $183074.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.0000%  | 0.0000% | $5496250.00        | $4518785.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $41635426.00       | $25150345.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.0000%  | 0.0000% | $315000.00         | $276196.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 1.5000%  | 0.0000% | $16250984.00       | $10248410.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.5000%  | 0.0000% | $3677792.00        | $2749996.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-08-01      | 4.5000%  | 0.0000% | $11923.00          | $8198.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.0000%  | 0.0000% | $1168000.00        | $774018.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.0000%  | 0.0000% | $7000000.00        | $5193276.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $2615.00           | $1800.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 2.0000%  | 0.0000% | $3119942.00        | $1959614.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $2969.00           | $2236.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $27598685.00       | $21548647.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $17348827.00       | $13806573.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1928893.00        | $1406767.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $86912.00          | $92401.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1068.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1064.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $235508.00         | $247961.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1055.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1423786.00        | $1445091.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $441564.00         | $451411.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $209673.00         | $220943.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $72566.00          | $76926.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1002.00           | $1055.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1078.00           | $1144.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.5000%  | 0.0000% | $1060.00           | $1140.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $53718.00          | $48153.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 7.5000%  | 0.0000% | $2003.00           | $2151.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1049.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $2000.00           | $1867.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.0000%  | 0.0000% | $10000.00          | $10771.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.5000%  | 0.0000% | $1005.00           | $1043.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $381369.00         | $388008.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.5000%  | 0.0000% | $2129.00           | $2275.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.5000%  | 0.0000% | $9001.00           | $8609.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1000.00           | $977.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1056.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1000.00           | $943.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.5000%  | 0.0000% | $5023760.00        | $4946981.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.5000%  | 0.0000% | $2007.00           | $1499.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $114302.00         | $119268.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.0000%  | 0.0000% | $1000.00           | $977.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 7.0000%  | 0.0000% | $6558.00           | $6969.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $963.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.5000%  | 0.0000% | $7009.00           | $5926.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.0000%  | 0.0000% | $242572.00         | $233818.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.5000%  | 0.0000% | $84496.00          | $60838.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.5000%  | 0.0000% | $1000.00           | $785.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 7.5000%  | 0.0000% | $9000.00           | $9111.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 4.5000%  | 0.0000% | $4114.00           | $3664.00           | Agency Mortgage-Backed Securities   |
| GNII SF CB8590 C                         | 2051-03-20      | 2.5000%  | 0.0000% | $1000.00           | $595.00            | Agency Mortgage-Backed Securities   |
| GNII SF CB4292 C                         | 2051-03-20      | 4.0000%  | 0.0000% | $1000.00           | $669.00            | Agency Mortgage-Backed Securities   |
| GNII SF BZ3902 C                         | 2050-11-20      | 4.0000%  | 0.0000% | $1000.00           | $649.00            | Agency Mortgage-Backed Securities   |
| GNII SF BZ3455 C                         | 2050-12-20      | 5.0000%  | 0.0000% | $1000.00           | $147.00            | Agency Mortgage-Backed Securities   |
| GNII SF BU8834 C                         | 2050-05-20      | 4.0000%  | 0.0000% | $1000.00           | $177.00            | Agency Mortgage-Backed Securities   |
| GNII SF BU3071 C                         | 2050-04-20      | 5.0000%  | 0.0000% | $1000.00           | $618.00            | Agency Mortgage-Backed Securities   |
| GNII SF BU2920 C                         | 2050-04-20      | 4.0000%  | 0.0000% | $1000.00           | $472.00            | Agency Mortgage-Backed Securities   |
| GNII SF BR8836 C                         | 2050-02-20      | 4.0000%  | 0.0000% | $2000.00           | $598.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA9670 M                         | 2054-05-20      | 6.5000%  | 0.0000% | $1001.00           | $415.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA9669 M                         | 2054-05-20      | 6.0000%  | 0.0000% | $12192.00          | $7363.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA9490 M                         | 2054-02-20      | 6.5000%  | 0.0000% | $1055.00           | $395.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA9423 M                         | 2054-01-20      | 5.5000%  | 0.0000% | $9437.00           | $6698.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA9362 M                         | 2053-12-20      | 5.5000%  | 0.0000% | $3265.00           | $2404.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA9017 M                         | 2053-07-20      | 5.5000%  | 0.0000% | $1542560.00        | $1051434.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA9016 M                         | 2053-07-20      | 5.0000%  | 0.0000% | $1180000.00        | $923140.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA9780 M                         | 2054-07-20      | 6.0000%  | 0.0000% | $1000.00           | $549.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA9779 M                         | 2054-07-20      | 5.5000%  | 0.0000% | $10000.00          | $7125.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA8801 M                         | 2053-04-20      | 5.5000%  | 0.0000% | $2048.00           | $1308.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA8801 M                         | 2053-04-20      | 5.5000%  | 0.0000% | $477204.00         | $304701.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA8800 M                         | 2053-04-20      | 5.0000%  | 0.0000% | $2597000.00        | $1907175.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA8727 M                         | 2053-03-20      | 6.0000%  | 0.0000% | $3008.00           | $1340.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA8726 M                         | 2053-03-20      | 5.5000%  | 0.0000% | $1000.00           | $619.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA8725 M                         | 2053-03-20      | 5.0000%  | 0.0000% | $1335000.00        | $960223.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA8648 M                         | 2053-02-20      | 5.5000%  | 0.0000% | $1024.00           | $621.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA8647 M                         | 2053-02-20      | 5.0000%  | 0.0000% | $485000.00         | $343051.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA8571 M                         | 2053-01-20      | 6.0000%  | 0.0000% | $1000.00           | $459.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA8571 M                         | 2053-01-20      | 6.0000%  | 0.0000% | $1270490.00        | $582803.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA8569 M                         | 2053-01-20      | 5.0000%  | 0.0000% | $202390.00         | $141503.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA8491 M                         | 2052-12-20      | 5.5000%  | 0.0000% | $17489.00          | $10620.00          | Agency Mortgage-Backed Securities   |
| GNII SF MA8490 M                         | 2052-12-20      | 5.0000%  | 0.0000% | $1000.00           | $713.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA8430 M                         | 2052-11-20      | 6.0000%  | 0.0000% | $4344.00           | $2018.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA8427 M                         | 2052-11-20      | 4.5000%  | 0.0000% | $362017.00         | $261735.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA8348 M                         | 2052-10-20      | 5.0000%  | 0.0000% | $1001.00           | $697.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA8268 M                         | 2052-09-20      | 4.5000%  | 0.0000% | $9010.00           | $6362.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA8267 M                         | 2052-09-20      | 4.0000%  | 0.0000% | $2048.00           | $1445.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA8202 M                         | 2052-08-20      | 5.0000%  | 0.0000% | $10804.00          | $7468.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA8948 M                         | 2053-06-20      | 5.5000%  | 0.0000% | $229366.00         | $155318.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA8879 M                         | 2053-05-20      | 5.5000%  | 0.0000% | $5202615.00        | $3499039.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA8878 M                         | 2053-05-20      | 5.0000%  | 0.0000% | $4694850.00        | $3567073.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA7937 M                         | 2052-03-20      | 3.0000%  | 0.0000% | $503000.00         | $307681.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA7936 M                         | 2052-03-20      | 2.5000%  | 0.0000% | $1000.00           | $599.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA7880 M                         | 2052-02-20      | 2.0000%  | 0.0000% | $873044.00         | $517015.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA7767 M                         | 2051-12-20      | 2.5000%  | 0.0000% | $4680362.00        | $2747501.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA7705 M                         | 2051-11-20      | 2.5000%  | 0.0000% | $1000.00           | $578.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA7588 M                         | 2051-09-20      | 2.0000%  | 0.0000% | $2280.00           | $1250.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA8100 M                         | 2052-06-20      | 4.0000%  | 0.0000% | $2024.00           | $1371.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA8096 M                         | 2052-06-20      | 2.0000%  | 0.0000% | $628640.00         | $386828.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA8045 M                         | 2052-05-20      | 4.0000%  | 0.0000% | $44756.00          | $30241.00          | Agency Mortgage-Backed Securities   |
| GNII SF MA7991 M                         | 2052-04-20      | 4.5000%  | 0.0000% | $643000.00         | $429850.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA7990 M                         | 2052-04-20      | 4.0000%  | 0.0000% | $589000.00         | $388737.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA7989 M                         | 2052-04-20      | 3.5000%  | 0.0000% | $64598200.00       | $42101454.00       | Agency Mortgage-Backed Securities   |
| GNII SF MA6994 M                         | 2050-11-20      | 2.0000%  | 0.0000% | $181847.00         | $81998.00          | Agency Mortgage-Backed Securities   |
| GNII SF MA6710 M                         | 2050-06-20      | 3.0000%  | 0.0000% | $1677802.00        | $396314.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA6599 M                         | 2050-04-20      | 3.0000%  | 0.0000% | $2588.00           | $520.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA6478 M                         | 2050-02-20      | 5.0000%  | 0.0000% | $2680483.00        | $366467.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA5712 M                         | 2049-01-20      | 5.0000%  | 0.0000% | $3241.00           | $180.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $2003.00           | $2162.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.0000%  | 0.0000% | $47865.00          | $50042.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $23806.00          | $24096.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $3028.00           | $3187.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $11011.00          | $10923.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $7439.00           | $7366.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 4.5000%  | 0.0000% | $1040.00           | $1001.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $30450.00          | $30077.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 4.5000%  | 0.0000% | $6000.00           | $5767.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 4.5000%  | 0.0000% | $3643520.00        | $3488252.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $3077.00           | $3031.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.0000%  | 0.0000% | $917957.00         | $894141.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $3000.00           | $2881.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.5000%  | 0.0000% | $3000.00           | $2671.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.0000%  | 0.0000% | $1560912.00        | $1485144.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $2173.00           | $1836.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $5168.00           | $4366.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $527999.00         | $318744.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 5.5000%  | 0.0000% | $2357292.00        | $1961396.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 5.0000%  | 0.0000% | $4096.00           | $3799.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $1148.00           | $924.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $12095.00          | $9731.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.0000%  | 0.0000% | $4352.00           | $3960.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.5000%  | 0.0000% | $7553087.00        | $5749220.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.0000%  | 0.0000% | $7009.00           | $6301.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 5.5000%  | 0.0000% | $50047.00          | $36873.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 5.0000%  | 0.0000% | $5669.00           | $4993.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $5993100.00        | $4806440.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 6.5000%  | 0.0000% | $10885488.00       | $7610381.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $5980932.00        | $4579428.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $752.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $88451098.00       | $62885125.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $50085792.00       | $33760138.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $1208000.00        | $828695.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.0000%  | 0.0000% | $22229934.00       | $14621194.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $1950673.00        | $1414568.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $41000.00          | $28047.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 3.5000%  | 0.0000% | $50922693.00       | $33028909.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 5.0000%  | 0.0000% | $149348.00         | $95455.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $706.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $1022824.00        | $641884.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $612.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $395802.00         | $268887.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $24647642.00       | $15838775.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $595.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.0000%  | 0.0000% | $6255847.00        | $3655777.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $16646553.00       | $10335461.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $13001808.00       | $7441715.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $12676912.00       | $7167566.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 2.5000%  | 0.0000% | $12290.00          | $6222.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $12841000.00       | $7877096.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 2.0000%  | 0.0000% | $1971568.00        | $974282.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 2.0000%  | 0.0000% | $52803968.00       | $26551789.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $929329.00         | $739575.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $9353050.00        | $5006144.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 3.0000%  | 0.0000% | $7995000.00        | $3884305.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $357.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.0000%  | 0.0000% | $17789941.00       | $3675338.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.0000%  | 0.0000% | $58645914.00       | $9700705.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 4.5000%  | 0.0000% | $2114.00           | $402.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $37020.00          | $36246.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.5000%  | 0.0000% | $1256538.00        | $1290185.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.5000%  | 0.0000% | $220013.00         | $181921.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $597064.00         | $383758.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $22488.00          | $21879.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $7064235.00        | $6719683.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $1997500.00        | $2024473.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $2048.00           | $2081.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 6.0000%  | 0.0000% | $459000.00         | $358775.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $16346545.00       | $13022062.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $679138.00         | $573328.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $1181552.00        | $892251.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.5000%  | 0.0000% | $1195000.00        | $975804.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $790.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-15      | 4.5000%  | 0.0000% | $13011.00          | $3420.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-11-20      | 6.5000%  | 0.0000% | $5989850.00        | $463240.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.0000%  | 0.0000% | $2000.00           | $93.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 6.0000%  | 0.0000% | $2018.00           | $300.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 5.0000%  | 0.0000% | $1001.00           | $62.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-03-15      | 6.5000%  | 0.0000% | $465470.00         | $2480.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 5.0000%  | 0.0000% | $13301.00          | $621.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-15      | 5.0000%  | 0.0000% | $1010.00           | $16.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-20      | 3.5000%  | 0.0000% | $3051273.00        | $201361.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-20      | 4.5000%  | 0.0000% | $55000.00          | $2210.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-20      | 4.5000%  | 0.0000% | $52043.00          | $2173.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-20      | 4.5000%  | 0.0000% | $47096.00          | $1593.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-20      | 7.0000%  | 0.0000% | $18240.00          | $329.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-20      | 4.5000%  | 0.0000% | $115660.00         | $3739.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-20      | 4.5000%  | 0.0000% | $40000.00          | $1296.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-20      | 4.5000%  | 0.0000% | $91000.00          | $3178.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-20      | 4.5000%  | 0.0000% | $130000.00         | $4316.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-20      | 4.5000%  | 0.0000% | $1039.00           | $35.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-20      | 4.5000%  | 0.0000% | $174000.00         | $4462.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-05-20      | 4.5000%  | 0.0000% | $213000.00         | $2290.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-20      | 4.5000%  | 0.0000% | $30000.00          | $968.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $1947.00           | $2041.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 7.0000%  | 0.0000% | $66207.00          | $70659.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 6.0000%  | 0.0000% | $5927100.00        | $6130807.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 6.0000%  | 0.0000% | $7000.00           | $7178.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 4.5000%  | 0.0000% | $2061108.00        | $1989994.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $4163344.00        | $4134552.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.5000%  | 0.0000% | $2877419.00        | $2928883.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $1277.00           | $1265.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $1195156.00        | $1178280.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $3521741.00        | $3253735.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $1130392.00        | $1073580.00        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-01-01      | 6.5000%  | 0.0000% | $1008.00           | $1047.00           | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-01-01      | 6.5000%  | 0.0000% | $5066957.00        | $5279244.00        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-01-01      | 5.5000%  | 0.0000% | $3683480.00        | $3695515.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $68108340.00       | $66920712.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 4.5000%  | 0.0000% | $221465.00         | $212554.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 4.5000%  | 0.0000% | $5352560.00        | $5124848.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $82188903.00       | $79864850.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.0000%  | 0.0000% | $58192059.00       | $57432530.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 4.5000%  | 0.0000% | $1247028.00        | $1153078.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.5000%  | 0.0000% | $24256000.00       | $24623133.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $4407228.00        | $4449545.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $32509.00          | $33026.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $18190625.00       | $17872441.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $3754280.00        | $3641224.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $11109.00          | $11368.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $117602.00         | $119446.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $21507504.00       | $21416498.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.0000%  | 0.0000% | $1523040.00        | $1358105.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $30433184.00       | $21664352.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $1275534.00        | $1118426.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $6835680.00        | $4978893.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $8544594.00        | $5873190.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-06-01      | 3.0000%  | 0.0000% | $16597380.00       | $14897266.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $30901433.00       | $31142293.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.0000%  | 0.0000% | $2264.00           | $1821.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $46995825.00       | $44918998.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $8006034.00        | $8181172.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $19839599.00       | $20619011.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $39790272.00       | $38722339.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $3139912.00        | $3108155.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $4660608.00        | $3946538.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-01-01      | 3.5000%  | 0.0000% | $194533.00         | $169328.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $460046.00         | $435355.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $24725838.00       | $24231747.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1046.00           | $970.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.5000%  | 0.0000% | $4015338.00        | $3731984.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $1254859.00        | $1035575.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $946.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $549841.00         | $481788.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1143500.00        | $286493.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $2351000.00        | $2446785.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $1722214.00        | $977824.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.5000%  | 0.0000% | $1389232.00        | $1295797.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.5000%  | 0.0000% | $1036222.00        | $1069075.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $4131560.00        | $3737714.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.5000%  | 0.0000% | $1301922.00        | $1214587.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.5000%  | 0.0000% | $1428607.00        | $1349306.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $5142286.00        | $4321609.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 7.0000%  | 0.0000% | $1000.00           | $763.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $1065500.00        | $1091535.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%  | 0.0000% | $60783.00          | $20053.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2756.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $1200436.00        | $1157322.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $4291577.00        | $4197002.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $10669120.00       | $8108234.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 7.0000%  | 0.0000% | $1547530.00        | $824350.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 7.0000%  | 0.0000% | $1037.00           | $942.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 7.0000%  | 0.0000% | $1115658.00        | $865836.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 7.0000%  | 0.0000% | $14001.00          | $7921.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 7.0000%  | 0.0000% | $1470146.00        | $1228214.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $928.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $1327660.00        | $247878.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 7.5000%  | 0.0000% | $7035.00           | $7581.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%  | 0.0000% | $176630.00         | $179765.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2987.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.0000%  | 0.0000% | $3555683.00        | $2854979.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1970.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 7.5000%  | 0.0000% | $36964.00          | $39675.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-01-01      | 3.0000%  | 0.0000% | $1003.00           | $197.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $863590.00         | $173881.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-11-01      | 3.5000%  | 0.0000% | $212971288.00      | $22577950.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-03-01      | 3.5000%  | 0.0000% | $8000000.00        | $1049408.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 4.5000%  | 0.0000% | $39295215.00       | $3932274.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-06-01      | 5.5000%  | 0.0000% | $17033951.00       | $703740.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-04-01      | 5.0000%  | 0.0000% | $24920.00          | $179.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-09-01      | 4.0000%  | 0.0000% | $9300100.00        | $8257644.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-01-25      | 1.9000%  | 0.0000% | $18000.00          | $14227.00          | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 6.5000%  | 0.0000% | $1009.00           | $22.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $1001.00           | $555.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 4.0000%  | 0.0000% | $446630.00         | $308176.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $494434.00         | $306443.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 2.0000%  | 0.0000% | $10000.00          | $5355.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.5000%  | 0.0000% | $1025.00           | $461.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-10-01      | 2.0000%  | 0.0000% | $2772000.00        | $1302189.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 3.0000%  | 0.0000% | $67340648.00       | $20455975.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 3.0000%  | 0.0000% | $3029.00           | $730.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-01-01      | 3.0000%  | 0.0000% | $186559.00         | $46385.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-08-01      | 3.0000%  | 0.0000% | $1195148.00        | $409306.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.0000%  | 0.0000% | $1305284.00        | $1317498.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.5000%  | 0.0000% | $102462.00         | $101826.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $15000.00          | $14887.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $1194706.00        | $1175719.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $2258624.00        | $1589532.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $6396032.00        | $4355423.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $385107.00         | $292452.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $3000.00           | $1424.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $923151.00         | $609840.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.5000%  | 0.0000% | $8465481.00        | $6954196.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.5000%  | 0.0000% | $1014.00           | $813.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.5000%  | 0.0000% | $1169655.00        | $1050849.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $25402208.00       | $18872205.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.0000%  | 0.0000% | $6211590.00        | $5083962.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $818.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%  | 0.0000% | $2563317.00        | $1574366.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.5000%  | 0.0000% | $82647.00          | $69944.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $1810634.00        | $1236732.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $2942734.00        | $2400803.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $3444000.00        | $2491742.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.0000%  | 0.0000% | $10838000.00       | $8089330.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $1704251.00        | $865729.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $4696877.00        | $3357271.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 6.0000%  | 0.0000% | $15136.00          | $11770.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $2663200.00        | $2040729.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1997.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.5000%  | 0.0000% | $1240560.00        | $1200678.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $1148990.00        | $736042.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.5000%  | 0.0000% | $25000.00          | $16319.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 3.0000%  | 0.0000% | $524614.00         | $298413.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.0000%  | 0.0000% | $578381.00         | $359640.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.0000%  | 0.0000% | $431815.00         | $297296.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.0000%  | 0.0000% | $4965700.00        | $2904848.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 3.0000%  | 0.0000% | $22327587.00       | $13292070.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-02-01      | 3.0000%  | 0.0000% | $3650000.00        | $1281317.00        | Agency Mortgage-Backed Securities   |
| GNMI SF 794652 X                         | 2042-07-15      | 3.5000%  | 0.0000% | $5612.00           | $721.00            | Agency Mortgage-Backed Securities   |
| GNMI SF 763430 X                         | 2041-06-15      | 4.7500%  | 0.0000% | $52652.00          | $994.00            | Agency Mortgage-Backed Securities   |
| 3 5/8 NOTE AC 30                         | 2030-08-31      | 3.6250%  | 0.0000% | $36410200.00       | $36002751.00       | U.S. Treasuries (including strips)  |
| 4 NOTE Z 30                              | 2030-05-31      | 4.0000%  | 0.0000% | $86714000.00       | $88029991.00       | U.S. Treasuries (including strips)  |
| 4 1/4 NOTE AL 27                         | 2027-03-15      | 4.2500%  | 0.0000% | $17268700.00       | $17474935.00       | U.S. Treasuries (including strips)  |
| 2.31 FCOR 22-36 AV                       | 2036-07-14      | 2.3100%  | 0.0000% | $70000.00          | $56971.00          | Agency Debentures and Agency Strips |
| 2.22 FCOR 22-36 AY                       | 2036-08-12      | 2.2200%  | 0.0000% | $6000.00           | $4826.00           | Agency Debentures and Agency Strips |
| 1.73 FCOR 21-35 AX                       | 2035-09-10      | 1.7300%  | 0.0000% | $6000.00           | $4693.00           | Agency Debentures and Agency Strips |
| 3.67 FCOR 23-28 BW                       | 2028-05-16      | 3.6700%  | 0.0000% | $6000.00           | $5949.00           | Agency Debentures and Agency Strips |
| 2.80 FHLB 39 S                           | 2039-07-11      | 2.8000%  | 0.0000% | $4070000.00        | $3263368.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $13287244.00       | $8135963.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $35367580.00       | $23668502.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $2622435.00        | $1893386.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $2544787.00        | $1847443.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.0000%  | 0.0000% | $92000.00          | $59694.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $2899000.00        | $2043990.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $5043970.00        | $3352910.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $1913700.00        | $1329393.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $393540.00         | $271274.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $456471.00         | $276431.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-11-01      | 2.0000%  | 0.0000% | $3329000.00        | $1699120.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 4.0000%  | 0.0000% | $2049.00           | $697.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-11-01      | 7.5000%  | 0.0000% | $1498000.00        | $595852.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $13632240.00       | $7430741.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $27650987.00       | $13283888.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.5000%  | 0.0000% | $7278008.00        | $3276382.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 3.5000%  | 0.0000% | $2929910.00        | $1137736.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 3.0000%  | 0.0000% | $1000.00           | $171.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 5.5000%  | 0.0000% | $8982601.00        | $2034747.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $15491816.00       | $13224394.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $759652.00         | $680177.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $5850336.00        | $6080176.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $25298723.00       | $25301999.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 5.0000%  | 0.0000% | $20392521.00       | $19758906.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $52711168.00       | $53039934.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $21680294.00       | $21937072.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.0000%  | 0.0000% | $726501.00         | $702839.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $19817720.00       | $19323915.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.0000%  | 0.0000% | $9262592.00        | $9210342.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $68925.00          | $68332.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 3.0000%  | 0.0000% | $1416850.00        | $1222294.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $25535627.00       | $25245090.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $12185800.00       | $9677057.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $1004.00           | $877.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $2515912.00        | $2077773.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $2442998.00        | $2162824.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $1018.00           | $994.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $33016253.00       | $31758092.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $1080.00           | $894.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 3.0000%  | 0.0000% | $11923871.00       | $9865504.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $4825434.00        | $3813388.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $28382144.00       | $23815034.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $29788000.00       | $22162389.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $48748052.00       | $43458716.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $14069150.00       | $12616374.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $2001.00           | $1643.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $4145637.00        | $3707255.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 6.5000%  | 0.0000% | $1324525.00        | $1390052.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $974770.00         | $988893.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.5000%  | 0.0000% | $420417.00         | $419927.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $2017926.00        | $1994250.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $1233882.00        | $1243671.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $1830196.00        | $1855671.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $1359463.00        | $1381449.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $6000.00           | $5743.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $4945320.00        | $4563739.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA5710 M                         | 2049-01-20      | 4.0000%  | 0.0000% | $186404088.00      | $13969874.00       | Agency Mortgage-Backed Securities   |
| GNII SF MA5595 M                         | 2048-11-20      | 4.0000%  | 0.0000% | $7507.00           | $648.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA4068 M                         | 2046-11-20      | 3.0000%  | 0.0000% | $1000.00           | $125.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA3377 M                         | 2046-01-20      | 4.0000%  | 0.0000% | $49920668.00       | $3966236.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA3597 M                         | 2046-04-20      | 3.5000%  | 0.0000% | $2008.00           | $197.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA0155 M                         | 2042-06-20      | 4.0000%  | 0.0000% | $1000.00           | $53.00             | Agency Mortgage-Backed Securities   |
| GNMI SF AA6408 X                         | 2043-05-15      | 3.0000%  | 0.0000% | $2514.00           | $305.00            | Agency Mortgage-Backed Securities   |

### Security 295: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.620002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR104400, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR1044007791566CG
- **C.18 - Value (incl. sponsor support):** $2554997445.00
- **C.18.a - Value (excl. sponsor support):** $2554997445.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  | 0.0000% | $212672800.00      | $216556331.00      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | 0.0000% | $294675500.00      | $302560308.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  | 0.0000% | $405475000.00      | $413954030.00      | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  | 0.0000% | $2016000.00        | $2135374.00        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  | 0.0000% | $108488000.00      | $108904125.00      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | 0.0000% | $800.00            | $790.00            | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | 0.0000% | $271036000.00      | $272585407.00      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | 0.0000% | $28559200.00       | $28287255.00       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  | 0.0000% | $494248500.00      | $498231444.00      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  | 0.0000% | $66794600.00       | $67566885.00       | U.S. Treasuries (including strips) |
| 4NOTE R 29       | 2029-10-31      | 4.0000%  | 0.0000% | $22454800.00       | $22450111.00       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29  | 2029-09-30      | 3.8750%  | 0.0000% | $41900.00          | $41867.00          | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  | 0.0000% | $3979700.00        | $3642022.00        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 30  | 2030-01-15      | 0.1250%  | 0.0000% | $174942400.00      | $213631446.00      | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  | 0.0000% | $492181600.00      | $455548406.00      | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  | 0.0000% | $4200.00           | $4180.00           | U.S. Treasuries (including strips) |

### Security 296: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.629999%
- **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: TPR104404, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR104404779156DCG
- **C.18 - Value (incl. sponsor support):** $2964997035.00
- **C.18.a - Value (excl. sponsor support):** $2964997035.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-02-20      | 3.9000%  | 0.0000% | $11081000.00       | $11092945.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-07-07      | 3.8500%  | 0.0000% | $5000.00           | $5037.00           | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-05-23      | 3.8500%  | 0.0000% | $2000.00           | $2007.00           | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-11-03      | 3.8550%  | 0.0000% | $27966000.00       | $28071074.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-07-13      | 2.2200%  | 0.0000% | $16890000.00       | $12363424.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2026-09-24      | 1.8750%  | 0.0000% | $4000.00           | $3988.00           | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-08-05      | 0.8750%  | 0.0000% | $195000.00         | $171249.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-11-15      | 6.6250%  | 0.0000% | $1000.00           | $1100.00           | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-05-15      | 6.2500%  | 0.0000% | $8000.00           | $8496.00           | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2026-08-26      | 0.0000%  | 0.0000% | $467000.00         | $462792.00         | Agency Debentures and Agency Strips |
| TVIN 09/15/65                          | 2065-09-15      | 0.0000%  | 0.0000% | $85000.00          | $9328.00           | Agency Debentures and Agency Strips |
| TVIN 03/15/65                          | 2065-03-15      | 0.0000%  | 0.0000% | $85000.00          | $9594.00           | Agency Debentures and Agency Strips |
| TVIN 09/15/64                          | 2064-09-15      | 0.0000%  | 0.0000% | $85000.00          | $9868.00           | Agency Debentures and Agency Strips |
| TVIN 03/15/64                          | 2064-03-15      | 0.0000%  | 0.0000% | $77000.00          | $9194.00           | Agency Debentures and Agency Strips |
| TVIN 09/15/63                          | 2063-09-15      | 0.0000%  | 0.0000% | $85000.00          | $10439.00          | Agency Debentures and Agency Strips |
| TVIN 03/15/63                          | 2063-03-15      | 0.0000%  | 0.0000% | $85000.00          | $10736.00          | Agency Debentures and Agency Strips |
| TVIN 09/15/62                          | 2062-09-15      | 0.0000%  | 0.0000% | $85000.00          | $11042.00          | Agency Debentures and Agency Strips |
| TVIN 03/15/62                          | 2062-03-15      | 0.0000%  | 0.0000% | $85000.00          | $11357.00          | Agency Debentures and Agency Strips |
| TVIN 09/15/61                          | 2061-09-15      | 0.0000%  | 0.0000% | $59000.00          | $8108.00           | Agency Debentures and Agency Strips |
| TVIN 03/15/61                          | 2061-03-15      | 0.0000%  | 0.0000% | $85000.00          | $12014.00          | Agency Debentures and Agency Strips |
| 4.250 TVPR 65 A                        | 2065-09-15      | 0.0000%  | 0.0000% | $84000.00          | $9218.00           | Agency Debentures and Agency Strips |
| TVIN 09/15/60                          | 2060-09-15      | 0.0000%  | 0.0000% | $80000.00          | $11630.00          | Agency Debentures and Agency Strips |
| TVIN 03/15/60                          | 2060-03-15      | 0.0000%  | 0.0000% | $85000.00          | $12709.00          | Agency Debentures and Agency Strips |
| TVIN 09/15/59                          | 2059-09-15      | 0.0000%  | 0.0000% | $85000.00          | $13072.00          | Agency Debentures and Agency Strips |
| TVIN 03/15/59                          | 2059-03-15      | 0.0000%  | 0.0000% | $85000.00          | $13444.00          | Agency Debentures and Agency Strips |
| TVIN 09/15/58                          | 2058-09-15      | 0.0000%  | 0.0000% | $81000.00          | $13167.00          | Agency Debentures and Agency Strips |
| TVIN 03/15/58                          | 2058-03-15      | 0.0000%  | 0.0000% | $85000.00          | $14222.00          | Agency Debentures and Agency Strips |
| TVIN 09/15/57                          | 2057-09-15      | 0.0000%  | 0.0000% | $85000.00          | $14627.00          | Agency Debentures and Agency Strips |
| TVIN 03/15/57                          | 2057-03-15      | 0.0000%  | 0.0000% | $36000.00          | $6372.00           | Agency Debentures and Agency Strips |
| TVIN 09/15/56                          | 2056-09-15      | 0.0000%  | 0.0000% | $85000.00          | $15474.00          | Agency Debentures and Agency Strips |
| TVIN 03/15/56                          | 2056-03-15      | 0.0000%  | 0.0000% | $25000.00          | $4681.00           | Agency Debentures and Agency Strips |
| TVIN 09/15/55                          | 2055-09-15      | 0.0000%  | 0.0000% | $85000.00          | $16369.00          | Agency Debentures and Agency Strips |
| TVIN 03/15/55                          | 2055-03-15      | 0.0000%  | 0.0000% | $85000.00          | $16835.00          | Agency Debentures and Agency Strips |
| TVIN 09/15/54                          | 2054-09-15      | 0.0000%  | 0.0000% | $55000.00          | $11204.00          | Agency Debentures and Agency Strips |
| TVIN 03/15/54                          | 2054-03-15      | 0.0000%  | 0.0000% | $50000.00          | $10476.00          | Agency Debentures and Agency Strips |
| TVIN 09/15/53                          | 2053-09-15      | 0.0000%  | 0.0000% | $85000.00          | $18317.00          | Agency Debentures and Agency Strips |
| TVIN 03/15/53                          | 2053-03-15      | 0.0000%  | 0.0000% | $85000.00          | $18839.00          | Agency Debentures and Agency Strips |
| TVIN 09/15/52                          | 2052-09-15      | 0.0000%  | 0.0000% | $81000.00          | $18465.00          | Agency Debentures and Agency Strips |
| TVIN 03/15/52                          | 2052-03-15      | 0.0000%  | 0.0000% | $85000.00          | $19929.00          | Agency Debentures and Agency Strips |
| TVIN 09/15/51                          | 2051-09-15      | 0.0000%  | 0.0000% | $85000.00          | $20497.00          | Agency Debentures and Agency Strips |
| TVIN 03/15/51                          | 2051-03-15      | 0.0000%  | 0.0000% | $85000.00          | $21082.00          | Agency Debentures and Agency Strips |
| TVIN 09/15/50                          | 2050-09-15      | 0.0000%  | 0.0000% | $46000.00          | $11734.00          | Agency Debentures and Agency Strips |
| TVIN 03/15/50                          | 2050-03-15      | 0.0000%  | 0.0000% | $85000.00          | $22301.00          | Agency Debentures and Agency Strips |
| TVIN 09/15/49                          | 2049-09-15      | 0.0000%  | 0.0000% | $85000.00          | $22937.00          | Agency Debentures and Agency Strips |
| TVIN 03/15/49                          | 2049-03-15      | 0.0000%  | 0.0000% | $85000.00          | $23591.00          | Agency Debentures and Agency Strips |
| TVIN 09/15/48                          | 2048-09-15      | 0.0000%  | 0.0000% | $85000.00          | $24264.00          | Agency Debentures and Agency Strips |
| TVIN 03/15/48                          | 2048-03-15      | 0.0000%  | 0.0000% | $85000.00          | $25340.00          | Agency Debentures and Agency Strips |
| TVIN 09/15/47                          | 2047-09-15      | 0.0000%  | 0.0000% | $85000.00          | $26053.00          | Agency Debentures and Agency Strips |
| TVIN 03/15/47                          | 2047-03-15      | 0.0000%  | 0.0000% | $85000.00          | $26786.00          | Agency Debentures and Agency Strips |
| TVIN 09/15/46                          | 2046-09-15      | 0.0000%  | 0.0000% | $85000.00          | $27541.00          | Agency Debentures and Agency Strips |
| TVIN 09/15/41                          | 2041-09-15      | 0.0000%  | 0.0000% | $85000.00          | $36355.00          | Agency Debentures and Agency Strips |
| TVIN 03/15/41                          | 2041-03-15      | 0.0000%  | 0.0000% | $85000.00          | $37378.00          | Agency Debentures and Agency Strips |
| TVIN 09/15/37                          | 2037-09-15      | 0.0000%  | 0.0000% | $85000.00          | $48484.00          | Agency Debentures and Agency Strips |
| TVIN 03/15/37                          | 2037-03-15      | 0.0000%  | 0.0000% | $75000.00          | $43857.00          | Agency Debentures and Agency Strips |
| TINT 02/15/28                          | 2028-02-15      | 0.0000%  | 0.0000% | $100747926.00      | $94032170.00       | U.S. Treasuries (including strips)  |
| 3 7/8 NOTE P 32                        | 2032-08-31      | 3.8750%  | 0.0000% | $484343200.00      | $478778534.00      | U.S. Treasuries (including strips)  |
| 4 3/8 NOTE C 34                        | 2034-05-15      | 4.3750%  | 0.0000% | $468038900.00      | $469365510.00      | U.S. Treasuries (including strips)  |
| 4 5/8 NOTE Y 29                        | 2029-04-30      | 4.6250%  | 0.0000% | $500747600.00      | $509946184.00      | U.S. Treasuries (including strips)  |
| 4 1/2 NOTE AM 27                       | 2027-04-15      | 4.5000%  | 0.0000% | $478404400.00      | $483525162.00      | U.S. Treasuries (including strips)  |
| 4 NOTE AJ 27                           | 2027-01-15      | 4.0000%  | 0.0000% | $488126200.00      | $495968743.00      | U.S. Treasuries (including strips)  |
| 3 1/4 NOTE AA 27                       | 2027-06-30      | 3.2500%  | 0.0000% | $91192700.00       | $91766856.00       | U.S. Treasuries (including strips)  |
| 2 1/4 NOTE B 27                        | 2027-02-15      | 2.2500%  | 0.0000% | $164535300.00      | $163744039.00      | U.S. Treasuries (including strips)  |
| FCFR 03SF CK 28/01                     | 2028-01-27      | 3.7000%  | 0.0000% | $64000.00          | $64013.00          | Agency Debentures and Agency Strips |
| FCFR 03SF D 29/02                      | 2029-02-05      | 3.8050%  | 0.0000% | $4000.00           | $4010.00           | Agency Debentures and Agency Strips |
| 3.75 FCSB 27 HQ                        | 2027-02-22      | 3.7500%  | 0.0000% | $24000.00          | $24215.00          | Agency Debentures and Agency Strips |
| FCFR 03SF BH 27/03                     | 2027-03-24      | 3.7000%  | 0.0000% | $2000.00           | $2015.00           | Agency Debentures and Agency Strips |
| 4.94 FCOR 26-38 AA                     | 2038-02-17      | 4.9400%  | 0.0000% | $4063000.00        | $4010367.00        | Agency Debentures and Agency Strips |
| 2.93 FCOR 23-42 F                      | 2042-02-03      | 2.9300%  | 0.0000% | $38634000.00       | $29221255.00       | Agency Debentures and Agency Strips |
| 2.82 FCOR 23-42 E                      | 2042-01-24      | 2.8200%  | 0.0000% | $4923000.00        | $3669563.00        | Agency Debentures and Agency Strips |
| 2.69 FCOR 22-41 U                      | 2041-11-29      | 2.6900%  | 0.0000% | $2000000.00        | $1452180.00        | Agency Debentures and Agency Strips |
| 4.95 FCOR 23-37 AS                     | 2037-08-10      | 4.9500%  | 0.0000% | $5585000.00        | $5544400.00        | Agency Debentures and Agency Strips |
| 2.74 FCOR 22-41 G                      | 2041-04-01      | 2.7400%  | 0.0000% | $715000.00         | $540665.00         | Agency Debentures and Agency Strips |
| 5.75 FHLB 26 S                         | 2026-06-12      | 5.7500%  | 0.0000% | $55000.00          | $56499.00          | Agency Debentures and Agency Strips |
| FHDN 11/25/26                          | 2026-11-25      | 0.0000%  | 0.0000% | $38811000.00       | $38098818.00       | Agency Debentures and Agency Strips |
| FHDN 11/20/26                          | 2026-11-20      | 0.0000%  | 0.0000% | $380000.00         | $373227.00         | Agency Debentures and Agency Strips |
| FHDN 08/28/26                          | 2026-08-28      | 0.0000%  | 0.0000% | $50000000.00       | $49539500.00       | Agency Debentures and Agency Strips |
| FHDN 08/21/26                          | 2026-08-21      | 0.0000%  | 0.0000% | $40000000.00       | $39659600.00       | Agency Debentures and Agency Strips |
| 3.875 FHLB 27 G8130                    | 2027-06-04      | 3.8750%  | 0.0000% | $25000.00          | $25447.00          | Agency Debentures and Agency Strips |
| 4.75 FHLB 34 HS                        | 2034-03-10      | 4.7500%  | 0.0000% | $10985000.00       | $11331397.00       | Agency Debentures and Agency Strips |
| 4.75 FHLB 27 G6982                     | 2027-04-09      | 4.7500%  | 0.0000% | $165000.00         | $167317.00         | Agency Debentures and Agency Strips |
| 0.83 FHOR 21-27 5383                   | 2027-02-10      | 0.8300%  | 0.0000% | $10000.00          | $9815.00           | Agency Debentures and Agency Strips |
| 1.625 FHLB 27 2U                       | 2027-03-12      | 1.6250%  | 0.0000% | $40000.00          | $39450.00          | Agency Debentures and Agency Strips |
| 3.25 FHLB 28 G4973                     | 2028-11-16      | 3.2500%  | 0.0000% | $375000.00         | $368895.00         | Agency Debentures and Agency Strips |
| 3.75 FHLB 38 X                         | 2038-06-11      | 3.7500%  | 0.0000% | $10000.00          | $9182.00           | Agency Debentures and Agency Strips |

### Security 297: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.629999%
- **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: TPR10470F, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR10470F779156ACG
- **C.18 - Value (incl. sponsor support):** $1974999012.50
- **C.18.a - Value (excl. sponsor support):** $1974999012.50
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $33336708.00       | $22141011.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 3.0000%  | 0.0000% | $7333594.00        | $4484538.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 2.0000%  | 0.0000% | $498975.00         | $291022.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.5000%  | 0.0000% | $496995.00         | $287145.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.5000%  | 0.0000% | $2000001.00        | $1184940.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.5000%  | 0.0000% | $300000.00         | $175009.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 2.5000%  | 0.0000% | $300000.00         | $167757.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-15      | 4.0000%  | 0.0000% | $12449870.00       | $7592332.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 3.0000%  | 0.0000% | $1089850.00        | $670056.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 3.0000%  | 0.0000% | $300000.00         | $173050.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 3.5000%  | 0.0000% | $15081064.00       | $9565633.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $500000.00         | $285629.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 2.5000%  | 0.0000% | $290000.00         | $155795.00         | Agency Mortgage-Backed Securities |
| GNMI SF CL5004 X                         | 2052-02-15      | 3.5000%  | 0.0000% | $259157.00         | $213752.00         | Agency Mortgage-Backed Securities |
| GNII SF CL4048 C                         | 2052-01-20      | 4.0000%  | 0.0000% | $1047019.00        | $800663.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-15      | 2.5000%  | 0.0000% | $124081.00         | $97728.00          | Agency Mortgage-Backed Securities |
| GNII SF CK7993 C                         | 2052-01-20      | 4.0000%  | 0.0000% | $1759349.00        | $1211755.00        | Agency Mortgage-Backed Securities |
| GNII SF CK1887 C                         | 2052-01-20      | 4.0000%  | 0.0000% | $6840078.00        | $4049667.00        | Agency Mortgage-Backed Securities |
| GNII SF CK1885 C                         | 2051-12-20      | 3.5000%  | 0.0000% | $2998758.00        | $1598443.00        | Agency Mortgage-Backed Securities |
| GNII SF CK1880 C                         | 2052-01-20      | 3.5000%  | 0.0000% | $1556720.00        | $972640.00         | Agency Mortgage-Backed Securities |
| GNII SF CK0493 C                         | 2051-12-20      | 3.5000%  | 0.0000% | $2974017.00        | $1474171.00        | Agency Mortgage-Backed Securities |
| GNII SF CJ7491 C                         | 2051-12-20      | 4.0000%  | 0.0000% | $2311251.00        | $743908.00         | Agency Mortgage-Backed Securities |
| GNII SF CJ6712 C                         | 2051-11-20      | 2.0000%  | 0.0000% | $1961836.00        | $1272815.00        | Agency Mortgage-Backed Securities |
| GNII SF CJ3816 C                         | 2051-12-20      | 3.5000%  | 0.0000% | $7900015.00        | $6224082.00        | Agency Mortgage-Backed Securities |
| GNII SF CJ3812 C                         | 2051-12-20      | 3.5000%  | 0.0000% | $1347247.00        | $915704.00         | Agency Mortgage-Backed Securities |
| GNII SF CJ3822 C                         | 2051-12-20      | 3.5000%  | 0.0000% | $1806448.00        | $1494283.00        | Agency Mortgage-Backed Securities |
| GNII SF CJ3817 C                         | 2051-12-20      | 4.0000%  | 0.0000% | $523772.00         | $458624.00         | Agency Mortgage-Backed Securities |
| GNII SF CJ2935 C                         | 2052-01-20      | 5.0000%  | 0.0000% | $1202545.00        | $902134.00         | Agency Mortgage-Backed Securities |
| GNII SF CJ2928 C                         | 2052-01-20      | 4.0000%  | 0.0000% | $2069938.00        | $1518675.00        | Agency Mortgage-Backed Securities |
| GNII SF CJ2927 C                         | 2052-01-20      | 4.0000%  | 0.0000% | $1006845.00        | $717540.00         | Agency Mortgage-Backed Securities |
| GNII SF MA9483 M                         | 2054-02-20      | 3.0000%  | 0.0000% | $2914697.00        | $1953771.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7939 M                         | 2052-03-20      | 4.0000%  | 0.0000% | $1570159.00        | $974723.00         | Agency Mortgage-Backed Securities |
| GNII SF MA7883 M                         | 2052-02-20      | 3.5000%  | 0.0000% | $6920285.00        | $4341072.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7881 M                         | 2052-02-20      | 2.5000%  | 0.0000% | $178430268.00      | $107373443.00      | Agency Mortgage-Backed Securities |
| GNII SF MA7880 M                         | 2052-02-20      | 2.0000%  | 0.0000% | $1737725440.00     | $1029077449.00     | Agency Mortgage-Backed Securities |
| GNII SF MA7935 M                         | 2052-03-20      | 2.0000%  | 0.0000% | $27638693.00       | $16587475.00       | Agency Mortgage-Backed Securities |
| GNII SF MA7829 M                         | 2052-01-20      | 3.5000%  | 0.0000% | $11159732.00       | $6885838.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7828 M                         | 2052-01-20      | 3.0000%  | 0.0000% | $9500000.00        | $5660468.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7827 M                         | 2052-01-20      | 2.5000%  | 0.0000% | $163455097.00      | $97664315.00       | Agency Mortgage-Backed Securities |
| GNII SF MA7826 M                         | 2052-01-20      | 2.0000%  | 0.0000% | $66374764.00       | $38967350.00       | Agency Mortgage-Backed Securities |
| GNII SF MA7768 M                         | 2051-12-20      | 3.0000%  | 0.0000% | $44807179.00       | $26153531.00       | Agency Mortgage-Backed Securities |
| GNII SF MA7766 M                         | 2051-12-20      | 2.0000%  | 0.0000% | $57580053.00       | $33120342.00       | Agency Mortgage-Backed Securities |
| GNII SF MA7772 M                         | 2051-12-20      | 5.0000%  | 0.0000% | $377000.00         | $168339.00         | Agency Mortgage-Backed Securities |
| GNII SF MA7769 M                         | 2051-12-20      | 3.5000%  | 0.0000% | $1625000.00        | $982498.00         | Agency Mortgage-Backed Securities |
| GNII SF MA7704 M                         | 2051-11-20      | 2.0000%  | 0.0000% | $52947915.00       | $30039452.00       | Agency Mortgage-Backed Securities |
| GNII SF MA7707 M                         | 2051-11-20      | 3.5000%  | 0.0000% | $1278682.00        | $776665.00         | Agency Mortgage-Backed Securities |
| GNII SF MA7706 M                         | 2051-11-20      | 3.0000%  | 0.0000% | $86524354.00       | $49697664.00       | Agency Mortgage-Backed Securities |
| GNII SF MA7705 M                         | 2051-11-20      | 2.5000%  | 0.0000% | $128254188.00      | $74094007.00       | Agency Mortgage-Backed Securities |
| GNII SF MA7655 M                         | 2051-10-20      | 5.5000%  | 0.0000% | $200000.00         | $57660.00          | Agency Mortgage-Backed Securities |
| GNII SF MA7654 M                         | 2051-10-20      | 5.0000%  | 0.0000% | $220000.00         | $78916.00          | Agency Mortgage-Backed Securities |
| GNII SF MA7650 M                         | 2051-10-20      | 3.0000%  | 0.0000% | $273818265.00      | $151341159.00      | Agency Mortgage-Backed Securities |
| GNII SF MA7648 M                         | 2051-10-20      | 2.0000%  | 0.0000% | $22063179.00       | $12366140.00       | Agency Mortgage-Backed Securities |
| GNII SF MA7590 M                         | 2051-09-20      | 3.0000%  | 0.0000% | $22141274.00       | $11816435.00       | Agency Mortgage-Backed Securities |
| GNII SF MA7589 M                         | 2051-09-20      | 2.5000%  | 0.0000% | $187936437.00      | $104773645.00      | Agency Mortgage-Backed Securities |
| GNII SF MA7588 M                         | 2051-09-20      | 2.0000%  | 0.0000% | $25426376.00       | $13934998.00       | Agency Mortgage-Backed Securities |
| GNII SF MA7533 M                         | 2051-08-20      | 2.0000%  | 0.0000% | $139385521.00      | $74489371.00       | Agency Mortgage-Backed Securities |
| GNII SF CI8282 C                         | 2052-01-20      | 3.5000%  | 0.0000% | $14703068.00       | $10199097.00       | Agency Mortgage-Backed Securities |
| GNII SF CI5874 C                         | 2051-12-20      | 3.5000%  | 0.0000% | $1871097.00        | $1571205.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 4.5000%  | 0.0000% | $1025000.00        | $836915.00         | Agency Mortgage-Backed Securities |
| GNII SF BZ4383 C                         | 2052-01-20      | 3.0000%  | 0.0000% | $26500000.00       | $18775827.00       | Agency Mortgage-Backed Securities |
| GNII SF CI1885 C                         | 2052-01-20      | 3.5000%  | 0.0000% | $1182211.00        | $690639.00         | Agency Mortgage-Backed Securities |
| GNII SF CH3034 C                         | 2051-10-20      | 5.0000%  | 0.0000% | $1533337.00        | $1282435.00        | Agency Mortgage-Backed Securities |
| GNII SF CG3425 C                         | 2051-09-20      | 2.5000%  | 0.0000% | $480000.00         | $247878.00         | Agency Mortgage-Backed Securities |
| GNII SF CF8639 C                         | 2051-10-20      | 3.0000%  | 0.0000% | $5347582.00        | $3295464.00        | Agency Mortgage-Backed Securities |
| GNMI SF CF8251 X                         | 2051-09-15      | 3.5000%  | 0.0000% | $381002.00         | $207433.00         | Agency Mortgage-Backed Securities |
| GNII SF CF8893 C                         | 2051-08-20      | 3.5000%  | 0.0000% | $1494828.00        | $1175260.00        | Agency Mortgage-Backed Securities |
| GNII SF CE3767 C                         | 2051-08-20      | 3.5000%  | 0.0000% | $34135.00          | $23044.00          | Agency Mortgage-Backed Securities |
| GNII SF CE3710 C                         | 2051-08-20      | 3.5000%  | 0.0000% | $1000.00           | $601.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.5000%  | 0.0000% | $9535349.00        | $6848476.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 3.0000%  | 0.0000% | $6213145.00        | $4128498.00        | Agency Mortgage-Backed Securities |

### Security 298: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.629999%
- **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: TPR104AE3, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR104AE37791567CG
- **C.18 - Value (incl. sponsor support):** $493803635.00
- **C.18.a - Value (excl. sponsor support):** $493803635.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA7368 M                         | 2051-05-20      | 3.0000%  | 0.0000% | $31938070.00       | $14657076.00       | Agency Mortgage-Backed Securities |
| GNII SF MA7366 M                         | 2051-05-20      | 2.0000%  | 0.0000% | $111197437.00      | $56378148.00       | Agency Mortgage-Backed Securities |
| GNII SF MA7312 M                         | 2051-04-20      | 2.5000%  | 0.0000% | $599720.00         | $287394.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-15      | 3.0000%  | 0.0000% | $15380637.00       | $11313496.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 2.5000%  | 0.0000% | $700000.00         | $389380.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.0000%  | 0.0000% | $6118289.00        | $3434021.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 2.5000%  | 0.0000% | $500000.00         | $270546.00         | Agency Mortgage-Backed Securities |
| GNII SF CF8823 C                         | 2051-07-20      | 3.5000%  | 0.0000% | $2284499.00        | $1701756.00        | Agency Mortgage-Backed Securities |
| GNMI SF CF8177 X                         | 2051-08-15      | 3.5000%  | 0.0000% | $286021.00         | $235208.00         | Agency Mortgage-Backed Securities |
| GNMI SF CF8154 X                         | 2051-07-15      | 3.5000%  | 0.0000% | $350000.00         | $216862.00         | Agency Mortgage-Backed Securities |
| GNII SF CF8893 C                         | 2051-08-20      | 3.5000%  | 0.0000% | $3785734.00        | $2976411.00        | Agency Mortgage-Backed Securities |
| GNII SF CF1730 C                         | 2051-07-20      | 3.5000%  | 0.0000% | $31842428.00       | $9052763.00        | Agency Mortgage-Backed Securities |
| GNII SF CE3855 C                         | 2051-08-20      | 3.5000%  | 0.0000% | $2832627.00        | $1560363.00        | Agency Mortgage-Backed Securities |
| GNII SF CE3803 C                         | 2051-08-20      | 3.5000%  | 0.0000% | $10346418.00       | $6356707.00        | Agency Mortgage-Backed Securities |
| GNII SF CE3767 C                         | 2051-08-20      | 3.5000%  | 0.0000% | $1035822.00        | $699267.00         | Agency Mortgage-Backed Securities |
| GNII SF CE3710 C                         | 2051-08-20      | 3.5000%  | 0.0000% | $1229345.00        | $739450.00         | Agency Mortgage-Backed Securities |
| GNII SF CD8312 C                         | 2051-05-20      | 2.5000%  | 0.0000% | $209990.00         | $103564.00         | Agency Mortgage-Backed Securities |
| GNII SF CD7215 C                         | 2051-05-20      | 2.5000%  | 0.0000% | $7772869.00        | $4119397.00        | Agency Mortgage-Backed Securities |
| GNII SF CC9834 C                         | 2051-06-20      | 3.5000%  | 0.0000% | $153882.00         | $103658.00         | Agency Mortgage-Backed Securities |
| GNII SF CC9833 C                         | 2051-06-20      | 3.5000%  | 0.0000% | $439146.00         | $290772.00         | Agency Mortgage-Backed Securities |
| GNII SF CC9821 C                         | 2051-05-20      | 3.5000%  | 0.0000% | $70855.00          | $57561.00          | Agency Mortgage-Backed Securities |
| GNII SF CC9819 C                         | 2051-05-20      | 3.5000%  | 0.0000% | $422772.00         | $247505.00         | Agency Mortgage-Backed Securities |
| GNII SF CC9799 C                         | 2051-04-20      | 3.0000%  | 0.0000% | $14940.00          | $5635.00           | Agency Mortgage-Backed Securities |
| GNII SF CC3733 C                         | 2051-05-20      | 3.0000%  | 0.0000% | $4675405.00        | $3079316.00        | Agency Mortgage-Backed Securities |
| GNII SF CB2912 C                         | 2051-04-20      | 2.5000%  | 0.0000% | $1000.00           | $608.00            | Agency Mortgage-Backed Securities |
| GNII SF MA8874 M                         | 2053-05-20      | 3.0000%  | 0.0000% | $14285456.00       | $9158816.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7536 M                         | 2051-08-20      | 3.5000%  | 0.0000% | $11873000.00       | $6223606.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7535 M                         | 2051-08-20      | 3.0000%  | 0.0000% | $9284684.00        | $4960216.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7533 M                         | 2051-08-20      | 2.0000%  | 0.0000% | $210226265.00      | $112347553.00      | Agency Mortgage-Backed Securities |
| GNII SF MA7473 M                         | 2051-07-20      | 3.0000%  | 0.0000% | $99976673.00       | $50242052.00       | Agency Mortgage-Backed Securities |
| GNII SF MA7472 M                         | 2051-07-20      | 2.5000%  | 0.0000% | $184397118.00      | $98985427.00       | Agency Mortgage-Backed Securities |
| GNII SF MA7471 M                         | 2051-07-20      | 2.0000%  | 0.0000% | $1643023.00        | $869782.00         | Agency Mortgage-Backed Securities |
| GNII SF MA7422 M                         | 2051-06-20      | 4.5000%  | 0.0000% | $395000.00         | $139973.00         | Agency Mortgage-Backed Securities |
| GNII SF MA7420 M                         | 2051-06-20      | 3.5000%  | 0.0000% | $2210554.00        | $1004428.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7419 M                         | 2051-06-20      | 3.0000%  | 0.0000% | $90830900.00       | $43038251.00       | Agency Mortgage-Backed Securities |
| GNII SF MA7418 M                         | 2051-06-20      | 2.5000%  | 0.0000% | $102870607.00      | $53400893.00       | Agency Mortgage-Backed Securities |
| GNII SF MA7417 M                         | 2051-06-20      | 2.0000%  | 0.0000% | $9659474.00        | $4962137.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7371 M                         | 2051-05-20      | 4.5000%  | 0.0000% | $256470.00         | $81642.00          | Agency Mortgage-Backed Securities |
| GNII SF MA7370 M                         | 2051-05-20      | 4.0000%  | 0.0000% | $485000.00         | $188364.00         | Agency Mortgage-Backed Securities |

### Security 299: HSBC SECURITIES (USA) INC.

- **C.1 - Title:** HSBC SECURITIES (USA) INC. 3.629999%
- **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: TPR104B1C, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: TPR104B1C7791563HS
- **C.18 - Value (incl. sponsor support):** $1235000000.00
- **C.18.a - Value (excl. sponsor support):** $1235000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.5000%  | 0.0000% | $298400.00         | $314831.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 6.0000%  | 0.0000% | $2356704.00        | $2416577.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $4022320.00        | $4089981.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.5000%  | 0.0000% | $1121020.00        | $1138336.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-10-01      | 5.0000%  | 0.0000% | $49718.00          | $26961.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.5000%  | 0.0000% | $4916992.00        | $4361209.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $73000.00          | $56852.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $9000.00           | $6187.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $1246300.00        | $999527.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $9105000.00        | $6748761.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $139985.00         | $96220.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $108000.00         | $73761.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $176000.00         | $115365.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $36000.00          | $23902.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $207837.00         | $126056.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $827000.00         | $485715.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $494000.00         | $305656.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-10-01      | 3.0000%  | 0.0000% | $238000.00         | $89371.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.5000%  | 0.0000% | $198000.00         | $33014.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $497710.00         | $81255.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $50603264.00       | $32953799.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $4897936.00        | $4880668.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $9000.00           | $5740.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.0000%  | 0.0000% | $20176.00          | $5318.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-07-01      | 1.9000%  | 0.0000% | $25000000.00       | $22021544.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-20      | 6.0000%  | 0.0000% | $402020.00         | $53420.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-02-20      | 3.0000%  | 0.0000% | $292000.00         | $33470.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-11-20      | 4.0000%  | 0.0000% | $1094328.00        | $79848.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 4.5000%  | 0.0000% | $5459616.00        | $128391.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-11-20      | 3.5000%  | 0.0000% | $2140000.00        | $79889.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-15      | 4.0000%  | 0.0000% | $2608000.00        | $219533.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-20      | 4.5000%  | 0.0000% | $1286000.00        | $51673.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-11-20      | 4.5000%  | 0.0000% | $4956992.00        | $227358.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-20      | 4.0000%  | 0.0000% | $7660056.00        | $380710.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-06-20      | 4.0000%  | 0.0000% | $2629004.00        | $497766.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-20      | 3.0000%  | 0.0000% | $1093494.00        | $50329.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-20      | 3.0000%  | 0.0000% | $1074906.00        | $327063.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $5386336.00        | $5585478.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1052872.00        | $1091799.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $3719108.00        | $3852924.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 7.0000%  | 0.0000% | $318594.00         | $334573.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $4383576.00        | $4545645.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.5000%  | 0.0000% | $491416.00         | $517735.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.0000%  | 0.0000% | $240248.00         | $248667.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $2653300.00        | $2738582.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $328112.00         | $334225.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $506290.00         | $514547.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $3473404.00        | $3667000.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $3013268.00        | $2652198.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $369344.00         | $392980.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.0000%  | 0.0000% | $358467.00         | $372012.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 4.0000%  | 0.0000% | $815272.00         | $749016.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $10386.00          | $9538.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.0000%  | 0.0000% | $2055832.00        | $1848244.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-20      | 5.5000%  | 0.0000% | $58082.00          | $40195.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $51077696.00       | $50997588.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 7.0000%  | 0.0000% | $1402544.00        | $1504719.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $5225600.00        | $5625241.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.5000%  | 0.0000% | $2205480.00        | $2347532.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $1398892.00        | $1488993.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.5000%  | 0.0000% | $1476522.00        | $1571623.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $4400632.00        | $4651565.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $1282674.00        | $1359862.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $1035440.00        | $1076461.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $426184.00         | $448749.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1457894.00        | $1326235.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $920964.00         | $933204.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 7.5000%  | 0.0000% | $652538.00         | $707714.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 7.5000%  | 0.0000% | $3542856.00        | $3838562.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 7.0000%  | 0.0000% | $1470298.00        | $1553859.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.5000%  | 0.0000% | $769608.00         | $811122.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $17832.00          | $18085.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $2236796.00        | $2349966.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $3773040.00        | $4008224.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $6000.00           | $6190.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $1174902.00        | $1221472.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $104512160.00      | $104670601.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $1414448.00        | $1467971.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $2102476.00        | $2228364.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $1653408.00        | $1495155.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $1446200.00        | $1507817.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $10249632.00       | $9544098.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $1225154.00        | $974405.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $3188744.00        | $3275794.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $3058036.00        | $2858411.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $15026496.00       | $14588852.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1162616.00        | $1215583.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $1051650.00        | $1090136.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.5000%  | 0.0000% | $726932.00         | $552613.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.5000%  | 0.0000% | $401198.00         | $417157.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $1740818.00        | $1829331.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1015710.00        | $1048473.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.0000%  | 0.0000% | $1162928.00        | $1193485.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $8127936.00        | $8188934.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $1170082.00        | $1206780.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $1284012.00        | $1327217.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $13080064.00       | $13240803.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $2855324.00        | $2999435.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $13133456.00       | $11852092.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $15016608.00       | $14552226.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 6.5000%  | 0.0000% | $1069718.00        | $707284.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 6.0000%  | 0.0000% | $1053640.00        | $1095072.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 6.5000%  | 0.0000% | $1847364.00        | $1126856.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 6.5000%  | 0.0000% | $3542928.00        | $1522215.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.0000%  | 0.0000% | $9722384.00        | $9991810.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 6.5000%  | 0.0000% | $3965220.00        | $1432489.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.0000%  | 0.0000% | $1015688.00        | $1042062.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 6.5000%  | 0.0000% | $7934328.00        | $7598739.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.0000%  | 0.0000% | $1062036.00        | $1084675.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1463300.00        | $1556821.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $13124704.00       | $11135302.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.5000%  | 0.0000% | $4700400.00        | $4952128.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.5000%  | 0.0000% | $2470364.00        | $2599033.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $5306712.00        | $5536144.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $1330994.00        | $500008.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.5000%  | 0.0000% | $2960436.00        | $3119490.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.0000%  | 0.0000% | $1577138.00        | $1606895.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $2184620.00        | $1696226.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-15      | 7.0000%  | 0.0000% | $9236256.00        | $9095700.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-15      | 8.0000%  | 0.0000% | $2198932.00        | $2258845.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.0000%  | 0.0000% | $2830708.00        | $1555187.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 7.0000%  | 0.0000% | $5213392.00        | $5471786.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $4230064.00        | $4464251.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.0000%  | 0.0000% | $2106032.00        | $1956945.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-15      | 6.0000%  | 0.0000% | $1373774.00        | $1358261.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-15      | 7.0000%  | 0.0000% | $5502640.00        | $5082720.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.0000%  | 0.0000% | $1138988.00        | $1128692.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-15      | 6.5000%  | 0.0000% | $6712824.00        | $6311284.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-15      | 7.5000%  | 0.0000% | $7586370.00        | $7781836.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-15      | 6.5000%  | 0.0000% | $8436816.00        | $7867705.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-09-20      | 4.5000%  | 0.0000% | $1823972.00        | $179013.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA9605 M                         | 2054-04-20      | 5.5000%  | 0.0000% | $26000.00          | $18417.00          | Agency Mortgage-Backed Securities   |
| GNII SF MA8493 M                         | 2052-12-20      | 6.5000%  | 0.0000% | $74988.00          | $23376.00          | Agency Mortgage-Backed Securities   |
| GNII SF MA8491 M                         | 2052-12-20      | 5.5000%  | 0.0000% | $29055000.00       | $17643264.00       | Agency Mortgage-Backed Securities   |
| GNII SF MA8149 M                         | 2052-07-20      | 3.5000%  | 0.0000% | $3250000.00        | $2170849.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA8103 M                         | 2052-06-20      | 5.5000%  | 0.0000% | $207001.00         | $113990.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA7707 M                         | 2051-11-20      | 3.5000%  | 0.0000% | $54143.00          | $32886.00          | Agency Mortgage-Backed Securities   |
| GNII SF MA7369 M                         | 2051-05-20      | 3.5000%  | 0.0000% | $1841030.00        | $804859.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA8045 M                         | 2052-05-20      | 4.0000%  | 0.0000% | $300000000.00      | $202706122.00      | Agency Mortgage-Backed Securities   |
| GNII SF MA6996 M                         | 2050-11-20      | 3.0000%  | 0.0000% | $12185824.00       | $3803156.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA6866 M                         | 2050-09-20      | 3.0000%  | 0.0000% | $13271968.00       | $3880326.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA5196 M                         | 2048-05-20      | 6.0000%  | 0.0000% | $75000.00          | $9221.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA4748 M                         | 2032-10-20      | 2.5000%  | 0.0000% | $939239.00         | $106658.00         | Agency Mortgage-Backed Securities   |
| GNMI SF AA6403 X                         | 2043-05-15      | 3.0000%  | 0.0000% | $204000.00         | $27626.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-11-01      | 3.5000%  | 0.0000% | $241878.00         | $6468.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-05-01      | 4.0000%  | 0.0000% | $1000000.00        | $151839.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-02-01      | 4.0000%  | 0.0000% | $3000000.00        | $85252.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-01-01      | 4.5000%  | 0.0000% | $887000.00         | $35479.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-12-01      | 3.5000%  | 0.0000% | $749000.00         | $48206.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-05-15      | 0.0000%  | 0.0000% | $69000.00          | $58371.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-05-15      | 0.0000%  | 0.0000% | $69000.00          | $63538.00          | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-04-15      | 4.5000%  | 0.0000% | $6463969.00        | $212214.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-20      | 4.5000%  | 0.0000% | $410627.00         | $10020.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-11-15      | 7.0000%  | 0.0000% | $1645670.00        | $32983.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.5000%  | 0.0000% | $94128.00          | $79216.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $163773696.00      | $139573045.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-12-20      | 2.5000%  | 0.0000% | $100000.00         | $53393.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 4.5000%  | 0.0000% | $86683648.00       | $22298288.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 3.5000%  | 0.0000% | $79870592.00       | $18993451.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-05-20      | 4.5000%  | 0.0000% | $300000.00         | $5782.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $6166.00           | $5675.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $9237.00           | $8597.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 4.0000%  | 0.0000% | $1585000.00        | $1330911.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.0000%  | 0.0000% | $40000.00          | $29969.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 2.5000%  | 0.0000% | $51226.00          | $37877.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $1056800.00        | $772678.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $14000.00          | $10667.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $10400.00          | $7490.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $100000.00         | $70181.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $52485504.00       | $41225375.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $300000.00         | $193340.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $68000.00          | $49267.00          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-01-01      | 2.0000%  | 0.0000% | $461000.00         | $284060.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.0000%  | 0.0000% | $70254.00          | $44122.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $201012.00         | $122818.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-09-01      | 3.5000%  | 0.0000% | $11120.00          | $6090.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 4.5000%  | 0.0000% | $96007.00          | $48835.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 4.0000%  | 0.0000% | $19000.00          | $5588.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 3.0000%  | 0.0000% | $15654800.00       | $8920991.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 3.0000%  | 0.0000% | $1671678.00        | $729597.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 3.0000%  | 0.0000% | $2000000.00        | $639344.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 3.5000%  | 0.0000% | $168999.00         | $59917.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.5000%  | 0.0000% | $492172.00         | $69517.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $28160.00          | $28313.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $5122.00           | $5043.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $7158.00           | $5549.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 2.5000%  | 0.0000% | $8000.00           | $6519.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.5000%  | 0.0000% | $7061.00           | $7223.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 7.0000%  | 0.0000% | $296280.00         | $316725.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 6.5000%  | 0.0000% | $211680.00         | $222530.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $282326.00         | $281229.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $3450340.00        | $3507800.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $5001832.00        | $4960490.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $2867280.00        | $2838061.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $3884008.00        | $3839072.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-11-01      | 4.0000%  | 0.0000% | $13000.00          | $12004.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $10215440.00       | $10002356.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $5600.00           | $5505.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $6178.00           | $5523.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $8155.00           | $7508.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $12131.00          | $8736.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $99925.00          | $70871.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 6.5000%  | 0.0000% | $20862368.00       | $17083432.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.0000%  | 0.0000% | $14204.00          | $10413.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $95000.00          | $69728.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.0000%  | 0.0000% | $8216.00           | $6040.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $1238310.00        | $1124503.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $1060510.00        | $579768.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.5000%  | 0.0000% | $6061.00           | $5514.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $5017.00           | $5229.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $7111.00           | $7073.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 2.5000%  | 0.0000% | $208167.00         | $171854.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $6360.00           | $6305.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $10103.00          | $10210.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.5000%  | 0.0000% | $5402200.00        | $4935887.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $7097.00           | $6668.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.0000%  | 0.0000% | $10073.00          | $9889.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 5.5000%  | 0.0000% | $21980256.00       | $18880578.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $9285.00           | $8990.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $8678320.00        | $8352367.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 5.5000%  | 0.0000% | $9311.00           | $8485.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $12024.00          | $10102.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $28295800.00       | $23045629.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.0000%  | 0.0000% | $8075.00           | $6828.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.5000%  | 0.0000% | $1038184.00        | $1096883.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $8400400.00        | $8282124.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $10020.00          | $9687.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $1477412.00        | $1527738.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $4508784.00        | $4432216.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.5000%  | 0.0000% | $6003.00           | $5040.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $7136.00           | $6545.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.5000%  | 0.0000% | $7081.00           | $5449.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $16825.00          | $16035.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $6101.00           | $5639.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $7035.00           | $5050.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 5.5000%  | 0.0000% | $400000.00         | $259760.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $91058.00          | $91140.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-07-15      | 0.0000%  | 0.0000% | $3386000.00        | $2971391.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-12-01      | 3.0000%  | 0.0000% | $22341920.00       | $7734299.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $1326780.00        | $915025.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 7.0000%  | 0.0000% | $2181432.00        | $1549878.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 6.0000%  | 0.0000% | $1112590.00        | $870457.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-10-01      | 3.5000%  | 0.0000% | $225000.00         | $87507.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-06-01      | 3.0000%  | 0.0000% | $11000.00          | $7353.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 7.0000%  | 0.0000% | $1005232.00        | $1067364.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 4.5000%  | 0.0000% | $8000.00           | $6140.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 7.0000%  | 0.0000% | $5987016.00        | $5786219.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 7.0000%  | 0.0000% | $3169772.00        | $1655497.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.5000%  | 0.0000% | $2144816.00        | $1529024.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 7.0000%  | 0.0000% | $5039830.00        | $3799663.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $4254248.00        | $2710914.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 7.0000%  | 0.0000% | $4049980.00        | $3139057.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 7.0000%  | 0.0000% | $4482656.00        | $1611019.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 7.0000%  | 0.0000% | $1098090.00        | $852574.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.5000%  | 0.0000% | $824490.00         | $667226.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 8.0000%  | 0.0000% | $1055770.00        | $978705.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 7.0000%  | 0.0000% | $1640810.00        | $1138621.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $3310540.00        | $2498531.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.5000%  | 0.0000% | $1400000.00        | $903143.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.5000%  | 0.0000% | $1012080.00        | $601178.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $1031276.00        | $671922.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $7000.00           | $5346.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $7488000.00        | $4512489.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.5000%  | 0.0000% | $7488792.00        | $4070726.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.0000%  | 0.0000% | $50000000.00       | $31866989.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 3.0000%  | 0.0000% | $100000.00         | $56327.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-08-01      | 4.0000%  | 0.0000% | $2000000.00        | $312114.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-02-01      | 3.5000%  | 0.0000% | $436788.00         | $96262.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.0000%  | 0.0000% | $9522384.00        | $6913000.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.0000%  | 0.0000% | $36000.00          | $25188.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 4.5000%  | 0.0000% | $39048.00          | $28021.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-04-01      | 4.0000%  | 0.0000% | $227000.00         | $36479.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $4253912.00        | $3745897.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 2.0000%  | 0.0000% | $53130.00          | $35229.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.5000%  | 0.0000% | $9900.00           | $7328.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-06-01      | 3.0000%  | 0.0000% | $330724.00         | $176012.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-10-01      | 3.5000%  | 0.0000% | $2000000.00        | $885172.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-01-01      | 5.5000%  | 0.0000% | $63998.00          | $41243.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-12-01      | 4.5000%  | 0.0000% | $74000.00          | $70192.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-05-01      | 4.5000%  | 0.0000% | $1105510.00        | $27784.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-03-01      | 4.5000%  | 0.0000% | $10672432.00       | $2813543.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-06-01      | 4.0000%  | 0.0000% | $200000.00         | $25628.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-12-01      | 3.0000%  | 0.0000% | $799000.00         | $97056.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 3.5000%  | 0.0000% | $2200000.00        | $111344.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-10-01      | 8.5000%  | 0.0000% | $2037384.00        | $65918.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-09-01      | 6.0000%  | 0.0000% | $1768780.00        | $33428.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-05-01      | 4.5000%  | 0.0000% | $39783872.00       | $38677783.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 7.0000%  | 0.0000% | $200000.00         | $206734.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 4.5000%  | 0.0000% | $8000.00           | $7571.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 4.5000%  | 0.0000% | $2074000.00        | $1902006.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.0000%  | 0.0000% | $28000.00          | $24395.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 4.0000%  | 0.0000% | $55010.00          | $48447.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.0000%  | 0.0000% | $150000.00         | $132510.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%  | 0.0000% | $1440634.00        | $812611.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-12-01      | 6.0000%  | 0.0000% | $54000.00          | $22073.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.5000%  | 0.0000% | $1519718.00        | $765325.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-10-01      | 5.5000%  | 0.0000% | $25000.00          | $12289.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.0000%  | 0.0000% | $43000.00          | $33645.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $27000.00          | $18529.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $7392.00           | $5724.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $25000.00          | $17017.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $12130.00          | $9130.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.0000%  | 0.0000% | $141999.00         | $75831.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 3.5000%  | 0.0000% | $8000.00           | $5903.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-09-01      | 4.5000%  | 0.0000% | $140000.00         | $81159.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.0000%  | 0.0000% | $27048.00          | $19823.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 3.5000%  | 0.0000% | $52000.00          | $38358.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $26004.00          | $18891.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.0000%  | 0.0000% | $37000.00          | $26122.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 3.0000%  | 0.0000% | $9000.00           | $5106.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-03-01      | 5.5000%  | 0.0000% | $28259.00          | $13398.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $4490976.00        | $1205091.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 4.0000%  | 0.0000% | $437000.00         | $80476.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-11-01      | 1.5000%  | 0.0000% | $77417.00          | $42529.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.0000%  | 0.0000% | $12000.00          | $7007.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-07-01      | 3.5000%  | 0.0000% | $695000.00         | $50215.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 4.0000%  | 0.0000% | $62000.00          | $5711.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-12-01      | 4.0000%  | 0.0000% | $734000.00         | $31602.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-11-01      | 3.0000%  | 0.0000% | $763463.00         | $53935.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-06-01      | 4.0000%  | 0.0000% | $700000.00         | $90554.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-02-01      | 4.5000%  | 0.0000% | $2499000.00        | $71527.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-06-01      | 5.0000%  | 0.0000% | $2207380.00        | $77142.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-06-01      | 2.5000%  | 0.0000% | $1803748.00        | $33367.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-04-01      | 3.0000%  | 0.0000% | $6122680.00        | $113089.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-06-01      | 5.5000%  | 0.0000% | $1300000.00        | $40681.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 5.2500%  | 0.0000% | $49681.00          | $25701.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-12-01      | 5.6000%  | 0.0000% | $454339.00         | $35373.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-09-01      | 6.0000%  | 0.0000% | $2342612.00        | $77309.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-10-01      | 6.0000%  | 0.0000% | $4832000.00        | $79956.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 6.5000%  | 0.0000% | $7004881.00        | $37525.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $7066.00           | $6507.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $190010.00         | $187506.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%  | 0.0000% | $3621044.00        | $2330758.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-07-01      | 3.5000%  | 0.0000% | $5454728.00        | $425556.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $1000188.00        | $1047833.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $1538500.00        | $1525658.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $5007.00           | $5001.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $7252.00           | $5488.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $3709132.00        | $3258203.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%  | 0.0000% | $13000.00          | $8805.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $20139328.00       | $16331017.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 7.0000%  | 0.0000% | $2124060.00        | $1310899.00        | Agency Mortgage-Backed Securities   |

### Security 300: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.620000%
- **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: TPR104CE6, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR104CE67791563CG
- **C.18 - Value (incl. sponsor support):** $739123396.00
- **C.18.a - Value (excl. sponsor support):** $739123396.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-12-03
- **C.12 - Maturity Date (WAL):** 2026-12-03
- **C.13 - Final Legal Maturity Date:** 2026-12-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $2546333.00        | $2515718.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $1093109.00        | $1082907.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $3023300.00        | $2996468.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $4343684.00        | $4309972.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $3898868.00        | $3847980.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $2650485.00        | $2633996.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $2565818.00        | $2552293.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $1843194.00        | $1835893.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $1361950.00        | $1379257.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.5000%  | 0.0000% | $2803848.00        | $2849814.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.5000%  | 0.0000% | $4116102.00        | $4202169.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.5000%  | 0.0000% | $6514493.00        | $6622091.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $1019830.00        | $1007304.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 6.5000%  | 0.0000% | $2339622.00        | $2461370.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $2860962.00        | $2897341.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $4976579.00        | $4932700.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $1494175.00        | $1481991.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.5000%  | 0.0000% | $1428295.00        | $1448929.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.5000%  | 0.0000% | $1265367.00        | $1284171.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.5000%  | 0.0000% | $1206435.00        | $1227860.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.5000%  | 0.0000% | $1600650.00        | $1614230.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.5000%  | 0.0000% | $1758600.00        | $1779152.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.5000%  | 0.0000% | $1537200.00        | $1558559.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.5000%  | 0.0000% | $1269750.00        | $1288619.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $1070550.00        | $1060557.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $1011750.00        | $1002771.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $1848359.00        | $1833285.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $1021767.00        | $1014775.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.5000%  | 0.0000% | $1177240.00        | $1192931.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.5000%  | 0.0000% | $1824515.00        | $1850873.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.5000%  | 0.0000% | $1630310.00        | $1654538.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.5000%  | 0.0000% | $1948080.00        | $1973728.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $1028686.00        | $1019556.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.5000%  | 0.0000% | $1549000.00        | $1573729.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.5000%  | 0.0000% | $1204756.00        | $1226775.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $1145560.00        | $1134493.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $2127235.00        | $2107379.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $1543365.00        | $1532802.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 6.5000%  | 0.0000% | $1024200.00        | $1076501.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $1552220.00        | $1537224.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $1516661.00        | $1504294.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $1167357.00        | $1160094.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.5000%  | 0.0000% | $1545390.00        | $1568356.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $1262105.00        | $1250904.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $1364875.00        | $1352135.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $985655.00         | $1001935.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 4.5000%  | 0.0000% | $20361.00          | $19646.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.5000%  | 0.0000% | $2615300.00        | $2656951.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.5000%  | 0.0000% | $2031099.00        | $2076416.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.5000%  | 0.0000% | $2245325.00        | $2297180.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.5000%  | 0.0000% | $2327431.00        | $2383608.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $1693706.00        | $1680026.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $1263865.00        | $1256619.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $1110511.00        | $1105512.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $1633706.00        | $1627563.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $1044512.00        | $1044448.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $2364661.00        | $2398932.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $4703966.00        | $4656874.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $3088293.00        | $3062206.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $1750620.00        | $1736480.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $3704231.00        | $3662891.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $5281569.00        | $5241513.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $2880506.00        | $2861414.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.5000%  | 0.0000% | $7950697.00        | $8071045.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $2940204.00        | $3006733.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.0000%  | 0.0000% | $22737219.00       | $22735648.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-05-01      | 5.0000%  | 0.0000% | $112337502.00      | $111222877.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-05-01      | 5.5000%  | 0.0000% | $125709978.00      | $127374979.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.0000%  | 0.0000% | $51482030.00       | $51036035.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.0000%  | 0.0000% | $76649839.00       | $76027204.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-05-01      | 5.0000%  | 0.0000% | $44959453.00       | $44632368.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-05-01      | 5.0000%  | 0.0000% | $29876455.00       | $29760412.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-05-01      | 5.0000%  | 0.0000% | $27776587.00       | $27711531.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-05-01      | 5.0000%  | 0.0000% | $23068387.00       | $23071245.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.5000%  | 0.0000% | $3617014.00        | $3647700.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $2631620.00        | $2597272.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 6.5000%  | 0.0000% | $2636120.00        | $2771948.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $3020250.00        | $2986752.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.5000%  | 0.0000% | $3074450.00        | $3138733.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $1229849.00        | $1216124.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $1254418.00        | $1244470.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.5000%  | 0.0000% | $4716043.00        | $4789593.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 4.5000%  | 0.0000% | $1176805.00        | $1137747.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.5000%  | 0.0000% | $2760471.00        | $2783890.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 6.0000%  | 0.0000% | $12547849.00       | $12926740.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.5000%  | 0.0000% | $20964838.00       | $21240563.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $14613523.00       | $14466758.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $25322405.00       | $24991894.00       | Agency Mortgage-Backed Securities |

### Security 301: HSBC SECURITIES (USA) INC.

- **C.1 - Title:** HSBC SECURITIES (USA) INC. 3.629999%
- **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: TPR104CF0, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: TPR104CF07791564HS
- **C.18 - Value (incl. sponsor support):** $1975000000.00
- **C.18.a - Value (excl. sponsor support):** $1975000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1214182.00        | $1234386.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $33818368.00       | $30802995.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.4950%  | 0.0000% | $7878000.00        | $5325217.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-09-01      | 1.8500%  | 0.0000% | $120000.00         | $77655.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.0000%  | 0.0000% | $559946.00         | $305878.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.5000%  | 0.0000% | $100000.00         | $52607.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $7517672.00        | $1499782.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.5000%  | 0.0000% | $6295784.00        | $1189075.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-03-01      | 4.0000%  | 0.0000% | $23986688.00       | $6304581.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-02-01      | 4.0000%  | 0.0000% | $4909408.00        | $1133299.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-11-01      | 4.0000%  | 0.0000% | $500000.00         | $25271.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.5000%  | 0.0000% | $164794.00         | $152951.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.5000%  | 0.0000% | $3578344.00        | $3782536.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.5000%  | 0.0000% | $1023018.00        | $1070865.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.5000%  | 0.0000% | $1113526.00        | $1171422.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $469353.00         | $485493.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $44382528.00       | $35784075.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $61000.00          | $50497.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.5000%  | 0.0000% | $1108764.00        | $983877.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.5000%  | 0.0000% | $9743152.00        | $8326474.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $1508024.00        | $1277592.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 7.0000%  | 0.0000% | $6316230.00        | $5928360.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 7.0000%  | 0.0000% | $1353432.00        | $757168.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 7.0000%  | 0.0000% | $3350748.00        | $1770477.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $2748616.00        | $2145946.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 7.0000%  | 0.0000% | $1139896.00        | $290597.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.5000%  | 0.0000% | $1236426.00        | $372495.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-05-01      | 5.5000%  | 0.0000% | $1566220.00        | $6015.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-08-01      | 3.5000%  | 0.0000% | $1500000.00        | $239072.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-09-01      | 4.0000%  | 0.0000% | $869202.00         | $125811.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 4.5000%  | 0.0000% | $28620672.00       | $7875083.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 4.0000%  | 0.0000% | $33000.00          | $5472.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 3.0000%  | 0.0000% | $3588220.00        | $961457.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-09-01      | 3.5000%  | 0.0000% | $2522508.00        | $354822.00         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2042-07-01      | 3.5000%  | 0.0000% | $9843856.00        | $1343370.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 4.0000%  | 0.0000% | $3479884.00        | $747273.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-08-01      | 4.0000%  | 0.0000% | $608001.00         | $47487.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-01-01      | 6.5000%  | 0.0000% | $9010464.00        | $61724.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-11-15      | 0.0000%  | 0.0000% | $147000.00         | $122068.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-03-17      | 0.0000%  | 0.0000% | $1274000.00        | $1042107.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-10-08      | 0.0000%  | 0.0000% | $250000.00         | $236686.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-01-25      | 1.9000%  | 0.0000% | $6000000.00        | $4752009.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-09-24      | 1.8750%  | 0.0000% | $1438000.00        | $1434243.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-10-08      | 0.7500%  | 0.0000% | $2109000.00        | $2024051.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-01-15      | 0.0000%  | 0.0000% | $1460000.00        | $861025.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-11-15      | 0.0000%  | 0.0000% | $72000.00          | $59637.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-11-15      | 0.0000%  | 0.0000% | $69000.00          | $59653.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-05-15      | 0.0000%  | 0.0000% | $69000.00          | $60921.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-11-15      | 0.0000%  | 0.0000% | $69000.00          | $62261.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-11-15      | 0.0000%  | 0.0000% | $69000.00          | $64888.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-05-15      | 0.0000%  | 0.0000% | $69000.00          | $66292.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-11-15      | 0.0000%  | 0.0000% | $69000.00          | $67749.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-11-15      | 6.6250%  | 0.0000% | $2446000.00        | $2696193.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-07-15      | 0.0000%  | 0.0000% | $2601000.00        | $1517553.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-11-15      | 0.0000%  | 0.0000% | $2080000.00        | $1722835.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-05-15      | 0.0000%  | 0.0000% | $100000.00         | $84655.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-06      | 0.0000%  | 0.0000% | $2435000.00        | $1580130.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-08-06      | 0.0000%  | 0.0000% | $2382000.00        | $1584697.00        | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-20      | 2.5000%  | 0.0000% | $190053.00         | $86260.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-11-15      | 6.5000%  | 0.0000% | $3150000.00        | $42002.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-15      | 3.0000%  | 0.0000% | $998000.00         | $218295.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 5.5000%  | 0.0000% | $51068.00          | $52743.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 6.5000%  | 0.0000% | $679595.00         | $628049.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 5.5000%  | 0.0000% | $1817202.00        | $1460255.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-12-20      | 2.5000%  | 0.0000% | $174000.00         | $99898.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 3.5000%  | 0.0000% | $100000.00         | $47511.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 3.5000%  | 0.0000% | $1015000.00        | $464096.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-20      | 3.0000%  | 0.0000% | $4762832.00        | $945260.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 4.0000%  | 0.0000% | $350000.00         | $82894.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-07-20      | 7.0000%  | 0.0000% | $313040.00         | $57944.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-20      | 3.0000%  | 0.0000% | $739000.00         | $74441.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-03-15      | 7.0000%  | 0.0000% | $114976637.00      | $196245.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 7.7500%  | 0.0000% | $7578480.00        | $19227.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-08-15      | 4.0000%  | 0.0000% | $6699080.00        | $360872.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 4.5000%  | 0.0000% | $2912500.00        | $61527.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-15      | 4.5000%  | 0.0000% | $3943330.00        | $165755.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-01-15      | 3.5000%  | 0.0000% | $799920.00         | $86015.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-15      | 4.5000%  | 0.0000% | $2890000.00        | $59770.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-12-15      | 5.0000%  | 0.0000% | $1900000.00        | $65156.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 4.5000%  | 0.0000% | $4581134.00        | $140220.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-15      | 5.0000%  | 0.0000% | $737000.00         | $89623.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 4.0000%  | 0.0000% | $819165.00         | $41906.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-08-20      | 6.5000%  | 0.0000% | $4990992.00        | $42243.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-20      | 4.0000%  | 0.0000% | $1107056.00        | $39877.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-20      | 4.2500%  | 0.0000% | $174000.00         | $88917.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-20      | 3.5000%  | 0.0000% | $9958704.00        | $1312371.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-05-20      | 3.0000%  | 0.0000% | $1352636.00        | $66168.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $8343424.00        | $8628458.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $8539168.00        | $8846404.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $2068420.00        | $2140350.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $491258.00         | $520466.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.0000%  | 0.0000% | $914551.00         | $954100.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $1176990.00        | $1225918.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $685240.00         | $603813.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $2709970.00        | $2676799.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 7.0000%  | 0.0000% | $42475584.00       | $42970348.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 6.0000%  | 0.0000% | $5935000.00        | $3223747.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.5000%  | 0.0000% | $22163392.00       | $16866911.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $10555280.00       | $11338229.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $1751118.00        | $1863905.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.5000%  | 0.0000% | $200878.00         | $212064.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $634115.00         | $668028.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $2081136.00        | $2179223.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.0000%  | 0.0000% | $5837.00           | $6094.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $1416694.00        | $1492654.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $1245252.00        | $1301576.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $1051866.00        | $1111365.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $3738496.00        | $3782267.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $2020160.00        | $2143418.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $1543524.00        | $1639308.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $9500848.00        | $9458994.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1629934.00        | $1706689.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $1248706.00        | $1284823.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1370842.00        | $1428173.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $4265976.00        | $4306465.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $3204488.00        | $3338460.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $10247744.00       | $10260503.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $7021928.00        | $7094899.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $1879900.00        | $1548119.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $10304832.00       | $8505649.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $4090064.00        | $4084916.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $25007648.00       | $24317048.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $15218576.00       | $15653937.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $10249488.00       | $10223696.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $1241768.00        | $1274365.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 4.5000%  | 0.0000% | $4670000.00        | $3541229.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 6.0000%  | 0.0000% | $17977632.00       | $12880312.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 3.0000%  | 0.0000% | $4907504.00        | $3359687.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 2.5000%  | 0.0000% | $36052480.00       | $14032595.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 3.5000%  | 0.0000% | $55000.00          | $12326.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.5000%  | 0.0000% | $4099360.00        | $4195378.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.5000%  | 0.0000% | $1319660.00        | $1353597.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.5000%  | 0.0000% | $3595876.00        | $3652327.00        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-04-01      | 5.0000%  | 0.0000% | $1093366.00        | $1082779.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $5744880.00        | $5501200.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $1955878.00        | $1933617.00        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-02-01      | 5.5000%  | 0.0000% | $14401232.00       | $14279509.00       | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-01-01      | 7.0000%  | 0.0000% | $1198118.00        | $1024775.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $10001.00          | $9855.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $11322.00          | $10131.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $7054.00           | $6067.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.5000%  | 0.0000% | $48585216.00       | $39331249.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $164000.00         | $149007.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $7069830.00        | $6542817.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $26731040.00       | $17821395.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.5000%  | 0.0000% | $11289.00          | $6349.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $41343872.00       | $29499685.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $54744960.00       | $47587105.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-15      | 6.5000%  | 0.0000% | $7988872.00        | $8039301.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-15      | 7.0000%  | 0.0000% | $4827296.00        | $3177368.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-15      | 6.5000%  | 0.0000% | $13304656.00       | $11171502.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-15      | 7.0000%  | 0.0000% | $11856128.00       | $11669113.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-08-15      | 3.0000%  | 0.0000% | $5850000.00        | $106478.00         | Agency Mortgage-Backed Securities   |
| GNMI SF BE4664 X                         | 2047-12-15      | 4.0000%  | 0.0000% | $255999.00         | $87964.00          | Agency Mortgage-Backed Securities   |
| GNMI SF BE0144 X                         | 2048-01-15      | 4.0000%  | 0.0000% | $75000.00          | $25623.00          | Agency Mortgage-Backed Securities   |
| GNMI SF BC1138 X                         | 2047-08-15      | 4.0000%  | 0.0000% | $18709.00          | $8538.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA9674 M                         | 2054-05-20      | 8.5000%  | 0.0000% | $580000.00         | $160382.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA7802 M                         | 2035-11-20      | 4.5000%  | 0.0000% | $233968.00         | $118520.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA7471 M                         | 2051-07-20      | 2.0000%  | 0.0000% | $157000.00         | $83113.00          | Agency Mortgage-Backed Securities   |
| GNII SF MA7313 M                         | 2051-04-20      | 3.0000%  | 0.0000% | $24317376.00       | $10305239.00       | Agency Mortgage-Backed Securities   |
| GNII SF MA7989 M                         | 2052-04-20      | 3.5000%  | 0.0000% | $1126000.00        | $733863.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA7108 M                         | 2036-01-20      | 3.0000%  | 0.0000% | $504803.00         | $163721.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA4585 M                         | 2047-07-20      | 3.0000%  | 0.0000% | $2997264.00        | $368527.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA4195 M                         | 2047-01-20      | 3.0000%  | 0.0000% | $4311120.00        | $567170.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA3079 M                         | 2030-09-20      | 3.5000%  | 0.0000% | $875196.00         | $48156.00          | Agency Mortgage-Backed Securities   |
| GNII SF AA6322 C                         | 2043-04-20      | 3.0000%  | 0.0000% | $1162342.00        | $97649.00          | Agency Mortgage-Backed Securities   |
| GNMI SF 773931 X                         | 2041-11-15      | 4.0000%  | 0.0000% | $313566.00         | $36163.00          | Agency Mortgage-Backed Securities   |
| 4.65 TVPR 35A                            | 2035-06-15      | 0.0000%  | 0.0000% | $1000000.00        | $636888.00         | Agency Debentures and Agency Strips |
| TVIN 01/15/37                            | 2037-01-15      | 0.0000%  | 0.0000% | $1000000.00        | $589743.00         | Agency Debentures and Agency Strips |
| 4 1/8 NOTE AK 27                         | 2027-02-15      | 4.1250%  | 0.0000% | $121377000.00      | $123035116.00      | U.S. Treasuries (including strips)  |
| 4.49 FCOR 23-37 AL                       | 2037-04-20      | 4.4900%  | 0.0000% | $4852000.00        | $4677353.00        | Agency Debentures and Agency Strips |
| 4.00 FCOR 23-42 L                        | 2042-04-04      | 4.0000%  | 0.0000% | $1656000.00        | $1453102.00        | Agency Debentures and Agency Strips |
| 3.44 FCOR 23-42 H                        | 2042-02-24      | 3.4400%  | 0.0000% | $10000000.00       | $8273358.00        | Agency Debentures and Agency Strips |
| 2.93 FCOR 23-42 F                        | 2042-02-03      | 2.9300%  | 0.0000% | $3969000.00        | $3077234.00        | Agency Debentures and Agency Strips |
| 2.68 FCOR 22-37 AD                       | 2037-01-05      | 2.6800%  | 0.0000% | $3000000.00        | $2508318.00        | Agency Debentures and Agency Strips |
| 2.74 FCOR 22-36 BL                       | 2036-12-15      | 2.7400%  | 0.0000% | $4941000.00        | $4187464.00        | Agency Debentures and Agency Strips |
| 2.90 FCOR 22-41 V                        | 2041-12-09      | 2.9000%  | 0.0000% | $5973000.00        | $4701739.00        | Agency Debentures and Agency Strips |
| 2.58 FCOR 22-36 BH                       | 2036-11-17      | 2.5800%  | 0.0000% | $25318000.00       | $20817599.00       | Agency Debentures and Agency Strips |
| 2.55 FCOR 26-46 E                        | 2046-10-26      | 2.5500%  | 0.0000% | $1095000.00        | $718786.00         | Agency Debentures and Agency Strips |
| 4 3/8 FCSB 29 CP                         | 2029-11-21      | 4.3750%  | 0.0000% | $20000000.00       | $20224284.00       | Agency Debentures and Agency Strips |
| 2.31 FCOR 22-36 AV                       | 2036-07-14      | 2.3100%  | 0.0000% | $3198000.00        | $2610954.00        | Agency Debentures and Agency Strips |
| 2.10 FCOR 22-41 B                        | 2041-01-28      | 2.1000%  | 0.0000% | $12500000.00       | $8830967.00        | Agency Debentures and Agency Strips |
| 1.94 FCOR 22-31 CR                       | 2031-06-30      | 1.9400%  | 0.0000% | $5000000.00        | $4533087.00        | Agency Debentures and Agency Strips |
| 2.07 FCOR 21-40 Y                        | 2040-12-21      | 2.0700%  | 0.0000% | $1500000.00        | $1062536.00        | Agency Debentures and Agency Strips |
| 2.70 FCOR 22-41 L                        | 2041-06-21      | 2.7000%  | 0.0000% | $10000000.00       | $7698000.00        | Agency Debentures and Agency Strips |
| 2.00 FCOR 21-40 U                        | 2040-10-15      | 2.0000%  | 0.0000% | $1208000.00        | $836189.00         | Agency Debentures and Agency Strips |
| 2.35 FCOR 26-46 D                        | 2046-08-24      | 2.3500%  | 0.0000% | $3480000.00        | $2242506.00        | Agency Debentures and Agency Strips |
| 2.22 FCOR 22-36 AY                       | 2036-08-12      | 2.2200%  | 0.0000% | $3000000.00        | $2417596.00        | Agency Debentures and Agency Strips |
| 1.99 FCOR 21-40 P                        | 2040-07-30      | 1.9900%  | 0.0000% | $7250000.00        | $5073681.00        | Agency Debentures and Agency Strips |
| 1.40 FCOR 21-30 DM                       | 2030-05-28      | 1.4000%  | 0.0000% | $8825000.00        | $7928123.00        | Agency Debentures and Agency Strips |
| 1.73 FCOR 21-35 AX                       | 2035-09-10      | 1.7300%  | 0.0000% | $2628000.00        | $2059751.00        | Agency Debentures and Agency Strips |
| 1.95 FCOR 21-40 Q                        | 2040-08-13      | 1.9500%  | 0.0000% | $16854000.00       | $11703884.00       | Agency Debentures and Agency Strips |
| 2.99 FCOR 22-34 AM                       | 2034-07-18      | 2.9900%  | 0.0000% | $2000000.00        | $1814833.00        | Agency Debentures and Agency Strips |
| 3.49 FCOR 22-39 I                        | 2039-06-03      | 3.4900%  | 0.0000% | $3000000.00        | $2617402.00        | Agency Debentures and Agency Strips |
| 3.61 FCSB 37 J                           | 2037-10-07      | 3.6100%  | 0.0000% | $1900000.00        | $1731877.00        | Agency Debentures and Agency Strips |
| 3.54 FCSB 39 E                           | 2039-03-02      | 3.5400%  | 0.0000% | $882000.00         | $777162.00         | Agency Debentures and Agency Strips |
| 5.50 FHLB 36 G677                        | 2036-07-15      | 5.5000%  | 0.0000% | $705000.00         | $773999.00         | Agency Debentures and Agency Strips |
| 4.90 FHOR 28-35 IJ                       | 2035-08-07      | 4.9000%  | 0.0000% | $25000000.00       | $25140261.00       | Agency Debentures and Agency Strips |
| 5.45 FHOR 26-35 HK                       | 2035-06-18      | 5.4500%  | 0.0000% | $25000000.00       | $25513740.00       | Agency Debentures and Agency Strips |
| 4.00 FHLB 28 G6378                       | 2028-06-30      | 4.0000%  | 0.0000% | $2410000.00        | $2446754.00        | Agency Debentures and Agency Strips |
| 5.00 FHOR 23-42 Y                        | 2042-06-30      | 5.0000%  | 0.0000% | $235000.00         | $228046.00         | Agency Debentures and Agency Strips |
| 5.00 FHOR 22-37 BI                       | 2037-05-26      | 5.0000%  | 0.0000% | $5150000.00        | $5064725.00        | Agency Debentures and Agency Strips |
| 3.50 FHLB 32 GP                          | 2032-06-11      | 3.5000%  | 0.0000% | $11440000.00       | $11152894.00       | Agency Debentures and Agency Strips |
| 2.00 FHOR 21-36 CW                       | 2036-02-25      | 2.0000%  | 0.0000% | $2035000.00        | $1623190.00        | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-15      | 8.0000%  | 0.0000% | $2397500.00        | $2470619.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.0000%  | 0.0000% | $1283106.00        | $973110.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-15      | 6.0000%  | 0.0000% | $2530256.00        | $2262634.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-15      | 7.0000%  | 0.0000% | $7311096.00        | $6820624.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-15      | 6.5000%  | 0.0000% | $5443312.00        | $5536755.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-15      | 7.0000%  | 0.0000% | $10499104.00       | $10338582.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-15      | 6.5000%  | 0.0000% | $6425560.00        | $6518468.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-15      | 7.0000%  | 0.0000% | $9117776.00        | $9273121.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-15      | 6.5000%  | 0.0000% | $1016672.00        | $1025373.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-15      | 7.5000%  | 0.0000% | $2451390.00        | $2244267.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $15244736.00       | $15221847.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $2240104.00        | $1291882.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1455308.00        | $1512224.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.0000%  | 0.0000% | $15875280.00       | $16401591.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $14745680.00       | $14875340.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $24570496.00       | $23870317.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.0000%  | 0.0000% | $1486574.00        | $1513366.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.0000%  | 0.0000% | $9399220.00        | $7662213.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 6.5000%  | 0.0000% | $3222124.00        | $2733483.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.0000%  | 0.0000% | $18388.00          | $11221.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $116244992.00      | $113025113.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $10063.00          | $9232.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $15355264.00       | $15478870.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.0000%  | 0.0000% | $10577100.00       | $9170630.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.0000%  | 0.0000% | $6312.00           | $5500.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $11174.00          | $10680.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-02-01      | 3.0000%  | 0.0000% | $16898840.00       | $14428649.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $63436416.00       | $51920667.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $2681400.00        | $2508983.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $27946144.00       | $24741562.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 5.0000%  | 0.0000% | $6193.00           | $5939.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $6208.00           | $5563.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 3.0000%  | 0.0000% | $69000.00          | $57116.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $14892096.00       | $13050939.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-03-01      | 2.0000%  | 0.0000% | $299761.00         | $225395.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $5541048.00        | $4968812.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $12221.00          | $11009.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 4.5000%  | 0.0000% | $37032128.00       | $31615876.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $49340352.00       | $45869915.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.0000%  | 0.0000% | $40000.00          | $36313.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $6068.00           | $6040.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.5000%  | 0.0000% | $3031128.00        | $3148166.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $4054152.00        | $4108008.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $12005.00          | $10216.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.0000%  | 0.0000% | $8071.00           | $7742.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.0000%  | 0.0000% | $6049.00           | $5863.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1265650.00        | $1286663.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $9171.00           | $8047.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $6034.00           | $5655.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $6011.00           | $5061.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $22088096.00       | $21647608.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $1208260.00        | $1018605.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $2165788.00        | $1738831.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $5508936.00        | $3290506.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.0000%  | 0.0000% | $9256950.00        | $7895133.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $1019000.00        | $1039366.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-06-25      | 1.2500%  | 0.0000% | $25000000.00       | $22369056.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-08-17      | 1.5400%  | 0.0000% | $10000000.00       | $7752393.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-07-13      | 2.1500%  | 0.0000% | $8450000.00        | $6061162.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-07-15      | 0.0000%  | 0.0000% | $3386000.00        | $2586518.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-01-15      | 0.0000%  | 0.0000% | $3386000.00        | $2641080.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-01-15      | 0.0000%  | 0.0000% | $3500000.00        | $2879972.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-07-15      | 0.0000%  | 0.0000% | $3386000.00        | $2845486.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-01-15      | 0.0000%  | 0.0000% | $3386000.00        | $2915167.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-01-15      | 0.0000%  | 0.0000% | $3386000.00        | $3034086.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-07-15      | 0.0000%  | 0.0000% | $3386000.00        | $3098109.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-01-15      | 0.0000%  | 0.0000% | $3517000.00        | $3288490.00        | Agency Debentures and Agency Strips |
| FMIN 07/15/2027 F                        | 2027-07-15      | 0.0000%  | 0.0000% | $3386000.00        | $3232011.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-01-15      | 0.0000%  | 0.0000% | $2509000.00        | $2449406.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-07-15      | 0.0000%  | 0.0000% | $5253000.00        | $5227087.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-07-15      | 0.0000%  | 0.0000% | $108568000.00      | $82983299.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-07-15      | 6.2500%  | 0.0000% | $1198000.00        | $1353565.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-09-15      | 0.0000%  | 0.0000% | $162000.00         | $153573.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-03-15      | 0.0000%  | 0.0000% | $162000.00         | $157146.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-09-15      | 0.0000%  | 0.0000% | $317000.00         | $313377.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-03-15      | 0.0000%  | 0.0000% | $1000000.00        | $816708.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-09-15      | 0.0000%  | 0.0000% | $70000.00          | $69200.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-11-15      | 0.0000%  | 0.0000% | $740000.00         | $668695.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-03-01      | 6.0000%  | 0.0000% | $158774.00         | $62739.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $2780300.00        | $2364996.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 7.0000%  | 0.0000% | $2976900.00        | $2180827.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-09-01      | 3.5000%  | 0.0000% | $476755.00         | $202235.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.0000%  | 0.0000% | $14132336.00       | $10166181.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-04-01      | 6.5000%  | 0.0000% | $1761106.00        | $1494293.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $6000.00           | $5489.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $2055700.00        | $2021942.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 7.0000%  | 0.0000% | $3014664.00        | $2736148.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $1588494.00        | $1334418.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 7.0000%  | 0.0000% | $1003198.00        | $788694.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 7.5000%  | 0.0000% | $2108556.00        | $1690172.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 7.0000%  | 0.0000% | $1303082.00        | $920744.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 4.5000%  | 0.0000% | $8000.00           | $7441.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 7.0000%  | 0.0000% | $1840974.00        | $1045515.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $5830.00           | $5236.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.0000%  | 0.0000% | $1778720.00        | $1280016.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $1901708.00        | $1205248.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.5000%  | 0.0000% | $5272576.00        | $4793300.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 3.0000%  | 0.0000% | $150000.00         | $80229.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 4.0000%  | 0.0000% | $31320240.00       | $28163629.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $196916.00         | $155596.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $3420516.00        | $2456457.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $8004.00           | $5768.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-06-01      | 3.0000%  | 0.0000% | $2666664.00        | $1278082.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-06-01      | 2.5000%  | 0.0000% | $17000.00          | $9366.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $3224116.00        | $2863457.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-06-01      | 5.0000%  | 0.0000% | $6080912.00        | $6066585.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-01-01      | 4.5000%  | 0.0000% | $114000.00         | $106752.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-01-01      | 4.5000%  | 0.0000% | $253258.00         | $132267.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-09-01      | 3.5000%  | 0.0000% | $25000.00          | $13696.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-12-01      | 2.0000%  | 0.0000% | $102485.00         | $53772.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-12-01      | 2.0000%  | 0.0000% | $2500000.00        | $979616.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-05-01      | 6.0000%  | 0.0000% | $27668.00          | $16215.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-03-01      | 4.0000%  | 0.0000% | $1011000.00        | $172164.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-09-01      | 4.0000%  | 0.0000% | $7135000.00        | $1024160.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-07-01      | 4.5000%  | 0.0000% | $24310496.00       | $4926100.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-08-01      | 6.0000%  | 0.0000% | $1500000.00        | $33517.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.0000%  | 0.0000% | $2333996.00        | $2387662.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 6.5000%  | 0.0000% | $3667660.00        | $3316320.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.5000%  | 0.0000% | $3775144.00        | $3974747.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $1757576.00        | $1839820.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-15      | 7.5000%  | 0.0000% | $4172552.00        | $4348689.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-15      | 7.0000%  | 0.0000% | $5770700.00        | $5854800.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-15      | 7.5000%  | 0.0000% | $4534264.00        | $4341160.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-15      | 7.0000%  | 0.0000% | $8229136.00        | $8170361.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-15      | 6.5000%  | 0.0000% | $1332734.00        | $1361319.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-15      | 7.0000%  | 0.0000% | $7735928.00        | $7983929.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.5000%  | 0.0000% | $5135928.00        | $5241234.00        | Agency Mortgage-Backed Securities   |
| 1.87 FHOR 21-36 CG                       | 2036-11-10      | 1.8700%  | 0.0000% | $6945000.00        | $5327134.00        | Agency Debentures and Agency Strips |
| 1.80 FHOR 21-36 CD                       | 2036-02-05      | 1.8000%  | 0.0000% | $8445000.00        | $6620044.00        | Agency Debentures and Agency Strips |
| 1.70 FHOR 21-35 DH                       | 2035-10-30      | 1.7000%  | 0.0000% | $2300000.00        | $1789445.00        | Agency Debentures and Agency Strips |
| 1.78 FHOR 21-35 CF                       | 2035-06-18      | 1.7800%  | 0.0000% | $2225000.00        | $1779908.00        | Agency Debentures and Agency Strips |
| 2.59 FHOR 21-40 Q                        | 2040-03-19      | 2.5900%  | 0.0000% | $5070000.00        | $3921169.00        | Agency Debentures and Agency Strips |
| 4.22 FHOR 23-38 UU                       | 2038-11-09      | 4.2200%  | 0.0000% | $6000000.00        | $5542533.00        | Agency Debentures and Agency Strips |
| 4.15 FHOR 23-38 Z                        | 2038-06-01      | 4.1500%  | 0.0000% | $2000000.00        | $1886107.00        | Agency Debentures and Agency Strips |
| 4.08 FHOR 23-33 AY                       | 2033-05-25      | 4.0800%  | 0.0000% | $1975000.00        | $1905287.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-01-04      | 0.0000%  | 0.0000% | $6950000.00        | $6793166.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 3.5000%  | 0.0000% | $3496000.00        | $219170.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-01-01      | 7.0000%  | 0.0000% | $33542464.00       | $869889.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 4.5000%  | 0.0000% | $1600000.00        | $90458.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 4.0000%  | 0.0000% | $45049856.00       | $42044121.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $10000.00          | $7895.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 3.5000%  | 0.0000% | $48074.00          | $41404.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 4.5000%  | 0.0000% | $11000.00          | $9620.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $85000.00          | $59174.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $230532.00         | $201276.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.0000%  | 0.0000% | $3273920.00        | $2860958.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.0000%  | 0.0000% | $26005.00          | $21140.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 4.0000%  | 0.0000% | $77000.00          | $57386.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 2.0000%  | 0.0000% | $500000.00         | $231151.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-06-01      | 2.0000%  | 0.0000% | $2428356.00        | $712564.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 2.5000%  | 0.0000% | $24000.00          | $5128.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-05-01      | 4.5000%  | 0.0000% | $1002028.00        | $158067.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%  | 0.0000% | $5000000.00        | $272837.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-05-01      | 3.5000%  | 0.0000% | $1995000.00        | $200012.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-07-01      | 3.5000%  | 0.0000% | $3169000.00        | $188496.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-12-01      | 3.5000%  | 0.0000% | $11053936.00       | $408587.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $10977456.00       | $10960037.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $38753.00          | $38386.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $8264.00           | $8057.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.0000%  | 0.0000% | $6120.00           | $5597.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $2233408.00        | $1802660.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 4.5000%  | 0.0000% | $10000.00          | $8294.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $13000.00          | $10794.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $5375000.00        | $3338143.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $1564000.00        | $1240942.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $22265.00          | $19422.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.0000%  | 0.0000% | $6024.00           | $5293.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $1700000.00        | $1156431.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 2.0000%  | 0.0000% | $1000000.00        | $441031.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $27469216.00       | $27113404.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 4.0000%  | 0.0000% | $9265216.00        | $8613237.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $59918.00          | $52431.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $28184672.00       | $25024848.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $7057.00           | $6125.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.5000%  | 0.0000% | $13355.00          | $11990.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $695335.00         | $661207.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $1423628.00        | $1446341.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $4775288.00        | $4727606.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $1075156.00        | $1064771.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $1825800.00        | $1816146.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $25264000.00       | $21068591.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.0000%  | 0.0000% | $11381264.00       | $10226035.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $47836736.00       | $34687254.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.5000%  | 0.0000% | $24036544.00       | $15979161.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.0000%  | 0.0000% | $184918.00         | $160546.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $34489664.00       | $22424511.00       | Agency Mortgage-Backed Securities   |

### Security 302: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.620002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR104F01, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR104F017791564CR
- **C.18 - Value (incl. sponsor support):** $639876608.00
- **C.18.a - Value (excl. sponsor support):** $639876608.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| 1 1/8 TRIN AE 30 | 2030-10-15      | 1.1250%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | 0.0000% | $96694400.00       | $95997368.00       | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 35  | 2035-07-15      | 1.8750%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| 2 1/8 TRIN A 35  | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $107.00            | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | 0.0000% | $70114600.00       | $71719643.00       | U.S. Treasuries (including strips) |
| 1 1/8 TRIN A 33  | 2033-01-15      | 1.1250%  | 0.0000% | $79049800.00       | $84395845.00       | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32  | 2032-07-15      | 0.6250%  | 0.0000% | $83426800.00       | $89277655.00       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | 0.0000% | $108104000.00      | $95999157.00       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  | 0.0000% | $100.00            | $122.00            | U.S. Treasuries (including strips) |
| 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  | 0.0000% | $100.00            | $130.00            | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  | 0.0000% | $100.00            | $139.00            | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| 0 1/2 TRIN A 28  | 2028-01-15      | 0.5000%  | 0.0000% | $58880600.00       | $77765010.00       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  | 0.0000% | $44365000.00       | $42439760.00       | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53    | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $86.00             | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 52    | 2052-02-15      | 0.1250%  | 0.0000% | $700.00            | $434.00            | U.S. Treasuries (including strips) |
| 0 1/4 TRIB 50    | 2050-02-15      | 0.2500%  | 0.0000% | $200.00            | $146.00            | U.S. Treasuries (including strips) |
| 1 TRIB 46        | 2046-02-15      | 1.0000%  | 0.0000% | $1760100.00        | $1829389.00        | U.S. Treasuries (including strips) |
| 6 3/4 TPRN 26    | 2026-08-15      | 0.0000%  | 0.0000% | $1000.00           | $993.00            | U.S. Treasuries (including strips) |
| BILL 08/27/26    | 2026-08-27      | 0.0000%  | 0.0000% | $94188500.00       | $93371038.00       | U.S. Treasuries (including strips) |
| BILL 08/13/26    | 2026-08-13      | 0.0000%  | 0.0000% | $1500.00           | $1489.00           | U.S. Treasuries (including strips) |
| BILL 06/11/26    | 2026-06-11      | 0.0000%  | 0.0000% | $1000.00           | $999.00            | U.S. Treasuries (including strips) |

### Security 303: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.620002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR1053FD, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR1053FD7791568CR
- **C.18 - Value (incl. sponsor support):** $1489998361.00
- **C.18.a - Value (excl. sponsor support):** $1489998361.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 7/8 NOTE AM 29 | 2029-04-15      | 3.8750%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  | 0.0000% | $1600.00           | $1587.00           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  | 0.0000% | $211777600.00      | $211035352.00      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | 0.0000% | $225120000.00      | $223497199.00      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  | 0.0000% | $174874200.00      | $174299674.00      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  | 0.0000% | $193462000.00      | $194730837.00      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  | 0.0000% | $173381200.00      | $171612399.00      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  | 0.0000% | $91253100.00       | $92653016.00       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | 0.0000% | $200.00            | $193.00            | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 31  | 2031-07-15      | 0.1250%  | 0.0000% | $300.00            | $344.00            | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  | 0.0000% | $223037200.00      | $220070344.00      | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  | 0.0000% | $200.00            | $196.00            | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $88.00             | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  | 0.0000% | $65597400.00       | $58640176.00       | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | 0.0000% | $354112000.00      | $173257898.00      | U.S. Treasuries (including strips) |
| BILL 07/30/26    | 2026-07-30      | 0.0000%  | 0.0000% | $400.00            | $398.00            | U.S. Treasuries (including strips) |
| BILL 07/23/26    | 2026-07-23      | 0.0000%  | 0.0000% | $200.00            | $199.00            | U.S. Treasuries (including strips) |

### Security 304: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.720000%
- **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: TPR105581, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR105581779156FCG
- **C.18 - Value (incl. sponsor support):** $859386304.00
- **C.18.a - Value (excl. sponsor support):** $859386304.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-12-14
- **C.12 - Maturity Date (WAL):** 2026-12-14
- **C.13 - Final Legal Maturity Date:** 2026-12-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.5000%  | 0.0000% | $1336849.00        | $1363014.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.0000%  | 0.0000% | $1976126.00        | $1973264.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.0000%  | 0.0000% | $2468900.00        | $2445038.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.5000%  | 0.0000% | $13706755.00       | $13887434.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.0000%  | 0.0000% | $7089918.00        | $7018933.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.0000%  | 0.0000% | $6134749.00        | $6082928.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.5000%  | 0.0000% | $8747885.00        | $8863259.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 6.0000%  | 0.0000% | $3257028.00        | $3355480.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.5000%  | 0.0000% | $1402300.00        | $1437137.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.0000%  | 0.0000% | $2600927.00        | $2580741.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.0000%  | 0.0000% | $5202730.00        | $5156295.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 6.0000%  | 0.0000% | $5221575.00        | $5385468.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.5000%  | 0.0000% | $9564268.00        | $9671787.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.0000%  | 0.0000% | $5407395.00        | $5363470.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 6.0000%  | 0.0000% | $5573950.00        | $5715549.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 6.5000%  | 0.0000% | $1083578.00        | $1155577.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.0000%  | 0.0000% | $10005724.00       | $9905546.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.0000%  | 0.0000% | $7730176.00        | $7668867.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.0000%  | 0.0000% | $7023787.00        | $6945401.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.0000%  | 0.0000% | $3791327.00        | $3759301.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 6.5000%  | 0.0000% | $846720.00         | $890119.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 6.5000%  | 0.0000% | $4260000.00        | $4462957.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.5000%  | 0.0000% | $15454734.00       | $15585849.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $51585855.00       | $51582290.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $27070250.00       | $27001407.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $962.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $97866483.00       | $97083247.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $96345690.00       | $95171225.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $45698145.00       | $45560726.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $131905578.00      | $130498527.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $60535060.00       | $59865475.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $88202087.00       | $87278690.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $56569028.00       | $56010289.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $10474.00          | $10381.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $46135683.00       | $45743986.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $533261.00         | $529440.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $45963521.00       | $45714348.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.5000%  | 0.0000% | $1879500.00        | $1904245.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $1539390.00        | $1524518.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | 0.0000% | $1054094.00        | $1046831.00        | Agency Mortgage-Backed Securities |

### Security 305: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR1055C2, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR1055C27791564BN
- **C.18 - Value (incl. sponsor support):** $1694308609.50
- **C.18.a - Value (excl. sponsor support):** $1694308609.50
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TINT 05/15/37    | 2037-05-15      | 0.0000%  | 0.0000% | $58973656.00       | $35438685.00       | U.S. Treasuries (including strips) |
| TINT 11/15/36    | 2036-11-15      | 0.0000%  | 0.0000% | $14592130.00       | $9016419.00        | U.S. Treasuries (including strips) |
| TINT 11/15/35    | 2035-11-15      | 0.0000%  | 0.0000% | $13.00             | $8.00              | U.S. Treasuries (including strips) |
| TINT 05/15/35    | 2035-05-15      | 0.0000%  | 0.0000% | $3200000.00        | $2143392.00        | U.S. Treasuries (including strips) |
| TINT 11/15/27    | 2027-11-15      | 0.0000%  | 0.0000% | $109.00            | $102.00            | U.S. Treasuries (including strips) |
| TINT 11/15/26    | 2026-11-15      | 0.0000%  | 0.0000% | $90000.00          | $88456.00          | U.S. Treasuries (including strips) |
| TINT 11/15/34    | 2034-11-15      | 0.0000%  | 0.0000% | $3371310.00        | $2315359.00        | U.S. Treasuries (including strips) |
| TINT 05/15/34    | 2034-05-15      | 0.0000%  | 0.0000% | $15146679.00       | $10675289.00       | U.S. Treasuries (including strips) |
| TINT 11/15/30    | 2030-11-15      | 0.0000%  | 0.0000% | $870000.00         | $722514.00         | U.S. Treasuries (including strips) |
| TINT 08/15/34    | 2034-08-15      | 0.0000%  | 0.0000% | $359951.00         | $250452.00         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE V 31  | 2031-02-28      | 3.5000%  | 0.0000% | $240574500.00      | $235918128.00      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | 0.0000% | $16646200.00       | $16886409.00       | U.S. Treasuries (including strips) |
| 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | 0.0000% | $367493400.00      | $373070561.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  | 0.0000% | $90143000.00       | $90115297.00       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  | 0.0000% | $412200.00         | $415351.00         | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | 0.0000% | $319254100.00      | $321079151.00      | U.S. Treasuries (including strips) |
| 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  | 0.0000% | $115369800.00      | $143926437.00      | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | 0.0000% | $57100.00          | $54461.00          | U.S. Treasuries (including strips) |
| 4 1/4 TPRN 54    | 2054-02-15      | 0.0000%  | 0.0000% | $13803000.00       | $3397608.00        | U.S. Treasuries (including strips) |
| 3 5/8 TPRN 53    | 2053-05-15      | 0.0000%  | 0.0000% | $41920900.00       | $10633069.00       | U.S. Treasuries (including strips) |
| 3 5/8 TPRN 53    | 2053-02-15      | 0.0000%  | 0.0000% | $44551700.00       | $11432501.00       | U.S. Treasuries (including strips) |
| 4 TPRN 52        | 2052-11-15      | 0.0000%  | 0.0000% | $2208100.00        | $573134.00         | U.S. Treasuries (including strips) |
| 1 7/8 TPRN 51    | 2051-11-15      | 0.0000%  | 0.0000% | $327845100.00      | $89209602.00       | U.S. Treasuries (including strips) |
| 2 TPRN 51        | 2051-08-15      | 0.0000%  | 0.0000% | $27374800.00       | $7536638.00        | U.S. Treasuries (including strips) |
| 2 3/8 TPRN 51    | 2051-05-15      | 0.0000%  | 0.0000% | $8432500.00        | $2349168.00        | U.S. Treasuries (including strips) |
| 1 7/8 TPRN 51    | 2051-02-15      | 0.0000%  | 0.0000% | $1549600.00        | $436948.00         | U.S. Treasuries (including strips) |
| 1 5/8 TPRN 50    | 2050-11-15      | 0.0000%  | 0.0000% | $7898800.00        | $2258496.00        | U.S. Treasuries (including strips) |
| 1 1/4 TPRN 50    | 2050-05-15      | 0.0000%  | 0.0000% | $300000.00         | $88310.00          | U.S. Treasuries (including strips) |
| 2 TPRN 50        | 2050-02-15      | 0.0000%  | 0.0000% | $707400000.00      | $209998057.00      | U.S. Treasuries (including strips) |
| 3 TPRN 49        | 2049-02-15      | 0.0000%  | 0.0000% | $300000.00         | $93801.00          | U.S. Treasuries (including strips) |
| 3 3/8 TPRN 48    | 2048-11-15      | 0.0000%  | 0.0000% | $13534000.00       | $4292768.00        | U.S. Treasuries (including strips) |
| 3 TPRN 48        | 2048-08-15      | 0.0000%  | 0.0000% | $33168000.00       | $10639930.00       | U.S. Treasuries (including strips) |
| 3 1/8 TPRN 48    | 2048-05-15      | 0.0000%  | 0.0000% | $107751600.00      | $35042329.00       | U.S. Treasuries (including strips) |
| 3 TPRN 48        | 2048-02-15      | 0.0000%  | 0.0000% | $6985100.00        | $2299970.00        | U.S. Treasuries (including strips) |
| 2 3/4 TPRN 47    | 2047-08-15      | 0.0000%  | 0.0000% | $44400800.00       | $15011244.00       | U.S. Treasuries (including strips) |
| 3 TPRN 47        | 2047-02-15      | 0.0000%  | 0.0000% | $12122200.00       | $4210161.00        | U.S. Treasuries (including strips) |
| 2 1/2 TPRN 46    | 2046-05-15      | 0.0000%  | 0.0000% | $27254700.00       | $9852710.00        | U.S. Treasuries (including strips) |
| 3 TPRN 45        | 2045-11-15      | 0.0000%  | 0.0000% | $55882900.00       | $20733003.00       | U.S. Treasuries (including strips) |
| 3 TPRN 45        | 2045-05-15      | 0.0000%  | 0.0000% | $5120000.00        | $1954212.00        | U.S. Treasuries (including strips) |
| 2 1/2 TPRN 45    | 2045-02-15      | 0.0000%  | 0.0000% | $3386000.00        | $1308855.00        | U.S. Treasuries (including strips) |
| 3 1/8 TPRN 44    | 2044-08-15      | 0.0000%  | 0.0000% | $8600000.00        | $3417709.00        | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 43    | 2043-05-15      | 0.0000%  | 0.0000% | $520000.00         | $222221.00         | U.S. Treasuries (including strips) |
| 4 5/8 TPRN 40    | 2040-02-15      | 0.0000%  | 0.0000% | $1257000.00        | $653439.00         | U.S. Treasuries (including strips) |
| 4 3/8 TPRN 39    | 2039-11-15      | 0.0000%  | 0.0000% | $3567300.00        | $1882065.00        | U.S. Treasuries (including strips) |
| 4 1/2 TPRN 36    | 2036-02-15      | 0.0000%  | 0.0000% | $32844300.00       | $21530424.00       | U.S. Treasuries (including strips) |
| 5 1/4 TPRN 28    | 2028-11-15      | 0.0000%  | 0.0000% | $635000.00         | $575176.00         | U.S. Treasuries (including strips) |
| TINT 08/15/51    | 2051-08-15      | 0.0000%  | 0.0000% | $6963000.00        | $1886339.00        | U.S. Treasuries (including strips) |
| TINT 02/15/51    | 2051-02-15      | 0.0000%  | 0.0000% | $3629900.00        | $1006161.00        | U.S. Treasuries (including strips) |
| TINT 08/15/50    | 2050-08-15      | 0.0000%  | 0.0000% | $24700000.00       | $7022926.00        | U.S. Treasuries (including strips) |
| TINT 02/15/50    | 2050-02-15      | 0.0000%  | 0.0000% | $1707048.00        | $498134.00         | U.S. Treasuries (including strips) |
| TINT 05/15/49    | 2049-05-15      | 0.0000%  | 0.0000% | $9150727.00        | $2778399.00        | U.S. Treasuries (including strips) |
| TINT 11/15/48    | 2048-11-15      | 0.0000%  | 0.0000% | $2547024.00        | $792517.00         | U.S. Treasuries (including strips) |
| TINT 08/15/48    | 2048-08-15      | 0.0000%  | 0.0000% | $1919000.00        | $604247.00         | U.S. Treasuries (including strips) |
| TINT 08/15/46    | 2046-08-15      | 0.0000%  | 0.0000% | $882830.00         | $307593.00         | U.S. Treasuries (including strips) |
| TINT 05/15/46    | 2046-05-15      | 0.0000%  | 0.0000% | $658000.00         | $232295.00         | U.S. Treasuries (including strips) |
| TINT 05/15/43    | 2043-05-15      | 0.0000%  | 0.0000% | $51000.00          | $21368.00          | U.S. Treasuries (including strips) |

### Security 306: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.629999%
- **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: TPR105B7C, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR105B7C7791568CG
- **C.18 - Value (incl. sponsor support):** $984082768.00
- **C.18.a - Value (excl. sponsor support):** $984082768.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 6.0000%  | 0.0000% | $76000000.00       | $714817.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-04-15      | 5.0000%  | 0.0000% | $3955204.00        | $63931.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-01-20      | 4.0000%  | 0.0000% | $1496938.00        | $168814.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-02-15      | 3.5000%  | 0.0000% | $3304568.00        | $152358.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-06-15      | 4.0000%  | 0.0000% | $1088809.00        | $66938.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-03-15      | 3.5000%  | 0.0000% | $2040000.00        | $528657.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-05-15      | 3.0000%  | 0.0000% | $750000.00         | $380277.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-11-15      | 7.0000%  | 0.0000% | $6091865.00        | $3377833.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 5.5000%  | 0.0000% | $5491000.00        | $3325282.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 5.0000%  | 0.0000% | $223000.00         | $155846.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 6.0000%  | 0.0000% | $3846841.00        | $1350761.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 5.0000%  | 0.0000% | $2909280.00        | $1355784.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-02-20      | 3.0000%  | 0.0000% | $422094.00         | $96941.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-15      | 3.0000%  | 0.0000% | $182739.00         | $74835.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 6.0000%  | 0.0000% | $2250000.00        | $606651.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-06-15      | 6.0000%  | 0.0000% | $4517970.00        | $64974.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-01-15      | 6.0000%  | 0.0000% | $358299.00         | $78605.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-15      | 4.5000%  | 0.0000% | $924759.00         | $58979.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-15      | 4.5000%  | 0.0000% | $499393.00         | $121034.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-15      | 4.5000%  | 0.0000% | $1643867.00        | $129626.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-06-15      | 5.0000%  | 0.0000% | $927588.00         | $103062.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-20      | 3.7500%  | 0.0000% | $500000.00         | $173994.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-05-15      | 3.5000%  | 0.0000% | $5749336.00        | $491478.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 4.0000%  | 0.0000% | $102191508.00      | $93659712.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-11-20      | 7.0000%  | 0.0000% | $1179393.00        | $841159.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-12-15      | 3.0000%  | 0.0000% | $671343.00         | $102194.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-10-15      | 3.5000%  | 0.0000% | $542420.00         | $136974.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-20      | 3.5000%  | 0.0000% | $1059585.00        | $66942.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-15      | 3.0000%  | 0.0000% | $377062.00         | $69430.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-06-15      | 3.5000%  | 0.0000% | $900000.00         | $165400.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-15      | 3.0000%  | 0.0000% | $800000.00         | $132599.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-15      | 3.0000%  | 0.0000% | $625678.00         | $55556.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-06-15      | 4.0000%  | 0.0000% | $1500000.00        | $81922.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-15      | 3.5000%  | 0.0000% | $5877630.00        | $498015.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-15      | 3.5000%  | 0.0000% | $1000000.00        | $65132.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-15      | 4.5000%  | 0.0000% | $633875.00         | $89363.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-15      | 3.0000%  | 0.0000% | $1405118.00        | $833898.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-15      | 3.5000%  | 0.0000% | $2397333.00        | $174173.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-15      | 4.5000%  | 0.0000% | $1583657.00        | $159351.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-15      | 3.5000%  | 0.0000% | $600000.00         | $79093.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-15      | 3.5000%  | 0.0000% | $6026060.00        | $661849.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-03-15      | 3.5000%  | 0.0000% | $2192011.00        | $336879.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-15      | 3.0000%  | 0.0000% | $2104672.00        | $244284.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-11-15      | 3.0000%  | 0.0000% | $1348045.00        | $53471.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-06-15      | 3.5000%  | 0.0000% | $858670.00         | $135193.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-15      | 3.5000%  | 0.0000% | $2155020.00        | $168785.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-02-15      | 3.0000%  | 0.0000% | $2898917.00        | $400160.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-15      | 3.1250%  | 0.0000% | $234035.00         | $89640.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-15      | 3.3750%  | 0.0000% | $476734.00         | $68823.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-09-15      | 4.3750%  | 0.0000% | $317639.00         | $97933.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-09-15      | 3.6250%  | 0.0000% | $149035.00         | $52739.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-09-15      | 2.7500%  | 0.0000% | $995795.00         | $77863.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-09-15      | 2.7500%  | 0.0000% | $384575.00         | $138020.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-09-15      | 3.2500%  | 0.0000% | $2988978.00        | $351174.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-15      | 3.2500%  | 0.0000% | $685428.00         | $119864.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-20      | 3.5000%  | 0.0000% | $1200000.00        | $185348.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-20      | 3.5000%  | 0.0000% | $500000.00         | $76133.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-09-15      | 3.2500%  | 0.0000% | $1898767.00        | $213081.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-08-15      | 3.2500%  | 0.0000% | $1944608.00        | $492378.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-15      | 3.0000%  | 0.0000% | $1061320.00        | $105065.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-07-15      | 4.0000%  | 0.0000% | $5555711.00        | $219746.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-05-15      | 3.5000%  | 0.0000% | $1081541.00        | $253310.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-02-20      | 4.0000%  | 0.0000% | $500000.00         | $95960.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-09-15      | 3.5000%  | 0.0000% | $2170000.00        | $402917.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-08-15      | 3.5000%  | 0.0000% | $11891224.00       | $711999.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-15      | 3.0000%  | 0.0000% | $1667571.00        | $497234.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-15      | 3.5000%  | 0.0000% | $925000.00         | $65273.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-15      | 3.5000%  | 0.0000% | $18590000.00       | $2404782.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-01-20      | 4.5000%  | 0.0000% | $2382676.00        | $244130.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-15      | 3.0000%  | 0.0000% | $943000.00         | $87258.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-03-20      | 3.0000%  | 0.0000% | $865216.00         | $128038.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-03-15      | 4.0000%  | 0.0000% | $2688518.00        | $238729.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-15      | 3.0000%  | 0.0000% | $10000000.00       | $135174.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-15      | 3.0000%  | 0.0000% | $1499000.00        | $259184.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-15      | 3.5000%  | 0.0000% | $4114286.00        | $449308.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-15      | 3.5000%  | 0.0000% | $672000.00         | $53930.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-15      | 3.5000%  | 0.0000% | $783500.00         | $77988.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-08-20      | 4.5000%  | 0.0000% | $633299.00         | $57099.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-01-15      | 3.0000%  | 0.0000% | $785981.00         | $82990.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-20      | 3.5000%  | 0.0000% | $498993.00         | $66279.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-15      | 3.0000%  | 0.0000% | $3040000.00        | $339343.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-15      | 3.0000%  | 0.0000% | $1300000.00        | $183862.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 3.0000%  | 0.0000% | $22208814.00       | $16435060.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-01-20      | 3.5000%  | 0.0000% | $1043066.00        | $668973.00         | Agency Mortgage-Backed Securities  |
| GNII SF BY6442 C                         | 2040-11-20      | 2.5000%  | 0.0000% | $254857.00         | $169761.00         | Agency Mortgage-Backed Securities  |
| GNII SF BV9173 C                         | 2035-08-20      | 2.0000%  | 0.0000% | $3152192.00        | $1351094.00        | Agency Mortgage-Backed Securities  |
| GNII SF BV9159 C                         | 2035-07-20      | 3.5000%  | 0.0000% | $1849685.00        | $233623.00         | Agency Mortgage-Backed Securities  |
| GNII SF BV9157 C                         | 2035-07-20      | 3.0000%  | 0.0000% | $1806984.00        | $652060.00         | Agency Mortgage-Backed Securities  |
| GNII SF BN0268 C                         | 2035-08-20      | 2.5000%  | 0.0000% | $1153419.00        | $723113.00         | Agency Mortgage-Backed Securities  |
| GNMI SF BB7007 X                         | 2047-07-15      | 3.5000%  | 0.0000% | $2398029.00        | $1293464.00        | Agency Mortgage-Backed Securities  |
| GNMI SF BB7006 X                         | 2047-07-15      | 3.5000%  | 0.0000% | $3991707.00        | $634780.00         | Agency Mortgage-Backed Securities  |
| GNMI SF BA9083 X                         | 2047-06-15      | 5.0000%  | 0.0000% | $1277242.00        | $97592.00          | Agency Mortgage-Backed Securities  |
| GNMI SF BA7892 X                         | 2047-05-15      | 5.0000%  | 0.0000% | $1936894.00        | $776855.00         | Agency Mortgage-Backed Securities  |
| GNMI SF BA6713 X                         | 2047-06-15      | 3.5000%  | 0.0000% | $2525600.00        | $774342.00         | Agency Mortgage-Backed Securities  |
| GNII SF BA5041 C                         | 2047-06-20      | 5.0000%  | 0.0000% | $320000.00         | $65748.00          | Agency Mortgage-Backed Securities  |
| GNMI SF BA2521 X                         | 2047-04-15      | 5.0000%  | 0.0000% | $869939.00         | $54648.00          | Agency Mortgage-Backed Securities  |
| GNMI SF AO8837 X                         | 2045-11-15      | 4.5000%  | 0.0000% | $3621138.00        | $524525.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-08-20      | 5.0000%  | 0.0000% | $3379291.00        | $119558.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-20      | 6.0000%  | 0.0000% | $3299892.00        | $119466.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-20      | 4.5000%  | 0.0000% | $21097700.00       | $847726.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-08-20      | 4.5000%  | 0.0000% | $8044933.00        | $339436.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-20      | 5.0000%  | 0.0000% | $1573000.00        | $52249.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-20      | 5.0000%  | 0.0000% | $6375000.00        | $205132.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-20      | 4.5000%  | 0.0000% | $8742665.00        | $315909.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-05-20      | 8.0000%  | 0.0000% | $1349785.00        | $70403.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-04-20      | 4.5000%  | 0.0000% | $3268110.00        | $100817.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-20      | 4.5000%  | 0.0000% | $215850954.00      | $8004360.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-01-20      | 4.0000%  | 0.0000% | $12554370.00       | $589616.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-20      | 6.0000%  | 0.0000% | $2852451.00        | $92427.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-11-20      | 4.5000%  | 0.0000% | $10090628.00       | $462818.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA9693 M                         | 2039-12-20      | 4.5000%  | 0.0000% | $7452153.00        | $5411527.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA9536 M                         | 2054-03-20      | 3.0000%  | 0.0000% | $10739627.00       | $7391709.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA9418 M                         | 2054-01-20      | 3.0000%  | 0.0000% | $18756550.00       | $12529074.00       | Agency Mortgage-Backed Securities  |
| GNII SF MA9300 M                         | 2053-11-20      | 3.0000%  | 0.0000% | $9369057.00        | $5844903.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA9846 M                         | 2054-08-20      | 3.0000%  | 0.0000% | $11173448.00       | $8628852.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA9824 M                         | 2039-10-20      | 5.5000%  | 0.0000% | $6357464.00        | $4247598.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA8127 M                         | 2037-07-20      | 4.5000%  | 0.0000% | $7778195.00        | $3277299.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 4.5000%  | 0.0000% | $3367325.00        | $125598.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 5.1250%  | 0.0000% | $1469670.00        | $80547.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-02-15      | 5.1250%  | 0.0000% | $2077280.00        | $186583.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-15      | 4.5000%  | 0.0000% | $11831548.00       | $332260.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 5.0000%  | 0.0000% | $1796100.00        | $63879.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 4.5000%  | 0.0000% | $4036607.00        | $124156.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-15      | 5.0000%  | 0.0000% | $2886500.00        | $187068.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-20      | 4.6250%  | 0.0000% | $1342222.00        | $75213.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 4.5000%  | 0.0000% | $2310000.00        | $143928.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-02-15      | 5.0000%  | 0.0000% | $2500000.00        | $68619.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-12-15      | 4.5000%  | 0.0000% | $4463361.00        | $155722.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $3486800.00        | $51801.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 5.0000%  | 0.0000% | $6429600.00        | $204706.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 4.5000%  | 0.0000% | $1000000.00        | $57588.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-12-15      | 5.0000%  | 0.0000% | $3688325.00        | $224953.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 4.5000%  | 0.0000% | $2600000.00        | $55566.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-15      | 4.5000%  | 0.0000% | $5259591.00        | $159692.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 5.0000%  | 0.0000% | $3860561.00        | $68634.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 5.0000%  | 0.0000% | $3828356.00        | $83301.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-04-15      | 6.0000%  | 0.0000% | $3011200.00        | $92711.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-05-15      | 5.5000%  | 0.0000% | $24557345.00       | $218659.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-05-15      | 5.5000%  | 0.0000% | $16873035.00       | $100466.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-20      | 3.0000%  | 0.0000% | $1083312.00        | $103055.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-20      | 4.5000%  | 0.0000% | $1076947.00        | $53347.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-20      | 4.0000%  | 0.0000% | $5358091.00        | $255395.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-11-20      | 6.0000%  | 0.0000% | $3144088.00        | $90238.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-11-20      | 4.0000%  | 0.0000% | $12050000.00       | $589084.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-11-20      | 3.5000%  | 0.0000% | $24000000.00       | $1531022.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-20      | 6.0000%  | 0.0000% | $3209924.00        | $61148.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-20      | 4.5000%  | 0.0000% | $214923264.00      | $9631534.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-20      | 4.0000%  | 0.0000% | $6690000.00        | $301825.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-20      | 4.0000%  | 0.0000% | $9723842.00        | $438900.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-20      | 4.0000%  | 0.0000% | $10075040.00       | $472560.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-20      | 5.0000%  | 0.0000% | $4350000.00        | $161735.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-20      | 5.0000%  | 0.0000% | $13556788.00       | $501502.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-20      | 4.5000%  | 0.0000% | $147400446.00      | $5659456.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-20      | 4.0000%  | 0.0000% | $11847054.00       | $494652.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-20      | 6.0000%  | 0.0000% | $7122893.00        | $167544.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-20      | 5.0000%  | 0.0000% | $16796692.00       | $610625.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-20      | 4.0000%  | 0.0000% | $5346810.00        | $191909.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-20      | 5.0000%  | 0.0000% | $24014379.00       | $739062.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-20      | 5.0000%  | 0.0000% | $47683737.00       | $1578862.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-20      | 5.0000%  | 0.0000% | $3660000.00        | $104976.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-20      | 5.5000%  | 0.0000% | $5655000.00        | $161699.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-20      | 5.0000%  | 0.0000% | $12374394.00       | $313612.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-20      | 5.5000%  | 0.0000% | $2684487.00        | $101934.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-20      | 4.0000%  | 0.0000% | $6201664.00        | $308227.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-20      | 6.0000%  | 0.0000% | $4701924.00        | $52892.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-20      | 6.5000%  | 0.0000% | $50925000.00       | $665194.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-09-20      | 6.5000%  | 0.0000% | $100000000.00      | $984043.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-09-20      | 6.0000%  | 0.0000% | $8299197.00        | $67324.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-20      | 6.5000%  | 0.0000% | $255296355.00      | $2696004.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-04-20      | 5.0000%  | 0.0000% | $13766240.00       | $175643.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-10-20      | 6.5000%  | 0.0000% | $20400000.00       | $197914.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-07-20      | 5.4500%  | 0.0000% | $623637.00         | $169216.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-06-20      | 5.0000%  | 0.0000% | $6898000.00        | $81763.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-20      | 5.0000%  | 0.0000% | $14000000.00       | $373587.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-20      | 4.5000%  | 0.0000% | $4952743.00        | $127013.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-20      | 4.0000%  | 0.0000% | $2600000.00        | $91120.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-09-20      | 5.0000%  | 0.0000% | $14866938.00       | $169569.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-01-20      | 5.0000%  | 0.0000% | $29907219.00       | $265631.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-04-20      | 6.5000%  | 0.0000% | $141106196.00      | $232897.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-20      | 6.0000%  | 0.0000% | $506505432.00      | $1458419.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-20      | 6.5000%  | 0.0000% | $128716690.00      | $145749.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-20      | 4.5000%  | 0.0000% | $9281930.00        | $248843.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 6.5000%  | 0.0000% | $10522388.00       | $108734.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-04-15      | 5.5000%  | 0.0000% | $21764135.00       | $116368.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-10-15      | 6.0000%  | 0.0000% | $30092951.00       | $108649.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $22304477.00       | $71352.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $12920075.00       | $75631.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $10000000.00       | $80847.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-10-15      | 6.0000%  | 0.0000% | $17804076.00       | $188281.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-15      | 5.0000%  | 0.0000% | $10556487.00       | $101693.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-15      | 5.7000%  | 0.0000% | $642870.00         | $62472.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 4.5000%  | 0.0000% | $148000.00         | $53220.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-20      | 3.5000%  | 0.0000% | $1180000.00        | $295950.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-20      | 3.0000%  | 0.0000% | $1809074.00        | $354225.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-20      | 3.5000%  | 0.0000% | $1008586.00        | $125922.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 4.5000%  | 0.0000% | $1436488.00        | $208177.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-15      | 4.5000%  | 0.0000% | $280658.00         | $68251.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-15      | 5.0000%  | 0.0000% | $1749956.00        | $225543.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 4.5000%  | 0.0000% | $3443818.00        | $94496.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 4.5000%  | 0.0000% | $1576492.00        | $191238.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-20      | 3.5000%  | 0.0000% | $555000.00         | $108526.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 4.5000%  | 0.0000% | $1320491.00        | $303402.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-15      | 2.5000%  | 0.0000% | $635096.00         | $178814.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-15      | 3.0000%  | 0.0000% | $994079.00         | $250160.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-15      | 3.0000%  | 0.0000% | $220000.00         | $63572.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-08-15      | 3.5000%  | 0.0000% | $1025260.00        | $119500.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-15      | 4.5000%  | 0.0000% | $333335.00         | $52461.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-20      | 3.0000%  | 0.0000% | $2219389.00        | $343767.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-15      | 2.5000%  | 0.0000% | $399110.00         | $121433.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-15      | 2.5000%  | 0.0000% | $607377.00         | $109630.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-06-15      | 3.0000%  | 0.0000% | $3013107.00        | $642515.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA2757 M                         | 2045-04-20      | 5.0000%  | 0.0000% | $2766600.00        | $185040.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA3597 M                         | 2046-04-20      | 3.5000%  | 0.0000% | $45731892.00       | $4484738.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA3596 M                         | 2046-04-20      | 3.0000%  | 0.0000% | $2412081.00        | $230902.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA3523 M                         | 2046-03-20      | 4.5000%  | 0.0000% | $10670000.00       | $737213.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA3522 M                         | 2046-03-20      | 4.0000%  | 0.0000% | $270787718.00      | $21720547.00       | Agency Mortgage-Backed Securities  |
| GNII SF MA3521 M                         | 2046-03-20      | 3.5000%  | 0.0000% | $1235417.00        | $112565.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA3498 M                         | 2031-03-20      | 4.0000%  | 0.0000% | $1079916.00        | $59318.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA2523 M                         | 2045-01-20      | 4.5000%  | 0.0000% | $100000000.00      | $5576884.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA2522 M                         | 2045-01-20      | 4.0000%  | 0.0000% | $20266111.00       | $1467594.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA2449 M                         | 2044-12-20      | 5.5000%  | 0.0000% | $3952790.00        | $222839.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA2446 M                         | 2044-12-20      | 4.0000%  | 0.0000% | $790000.00         | $55009.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA2444 M                         | 2044-12-20      | 3.0000%  | 0.0000% | $7650000.00        | $572166.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA2373 M                         | 2044-11-20      | 4.5000%  | 0.0000% | $3899000.00        | $201362.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA2307 M                         | 2044-10-20      | 5.5000%  | 0.0000% | $4177601.00        | $321837.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA2224 M                         | 2044-09-20      | 4.0000%  | 0.0000% | $5604000.00        | $347058.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA2223 M                         | 2044-09-20      | 3.5000%  | 0.0000% | $509561000.00      | $36304817.00       | Agency Mortgage-Backed Securities  |
| GNII SF MA2149 M                         | 2044-08-20      | 4.0000%  | 0.0000% | $33995977.00       | $2058651.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA2147 M                         | 2044-08-20      | 3.0000%  | 0.0000% | $3074132.00        | $334126.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA1997 M                         | 2044-06-20      | 4.5000%  | 0.0000% | $2612199.00        | $163149.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA1996 M                         | 2044-06-20      | 4.0000%  | 0.0000% | $1489160.00        | $83870.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA1523 M                         | 2043-12-20      | 4.5000%  | 0.0000% | $300937000.00      | $19543161.00       | Agency Mortgage-Backed Securities  |
| GNII SF MA1522 M                         | 2043-12-20      | 4.0000%  | 0.0000% | $12677000.00       | $745394.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA1450 M                         | 2043-11-20      | 4.5000%  | 0.0000% | $325000000.00      | $17780216.00       | Agency Mortgage-Backed Securities  |
| GNII SF MA1351 M                         | 2028-10-20      | 3.5000%  | 0.0000% | $10000000.00       | $192649.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA1377 M                         | 2043-10-20      | 4.5000%  | 0.0000% | $1084967.00        | $51629.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA1376 M                         | 2043-10-20      | 4.0000%  | 0.0000% | $39137826.00       | $2025359.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA1374 M                         | 2043-10-20      | 3.0000%  | 0.0000% | $1098886.00        | $139041.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA1285 M                         | 2043-09-20      | 3.5000%  | 0.0000% | $60100000.00       | $5417709.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA1228 M                         | 2043-08-20      | 5.5000%  | 0.0000% | $7740174.00        | $323441.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA1227 M                         | 2043-08-20      | 5.0000%  | 0.0000% | $2806735.00        | $139904.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA1225 M                         | 2043-08-20      | 4.0000%  | 0.0000% | $13301177.00       | $735528.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA1161 M                         | 2043-07-20      | 5.5000%  | 0.0000% | $5600000.00        | $186771.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA1011 M                         | 2043-05-20      | 3.0000%  | 0.0000% | $4766307.00        | $482313.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA1010 M                         | 2043-05-20      | 2.5000%  | 0.0000% | $865000.00         | $127601.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA0937 M                         | 2043-04-20      | 5.0000%  | 0.0000% | $2120312.00        | $99799.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA0936 M                         | 2043-04-20      | 4.5000%  | 0.0000% | $1243736.00        | $60664.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA0933 M                         | 2043-04-20      | 3.0000%  | 0.0000% | $1877000.00        | $188609.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA1761 M                         | 2044-03-20      | 4.0000%  | 0.0000% | $1605292.00        | $82602.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA1679 M                         | 2044-02-20      | 4.5000%  | 0.0000% | $1014765.00        | $64091.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA1676 M                         | 2044-02-20      | 3.0000%  | 0.0000% | $530000.00         | $69284.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA0699 M                         | 2043-01-20      | 3.5000%  | 0.0000% | $1277882.00        | $115409.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA0698 M                         | 2043-01-20      | 3.0000%  | 0.0000% | $19484829.00       | $1944933.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA0601 M                         | 2027-12-20      | 2.5000%  | 0.0000% | $4000000.00        | $58531.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA0535 M                         | 2042-11-20      | 4.0000%  | 0.0000% | $3137825.00        | $236825.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA0534 M                         | 2042-11-20      | 3.5000%  | 0.0000% | $1000000.00        | $79516.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA0533 M                         | 2042-11-20      | 3.0000%  | 0.0000% | $1495620.00        | $145978.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA0465 M                         | 2042-10-20      | 5.0000%  | 0.0000% | $9617088.00        | $311238.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA0463 M                         | 2042-10-20      | 4.0000%  | 0.0000% | $5881000.00        | $454500.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA0462 M                         | 2042-10-20      | 3.5000%  | 0.0000% | $27223988.00       | $2180508.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA0461 M                         | 2042-10-20      | 3.0000%  | 0.0000% | $1250362.00        | $123857.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA0393 M                         | 2042-09-20      | 4.0000%  | 0.0000% | $1100000.00        | $70424.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA0391 M                         | 2042-09-20      | 3.0000%  | 0.0000% | $25158013.00       | $2448966.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA0317 M                         | 2042-08-20      | 3.0000%  | 0.0000% | $2198000.00        | $201971.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA0221 M                         | 2042-07-20      | 4.0000%  | 0.0000% | $1350000.00        | $74818.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA0155 M                         | 2042-06-20      | 4.0000%  | 0.0000% | $1000000.00        | $53187.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA0088 M                         | 2042-05-20      | 3.5000%  | 0.0000% | $43079550.00       | $2893900.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA0023 M                         | 2042-04-20      | 4.0000%  | 0.0000% | $9296674.00        | $462179.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA0784 M                         | 2043-02-20      | 4.0000%  | 0.0000% | $3849000.00        | $312466.00         | Agency Mortgage-Backed Securities  |
| GNMI SF AC8113 X                         | 2043-01-15      | 3.5000%  | 0.0000% | $1757025.00        | $325355.00         | Agency Mortgage-Backed Securities  |
| GNMI SF AC3938 X                         | 2043-01-15      | 3.5000%  | 0.0000% | $908920.00         | $63562.00          | Agency Mortgage-Backed Securities  |
| GNMI SF AC1740 X                         | 2043-06-15      | 3.0000%  | 0.0000% | $1005178.00        | $191720.00         | Agency Mortgage-Backed Securities  |
| GNII SF AC0071 C                         | 2042-10-20      | 3.5000%  | 0.0000% | $2685000.00        | $270174.00         | Agency Mortgage-Backed Securities  |
| GNMI SF AB9376 X                         | 2042-10-15      | 3.5000%  | 0.0000% | $1600000.00        | $74507.00          | Agency Mortgage-Backed Securities  |
| GNMI SF AB9170 X                         | 2042-11-15      | 3.0000%  | 0.0000% | $5078350.00        | $965659.00         | Agency Mortgage-Backed Securities  |
| GNMI SF AB9110 X                         | 2042-10-15      | 3.0000%  | 0.0000% | $2634000.00        | $219003.00         | Agency Mortgage-Backed Securities  |
| GNMI SF AB9109 X                         | 2042-10-15      | 3.0000%  | 0.0000% | $900000.00         | $90528.00          | Agency Mortgage-Backed Securities  |
| GNII SF AB9891 C                         | 2043-04-20      | 3.5000%  | 0.0000% | $1130000.00        | $156335.00         | Agency Mortgage-Backed Securities  |
| GNMI SF AB2504 X                         | 2043-05-15      | 3.0000%  | 0.0000% | $505781.00         | $96252.00          | Agency Mortgage-Backed Securities  |
| GNMI SF AB1610 X                         | 2042-09-15      | 4.0000%  | 0.0000% | $730094.00         | $150835.00         | Agency Mortgage-Backed Securities  |
| GNMI SF AB1436 X                         | 2042-08-15      | 4.0000%  | 0.0000% | $367922.00         | $79036.00          | Agency Mortgage-Backed Securities  |
| GNMI SF AB0632 X                         | 2042-11-15      | 3.0000%  | 0.0000% | $1020987.00        | $226777.00         | Agency Mortgage-Backed Securities  |
| GNMI SF AA8273 X                         | 2042-07-15      | 3.5000%  | 0.0000% | $3440566.00        | $223906.00         | Agency Mortgage-Backed Securities  |
| GNMI SF AA6091 X                         | 2043-02-15      | 3.0000%  | 0.0000% | $641000.00         | $86133.00          | Agency Mortgage-Backed Securities  |
| GNII SF AA6054 C                         | 2043-02-20      | 3.0000%  | 0.0000% | $4975000.00        | $743745.00         | Agency Mortgage-Backed Securities  |
| GNMI SF AA5938 X                         | 2042-12-15      | 3.0000%  | 0.0000% | $500000.00         | $58665.00          | Agency Mortgage-Backed Securities  |
| GNMI SF AA5822 X                         | 2042-11-15      | 3.0000%  | 0.0000% | $4865000.00        | $529795.00         | Agency Mortgage-Backed Securities  |
| GNMI SF AA5821 X                         | 2042-11-15      | 3.0000%  | 0.0000% | $2594731.00        | $319126.00         | Agency Mortgage-Backed Securities  |
| GNMI SF AA5819 X                         | 2042-11-15      | 3.0000%  | 0.0000% | $16010000.00       | $3061213.00        | Agency Mortgage-Backed Securities  |
| GNMI SF AA5734 X                         | 2042-10-15      | 3.5000%  | 0.0000% | $3750000.00        | $383188.00         | Agency Mortgage-Backed Securities  |
| GNII SF AA6243 C                         | 2043-04-20      | 3.5000%  | 0.0000% | $2982500.00        | $255719.00         | Agency Mortgage-Backed Securities  |
| GNMI SF AA5085 X                         | 2042-07-15      | 3.5000%  | 0.0000% | $2853396.00        | $310999.00         | Agency Mortgage-Backed Securities  |
| GNMI SF AA4533 X                         | 2042-11-15      | 3.0000%  | 0.0000% | $1719895.00        | $106394.00         | Agency Mortgage-Backed Securities  |
| GNMI SF AA0360 X                         | 2042-05-15      | 3.0000%  | 0.0000% | $1206957.00        | $108057.00         | Agency Mortgage-Backed Securities  |
| GNMI SF 799109 X                         | 2042-05-15      | 3.5000%  | 0.0000% | $1288244.00        | $116234.00         | Agency Mortgage-Backed Securities  |
| GNMI SF 799880 X                         | 2042-03-15      | 3.0000%  | 0.0000% | $2913279.00        | $458964.00         | Agency Mortgage-Backed Securities  |
| GNMI SF 799862 X                         | 2042-04-15      | 3.2500%  | 0.0000% | $1057231.00        | $123508.00         | Agency Mortgage-Backed Securities  |
| GNMI SF 796091 X                         | 2042-01-15      | 3.0000%  | 0.0000% | $964775.00         | $187762.00         | Agency Mortgage-Backed Securities  |
| GNMI SF 796075 X                         | 2042-01-15      | 3.5000%  | 0.0000% | $3795000.00        | $256871.00         | Agency Mortgage-Backed Securities  |
| GNMI SF 796050 X                         | 2042-01-15      | 3.0000%  | 0.0000% | $755847.00         | $148156.00         | Agency Mortgage-Backed Securities  |
| GNMI SF 793194 X                         | 2042-03-15      | 3.0000%  | 0.0000% | $2166605.00        | $116187.00         | Agency Mortgage-Backed Securities  |
| GNMI SF 792345 X                         | 2041-10-15      | 4.5000%  | 0.0000% | $1454441.00        | $90746.00          | Agency Mortgage-Backed Securities  |
| GNMI SF 792344 X                         | 2041-11-15      | 4.2500%  | 0.0000% | $2549421.00        | $302020.00         | Agency Mortgage-Backed Securities  |
| GNMI SF 779974 X                         | 2041-10-15      | 3.0000%  | 0.0000% | $1044986.00        | $167755.00         | Agency Mortgage-Backed Securities  |
| GNMI SF 779874 X                         | 2041-10-15      | 3.0000%  | 0.0000% | $1252420.00        | $233467.00         | Agency Mortgage-Backed Securities  |
| GNMI SF 779727 X                         | 2041-12-15      | 3.0000%  | 0.0000% | $2326410.00        | $458032.00         | Agency Mortgage-Backed Securities  |
| GNMI SF 779396 X                         | 2042-06-15      | 3.5000%  | 0.0000% | $1301000.00        | $57608.00          | Agency Mortgage-Backed Securities  |
| GNMI SF 779386 X                         | 2042-06-15      | 4.0000%  | 0.0000% | $5051991.00        | $568288.00         | Agency Mortgage-Backed Securities  |
| GNMI SF 779382 X                         | 2042-06-15      | 3.5000%  | 0.0000% | $720000.00         | $112367.00         | Agency Mortgage-Backed Securities  |
| GNMI SF 778875 X                         | 2042-02-15      | 3.5000%  | 0.0000% | $2700000.00        | $185444.00         | Agency Mortgage-Backed Securities  |
| GNMI SF 779691 X                         | 2042-01-15      | 3.0000%  | 0.0000% | $2820451.00        | $516357.00         | Agency Mortgage-Backed Securities  |
| GNMI SF 778793 X                         | 2042-01-15      | 3.5000%  | 0.0000% | $9336000.00        | $708563.00         | Agency Mortgage-Backed Securities  |
| GNMI SF 775610 X                         | 2041-11-15      | 4.2500%  | 0.0000% | $3306495.00        | $344903.00         | Agency Mortgage-Backed Securities  |
| GNMI SF 775447 X                         | 2041-10-15      | 4.5000%  | 0.0000% | $2272723.00        | $57962.00          | Agency Mortgage-Backed Securities  |
| GNMI SF 775336 X                         | 2041-10-15      | 4.5000%  | 0.0000% | $3611108.00        | $135092.00         | Agency Mortgage-Backed Securities  |
| GNMI SF 775057 X                         | 2041-09-15      | 4.5000%  | 0.0000% | $4663963.00        | $355010.00         | Agency Mortgage-Backed Securities  |
| GNMI SF 774680 X                         | 2042-01-15      | 4.5000%  | 0.0000% | $1716363.00        | $255702.00         | Agency Mortgage-Backed Securities  |
| GNMI SF 771610 X                         | 2041-11-15      | 4.0000%  | 0.0000% | $6570000.00        | $403469.00         | Agency Mortgage-Backed Securities  |
| GNMI SF 767359 X                         | 2042-10-15      | 3.0000%  | 0.0000% | $7336447.00        | $504993.00         | Agency Mortgage-Backed Securities  |
| GNMI SF 766902 X                         | 2041-11-15      | 3.5000%  | 0.0000% | $5000000.00        | $767350.00         | Agency Mortgage-Backed Securities  |
| GNMI SF 763173 X                         | 2041-04-15      | 4.6250%  | 0.0000% | $2361476.00        | $157426.00         | Agency Mortgage-Backed Securities  |
| GNMI SF 762892 X                         | 2041-04-15      | 4.5000%  | 0.0000% | $3658905.00        | $124473.00         | Agency Mortgage-Backed Securities  |
| 4 1/4 NOTE BL 26                         | 2026-11-30      | 4.2500%  | 0.0000% | $10310300.00       | $10551215.00       | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26                         | 2026-10-31      | 3.8686%  | 0.0000% | $52167900.00       | $52363770.00       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-08-20      | 4.0000%  | 0.0000% | $20100000.00       | $1560357.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-11-20      | 4.0000%  | 0.0000% | $240505859.00      | $18595524.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-12-20      | 4.0000%  | 0.0000% | $589349684.00      | $49664052.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-02-20      | 3.0000%  | 0.0000% | $678757.00         | $77801.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-02-20      | 4.0000%  | 0.0000% | $98816647.00       | $7934754.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-12-20      | 3.0000%  | 0.0000% | $4200000.00        | $446360.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-01-20      | 3.0000%  | 0.0000% | $829271.00         | $88338.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-09-15      | 4.5000%  | 0.0000% | $958000.00         | $144528.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-07-20      | 5.5000%  | 0.0000% | $1430000.00        | $130356.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-12-15      | 5.0000%  | 0.0000% | $3308529.00        | $323771.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-15      | 2.5000%  | 0.0000% | $10000000.00       | $284391.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-15      | 3.5000%  | 0.0000% | $545035.00         | $175449.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-03-15      | 3.5000%  | 0.0000% | $1130999.00        | $395504.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-15      | 4.5000%  | 0.0000% | $750000.00         | $59733.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 6.0000%  | 0.0000% | $1436536.00        | $64440.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-09-15      | 3.0000%  | 0.0000% | $1825000.00        | $202615.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-02-20      | 5.5000%  | 0.0000% | $11110611.00       | $436535.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-11-15      | 4.5000%  | 0.0000% | $2665000.00        | $106510.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-20      | 5.0000%  | 0.0000% | $8962783.00        | $406048.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-15      | 3.0000%  | 0.0000% | $533000.00         | $168855.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-12-15      | 3.0000%  | 0.0000% | $300000.00         | $54418.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-03-15      | 4.5000%  | 0.0000% | $505000.00         | $113388.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-02-15      | 3.0000%  | 0.0000% | $972500.00         | $200222.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-15      | 3.0000%  | 0.0000% | $814454.00         | $256453.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 6.0000%  | 0.0000% | $39877534.00       | $161192.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-05-15      | 5.0000%  | 0.0000% | $16766000.00       | $232672.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-02-15      | 5.0000%  | 0.0000% | $15000000.00       | $170449.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $9025143.00        | $81412.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-01-15      | 5.5000%  | 0.0000% | $12000000.00       | $147726.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $35640468.00       | $148150.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $46863543.00       | $69990.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 6.5000%  | 0.0000% | $1030186.00        | $73230.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-04-15      | 4.5000%  | 0.0000% | $3756802.00        | $54638.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-15      | 5.0000%  | 0.0000% | $7224636.00        | $82041.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 4.5000%  | 0.0000% | $2674552.00        | $62896.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-15      | 5.0000%  | 0.0000% | $557037.00         | $51884.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-15      | 5.1250%  | 0.0000% | $4465674.00        | $138343.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-15      | 5.1250%  | 0.0000% | $7187079.00        | $228731.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-15      | 4.7500%  | 0.0000% | $2283135.00        | $69184.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 5.1250%  | 0.0000% | $6067250.00        | $308020.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 5.1250%  | 0.0000% | $5014091.00        | $284974.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 4.5000%  | 0.0000% | $7063012.00        | $52318.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-12-15      | 3.0000%  | 0.0000% | $500000.00         | $86312.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-20      | 6.5000%  | 0.0000% | $1770705.00        | $50291.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-15      | 5.0000%  | 0.0000% | $6625628.00        | $135511.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 4.5000%  | 0.0000% | $3000000.00        | $73887.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-02-15      | 4.5000%  | 0.0000% | $3138651.00        | $67942.00          | Agency Mortgage-Backed Securities  |
| 4 1/8 NOTE BJ 26                         | 2026-10-31      | 4.1250%  | 0.0000% | $40526400.00       | $40703528.00       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26                         | 2026-09-30      | 3.5000%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26                         | 2026-11-15      | 4.6250%  | 0.0000% | $14262600.00       | $14338969.00       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AT 26                         | 2026-10-15      | 4.6250%  | 0.0000% | $150700.00         | $152009.00         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26                         | 2026-11-30      | 1.2500%  | 0.0000% | $17802000.00       | $17686738.00       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26                         | 2026-10-31      | 1.1250%  | 0.0000% | $675700.00         | $668679.00         | U.S. Treasuries (including strips) |
| 0 1/8 TRIN AE 26                         | 2026-10-15      | 0.1250%  | 0.0000% | $6403800.00        | $7761102.00        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26                         | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26                          | 2026-11-30      | 1.6250%  | 0.0000% | $5677600.00        | $5662399.00        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE Q 26                          | 2026-09-30      | 1.6250%  | 0.0000% | $3000.00           | $2986.00           | U.S. Treasuries (including strips) |
| 2 NOTE F 26                              | 2026-11-15      | 2.0000%  | 0.0000% | $8860900.00        | $8794610.00        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-20      | 3.0000%  | 0.0000% | $685095.00         | $143261.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-15      | 3.0000%  | 0.0000% | $1064109.00        | $490515.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-15      | 3.0000%  | 0.0000% | $1050517.00        | $470780.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-12-15      | 2.5000%  | 0.0000% | $215756.00         | $110923.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-12-15      | 4.5000%  | 0.0000% | $1250000.00        | $116372.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-15      | 2.5000%  | 0.0000% | $276780.00         | $139122.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-12-20      | 3.0000%  | 0.0000% | $3232535.00        | $749326.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-12-20      | 3.0000%  | 0.0000% | $14153986.00       | $1987867.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA7918 M                         | 2037-08-20      | 6.5000%  | 0.0000% | $231634.00         | $86140.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA7886 M                         | 2052-02-20      | 5.0000%  | 0.0000% | $137000.00         | $67336.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA7885 M                         | 2052-02-20      | 4.5000%  | 0.0000% | $170000.00         | $97426.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA7861 M                         | 2037-11-20      | 6.5000%  | 0.0000% | $511058.00         | $174224.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA7857 M                         | 2037-12-20      | 4.5000%  | 0.0000% | $133507.00         | $64825.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA7852 M                         | 2037-02-20      | 2.0000%  | 0.0000% | $3118278.00        | $1578960.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA7740 M                         | 2036-12-20      | 3.5000%  | 0.0000% | $306267.00         | $115388.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA7342 M                         | 2036-05-20      | 3.5000%  | 0.0000% | $2054806.00        | $582818.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA7023 M                         | 2035-12-20      | 2.0000%  | 0.0000% | $2537136.00        | $912013.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA6686 M                         | 2035-06-20      | 4.0000%  | 0.0000% | $240078.00         | $87059.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA6574 M                         | 2035-04-20      | 4.0000%  | 0.0000% | $321530.00         | $73109.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA6570 M                         | 2035-04-20      | 2.0000%  | 0.0000% | $2195972.00        | $630830.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA6511 M                         | 2035-03-20      | 2.0000%  | 0.0000% | $939358.00         | $60125.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA6433 M                         | 2034-11-20      | 2.0000%  | 0.0000% | $962705.00         | $143027.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA4586 M                         | 2047-07-20      | 3.5000%  | 0.0000% | $51923959.00       | $5929722.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA4585 M                         | 2047-07-20      | 3.0000%  | 0.0000% | $21876546.00       | $2689822.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA4513 M                         | 2047-06-20      | 5.0000%  | 0.0000% | $930946.00         | $76399.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA4511 M                         | 2047-06-20      | 4.0000%  | 0.0000% | $75287005.00       | $6855669.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA4510 M                         | 2047-06-20      | 3.5000%  | 0.0000% | $39590715.00       | $4366952.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA5394 M                         | 2043-05-20      | 2.0000%  | 0.0000% | $139064.00         | $86447.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA4323 M                         | 2047-03-20      | 4.5000%  | 0.0000% | $4450000.00        | $330856.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA4322 M                         | 2047-03-20      | 4.0000%  | 0.0000% | $40340397.00       | $3335743.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA4321 M                         | 2047-03-20      | 3.5000%  | 0.0000% | $163400363.00      | $17821717.00       | Agency Mortgage-Backed Securities  |
| GNII SF MA4320 M                         | 2047-03-20      | 3.0000%  | 0.0000% | $257093698.00      | $35162315.00       | Agency Mortgage-Backed Securities  |
| GNII SF MA4263 M                         | 2047-02-20      | 4.0000%  | 0.0000% | $3725000.00        | $321829.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA4262 M                         | 2047-02-20      | 3.5000%  | 0.0000% | $46185549.00       | $5285587.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA4261 M                         | 2047-02-20      | 3.0000%  | 0.0000% | $2544605.00        | $365037.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA4198 M                         | 2047-01-20      | 4.5000%  | 0.0000% | $3269336.00        | $300700.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA4196 M                         | 2047-01-20      | 3.5000%  | 0.0000% | $103881861.00      | $12592961.00       | Agency Mortgage-Backed Securities  |
| GNII SF MA4126 M                         | 2046-12-20      | 3.0000%  | 0.0000% | $47148559.00       | $6106520.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA4125 M                         | 2046-12-20      | 2.5000%  | 0.0000% | $2599999.00        | $414885.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA4070 M                         | 2046-11-20      | 4.0000%  | 0.0000% | $1005000.00        | $89484.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA4069 M                         | 2046-11-20      | 3.5000%  | 0.0000% | $214228693.00      | $24782243.00       | Agency Mortgage-Backed Securities  |
| GNII SF MA4068 M                         | 2046-11-20      | 3.0000%  | 0.0000% | $165553497.00      | $20723697.00       | Agency Mortgage-Backed Securities  |
| GNII SF MA4006 M                         | 2046-10-20      | 4.5000%  | 0.0000% | $536982.00         | $51114.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA4004 M                         | 2046-10-20      | 3.5000%  | 0.0000% | $143675157.00      | $16664199.00       | Agency Mortgage-Backed Securities  |
| GNII SF MA4003 M                         | 2046-10-20      | 3.0000%  | 0.0000% | $267621486.00      | $32564008.00       | Agency Mortgage-Backed Securities  |
| GNII SF MA3940 M                         | 2046-09-20      | 5.0000%  | 0.0000% | $1326800.00        | $147986.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA3937 M                         | 2046-09-20      | 3.5000%  | 0.0000% | $992366.00         | $110439.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA3936 M                         | 2046-09-20      | 3.0000%  | 0.0000% | $64779672.00       | $7692630.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA3876 M                         | 2046-08-20      | 4.5000%  | 0.0000% | $713000.00         | $62452.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA3802 M                         | 2046-07-20      | 3.0000%  | 0.0000% | $23792354.00       | $2654112.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA3736 M                         | 2046-06-20      | 3.5000%  | 0.0000% | $199705625.00      | $20109634.00       | Agency Mortgage-Backed Securities  |
| GNII SF MA3735 M                         | 2046-06-20      | 3.0000%  | 0.0000% | $8991646.00        | $963916.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA3665 M                         | 2046-05-20      | 4.5000%  | 0.0000% | $813000.00         | $57594.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA4454 M                         | 2047-05-20      | 5.0000%  | 0.0000% | $4126121.00        | $364581.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA4452 M                         | 2047-05-20      | 4.0000%  | 0.0000% | $19499940.00       | $1681114.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA4451 M                         | 2047-05-20      | 3.5000%  | 0.0000% | $116809333.00      | $12665264.00       | Agency Mortgage-Backed Securities  |
| GNII SF MA4384 M                         | 2047-04-20      | 4.5000%  | 0.0000% | $5307655.00        | $383413.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA4383 M                         | 2047-04-20      | 4.0000%  | 0.0000% | $81280016.00       | $6804205.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA4382 M                         | 2047-04-20      | 3.5000%  | 0.0000% | $35736129.00       | $3877556.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA4381 M                         | 2047-04-20      | 3.0000%  | 0.0000% | $5267625.00        | $741281.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA3454 M                         | 2046-02-20      | 3.5000%  | 0.0000% | $106873428.00      | $9765667.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA3378 M                         | 2046-01-20      | 4.5000%  | 0.0000% | $723000.00         | $51023.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA3377 M                         | 2046-01-20      | 4.0000%  | 0.0000% | $24583218.00       | $1953156.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA3311 M                         | 2045-12-20      | 4.0000%  | 0.0000% | $107185904.00      | $8863951.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA3310 M                         | 2045-12-20      | 3.5000%  | 0.0000% | $15274527.00       | $1470082.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA3309 M                         | 2045-12-20      | 3.0000%  | 0.0000% | $3035000.00        | $321001.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA3250 M                         | 2039-07-20      | 6.5000%  | 0.0000% | $2188071.00        | $219546.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA3244 M                         | 2045-11-20      | 3.5000%  | 0.0000% | $124772772.00      | $11500094.00       | Agency Mortgage-Backed Securities  |
| GNII SF MA3174 M                         | 2045-10-20      | 4.0000%  | 0.0000% | $48185564.00       | $3426714.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA3106 M                         | 2045-09-20      | 4.0000%  | 0.0000% | $1923734.00        | $128565.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA3110 M                         | 2039-08-20      | 6.0000%  | 0.0000% | $1568727.00        | $92240.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA3038 M                         | 2045-08-20      | 5.5000%  | 0.0000% | $2723802.00        | $160228.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA3035 M                         | 2045-08-20      | 4.0000%  | 0.0000% | $400286272.00      | $26338870.00       | Agency Mortgage-Backed Securities  |
| GNII SF MA2896 M                         | 2045-06-20      | 5.5000%  | 0.0000% | $2236480.00        | $166748.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA2893 M                         | 2045-06-20      | 4.0000%  | 0.0000% | $178990489.00      | $15407789.00       | Agency Mortgage-Backed Securities  |
| GNII SF MA2798 M                         | 2030-05-20      | 3.5000%  | 0.0000% | $7733540.00        | $429131.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA2753 M                         | 2045-04-20      | 3.0000%  | 0.0000% | $790000.00         | $66093.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA2827 M                         | 2045-05-20      | 4.0000%  | 0.0000% | $2168080.00        | $177128.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA2825 M                         | 2045-05-20      | 3.0000%  | 0.0000% | $8933972.00        | $781400.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA2755 M                         | 2045-04-20      | 4.0000%  | 0.0000% | $865504.00         | $70946.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-15      | 4.5000%  | 0.0000% | $6202429.00        | $122626.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 5.0000%  | 0.0000% | $4478805.00        | $344353.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-15      | 4.5000%  | 0.0000% | $4009744.00        | $218779.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 4.5000%  | 0.0000% | $3640000.00        | $277691.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 5.0000%  | 0.0000% | $7938100.00        | $223606.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 4.5000%  | 0.0000% | $1070968.00        | $151744.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-15      | 4.5000%  | 0.0000% | $2070899.00        | $96915.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $9867094.00        | $522328.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 4.5000%  | 0.0000% | $4970334.00        | $281927.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-15      | 4.5000%  | 0.0000% | $2042397.00        | $288889.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-15      | 3.5000%  | 0.0000% | $1000000.00        | $339924.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 5.0000%  | 0.0000% | $30203626.00       | $1252429.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 5.0000%  | 0.0000% | $5966438.00        | $99884.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 5.0000%  | 0.0000% | $13756430.00       | $156748.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 5.0000%  | 0.0000% | $37106456.00       | $461453.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 5.0000%  | 0.0000% | $12439800.00       | $862184.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 5.0000%  | 0.0000% | $6000000.00        | $185703.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-03-15      | 5.0000%  | 0.0000% | $12114530.00       | $121572.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 5.0000%  | 0.0000% | $3862126.00        | $310872.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 4.5000%  | 0.0000% | $3634819.00        | $153426.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 5.5000%  | 0.0000% | $4000000.00        | $125958.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-07-15      | 5.5000%  | 0.0000% | $12000000.00       | $121169.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-15      | 3.0000%  | 0.0000% | $1000000.00        | $121702.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-15      | 3.0000%  | 0.0000% | $4113700.00        | $578443.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-01-15      | 3.0000%  | 0.0000% | $3031216.00        | $341635.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 5.5000%  | 0.0000% | $935307.00         | $76204.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-04-15      | 6.0000%  | 0.0000% | $1778749.00        | $67016.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-02-15      | 6.5000%  | 0.0000% | $21112936.00       | $210057.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-10-15      | 5.0000%  | 0.0000% | $2500000.00        | $65981.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-20      | 3.0000%  | 0.0000% | $207000.00         | $97156.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-15      | 3.5000%  | 0.0000% | $400000.00         | $209298.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-03-20      | 3.0000%  | 0.0000% | $700000.00         | $296997.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-09-15      | 4.5000%  | 0.0000% | $7400669.00        | $118887.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-09-15      | 4.5000%  | 0.0000% | $1983435.00        | $163031.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-07-15      | 5.0000%  | 0.0000% | $9668000.00        | $84007.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-08-15      | 4.7500%  | 0.0000% | $5250000.00        | $179451.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 5.0000%  | 0.0000% | $2512666.00        | $57260.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-20      | 4.5000%  | 0.0000% | $20652202.00       | $831458.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-15      | 4.5000%  | 0.0000% | $69000000.00       | $5158882.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-15      | 4.5000%  | 0.0000% | $7872515.00        | $255693.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 5.5000%  | 0.0000% | $1837845.00        | $80009.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-12-15      | 6.0000%  | 0.0000% | $22565781.00       | $336922.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 4.5000%  | 0.0000% | $1664439.00        | $144353.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 5.0000%  | 0.0000% | $6617812.00        | $103757.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-20      | 4.5000%  | 0.0000% | $3373068.00        | $152230.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-20      | 4.5000%  | 0.0000% | $1983359.00        | $93469.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-20      | 4.5000%  | 0.0000% | $2243202.00        | $98404.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 5.0000%  | 0.0000% | $42873401.00       | $671935.00         | Agency Mortgage-Backed Securities  |

### Security 307: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.620002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR105B7E, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR105B7E7791564CG
- **C.18 - Value (incl. sponsor support):** $849171165.00
- **C.18.a - Value (excl. sponsor support):** $849171165.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  | 0.0000% | $449745700.00      | $476376541.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  | 0.0000% | $379639700.00      | $381095876.00      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | 0.0000% | $185500.00         | $183105.00         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29  | 2029-09-30      | 3.8750%  | 0.0000% | $9348100.00        | $9340720.00        | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | 0.0000% | $3700.00           | $3620.00           | U.S. Treasuries (including strips) |
| 6 1/8 BOND 29    | 2029-08-15      | 6.1250%  | 0.0000% | $100.00            | $108.00            | U.S. Treasuries (including strips) |

### Security 308: WELLS FARGO BANK, NATIONAL ASSOCIATION

- **C.1 - Title:** WELLS FARGO BANK, NATIONAL ASSOCIATION 3.620002%
- **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: TPR105C86, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: TPR105C867791562WE
- **C.18 - Value (incl. sponsor support):** $1975000000.00
- **C.18.a - Value (excl. sponsor support):** $1975000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 3/8 TRIN D 27 | 2027-07-15      | 0.3750%  | 0.0000% | $85529800.00       | $114852711.00      | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 56   | 2056-02-15      | 2.3750%  | 0.0000% | $67868200.00       | $64688883.00       | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 55   | 2055-02-15      | 2.3750%  | 0.0000% | $23780200.00       | $23263326.00       | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 54   | 2054-02-15      | 2.1250%  | 0.0000% | $98000100.00       | $93494488.00       | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53   | 2053-02-15      | 1.5000%  | 0.0000% | $97750000.00       | $83638946.00       | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 52   | 2052-02-15      | 0.1250%  | 0.0000% | $921700.00         | $570827.00         | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51   | 2051-02-15      | 0.1250%  | 0.0000% | $239999400.00      | $162288907.00      | U.S. Treasuries (including strips) |
| 0 1/4 TRIB 50   | 2050-02-15      | 0.2500%  | 0.0000% | $34570000.00       | $25245564.00       | U.S. Treasuries (including strips) |
| 1 TRIB 49       | 2049-02-15      | 1.0000%  | 0.0000% | $83150000.00       | $77706414.00       | U.S. Treasuries (including strips) |
| 1 TRIB 48       | 2048-02-15      | 1.0000%  | 0.0000% | $303843500.00      | $294065383.00      | U.S. Treasuries (including strips) |
| 0 7/8 TRIB 47   | 2047-02-15      | 0.8750%  | 0.0000% | $18059000.00       | $17632998.00       | U.S. Treasuries (including strips) |
| 1 TRIB 46       | 2046-02-15      | 1.0000%  | 0.0000% | $143084700.00      | $148738395.00      | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 45   | 2045-02-15      | 0.7500%  | 0.0000% | $329811900.00      | $333657162.00      | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44   | 2044-02-15      | 1.3750%  | 0.0000% | $147000000.00      | $173217336.00      | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43   | 2043-02-15      | 0.6250%  | 0.0000% | $130540000.00      | $138899002.00      | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 42   | 2042-02-15      | 0.7500%  | 0.0000% | $43067000.00       | $48769278.00       | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 41   | 2041-02-15      | 2.1250%  | 0.0000% | $10000000.00       | $14697303.00       | U.S. Treasuries (including strips) |
| 4 3/4 TPRN 56   | 2056-02-15      | 0.0000%  | 0.0000% | $574200.00         | $130321.00         | U.S. Treasuries (including strips) |
| 1 5/8 TPRN 50   | 2050-11-15      | 0.0000%  | 0.0000% | $797000.00         | $227885.00         | U.S. Treasuries (including strips) |
| 2 3/4 TPRN 47   | 2047-11-15      | 0.0000%  | 0.0000% | $131866700.00      | $44015258.00       | U.S. Treasuries (including strips) |
| 3 TPRN 47       | 2047-02-15      | 0.0000%  | 0.0000% | $810000.00         | $281321.00         | U.S. Treasuries (including strips) |
| 2 1/2 TPRN 46   | 2046-02-15      | 0.0000%  | 0.0000% | $180000000.00      | $65912220.00       | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 43   | 2043-05-15      | 0.0000%  | 0.0000% | $123000000.00      | $52563804.00       | U.S. Treasuries (including strips) |
| 3 1/8 TPRN 43   | 2043-02-15      | 0.0000%  | 0.0000% | $82913400.00       | $35942379.00       | U.S. Treasuries (including strips) |

### Security 309: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.610001%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR106537, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR1065377791562CR
- **C.18 - Value (incl. sponsor support):** $419999748.00
- **C.18.a - Value (excl. sponsor support):** $419999748.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  | 0.0000% | $1600.00           | $1587.00           | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | 0.0000% | $63454400.00       | $62996982.00       | U.S. Treasuries (including strips) |
| TRFR BF 07/31/27 | 2027-07-31      | 3.8226%  | 0.0000% | $4172900.00        | $4189915.00        | U.S. Treasuries (including strips) |
| 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | 0.0000% | $800.00            | $813.00            | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | 0.0000% | $70942000.00       | $62998337.00       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  | 0.0000% | $64537400.00       | $61349190.00       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  | 0.0000% | $900.00            | $888.00            | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  | 0.0000% | $45456800.00       | $62998031.00       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  | 0.0000% | $65856000.00       | $62998148.00       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $55.00             | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | 0.0000% | $1700.00           | $1093.00           | U.S. Treasuries (including strips) |
| 1 TRIB 49        | 2049-02-15      | 1.0000%  | 0.0000% | $1000.00           | $935.00            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  | 0.0000% | $62339000.00       | $47865417.00       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  | 0.0000% | $77381000.00       | $62998415.00       | U.S. Treasuries (including strips) |

### Security 310: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 3.620002%
- **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: TPR106659, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR1066597791568JP
- **C.18 - Value (incl. sponsor support):** $8999869500.00
- **C.18.a - Value (excl. sponsor support):** $8999869500.00
- **C.19 - Percentage of Net Assets:** 3.3500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 4.5000%  | 0.0000% | $6000000.00        | $323137.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 3.5000%  | 0.0000% | $10800000.00       | $375680.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 2.0000%  | 0.0000% | $23639872.00       | $12625735.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-11-01      | 2.0000%  | 0.0000% | $21378496.00       | $11234124.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $1091000.00        | $78637.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $2887160.00        | $270019.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-02-01      | 2.0000%  | 0.0000% | $544490.00         | $15118.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-09-01      | 4.5000%  | 0.0000% | $300000.00         | $22419.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-10-01      | 5.0000%  | 0.0000% | $4000000.00        | $39421.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-02-01      | 4.5000%  | 0.0000% | $2400000.00        | $145318.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-01-01      | 2.0000%  | 0.0000% | $3000000.00        | $72662.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-08-01      | 5.5000%  | 0.0000% | $287089152.00      | $3647115.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-07-01      | 5.5000%  | 0.0000% | $5398472.00        | $237613.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-06-01      | 4.0000%  | 0.0000% | $674000.00         | $21951.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 5.5000%  | 0.0000% | $437500.00         | $9878.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 5.5000%  | 0.0000% | $77548800.00       | $460274.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $3010228.00        | $2931705.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $34786752.00       | $34512142.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 4.5000%  | 0.0000% | $32922600.00       | $31412221.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.0000%  | 0.0000% | $8880000.00        | $6642454.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.5000%  | 0.0000% | $422631.00         | $300127.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $284783.00         | $196033.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 6.0000%  | 0.0000% | $59105.00          | $37006.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.0000%  | 0.0000% | $20000.00          | $13240.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.5000%  | 0.0000% | $73235.00          | $46837.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.5000%  | 0.0000% | $204000.00         | $123152.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 3.0000%  | 0.0000% | $23000.00          | $13725.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 3.5000%  | 0.0000% | $110000.00         | $49722.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 4.5000%  | 0.0000% | $50753024.00       | $48466944.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 6.0000%  | 0.0000% | $11534608.00       | $10252785.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $19469312.00       | $19913638.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 6.0000%  | 0.0000% | $17691616.00       | $18028716.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $19913152.00       | $18832860.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $102150720.00      | $100582533.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $126686848.00      | $124923268.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 4.5000%  | 0.0000% | $2226824.00        | $2144430.00        | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLTB2628                     | 2056-05-01      | 5.0000%  | 0.0000% | $11565008.00       | $11414800.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $7493416.00        | $7432546.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 4.0000%  | 0.0000% | $2192744.00        | $2057628.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $7895232.00        | $7806932.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.5000%  | 0.0000% | $12432864.00       | $12553710.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 7.0000%  | 0.0000% | $12707856.00       | $10640017.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $34914500.00       | $30613091.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $3936876.00        | $3677396.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $47321360.00       | $41284260.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $1235166.00        | $1286351.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 7.0000%  | 0.0000% | $2626950.00        | $1555216.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 7.0000%  | 0.0000% | $7346440.00        | $6396051.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $3373550.00        | $1702552.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $4351688.00        | $4265437.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $5556744.00        | $5638235.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $4730000.00        | $4070521.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $8805280.00        | $7514145.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $2584100.00        | $2080957.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $2099132.00        | $1612012.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.0000%  | 0.0000% | $94748.00          | $24222.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $1832660.00        | $1834911.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $27111456.00       | $22319108.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $5183648.00        | $2799415.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $4531470.00        | $4106526.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $4987176.00        | $3422630.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $649819.00         | $566749.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.5000%  | 0.0000% | $7300000.00        | $7298829.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $13585.00          | $8652.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $1399254.00        | $1281835.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $85932800.00       | $57901737.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $2139848.00        | $1960669.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 7.5000%  | 0.0000% | $2464916.00        | $2190825.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $3727672.00        | $3137910.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-11-01      | 3.5000%  | 0.0000% | $2035000.00        | $585797.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-04-01      | 5.5000%  | 0.0000% | $1505350.00        | $1463868.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 5.0000%  | 0.0000% | $1421276.00        | $1422002.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-02-01      | 5.5000%  | 0.0000% | $1644062.00        | $1608841.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-11-01      | 5.0000%  | 0.0000% | $1405988.00        | $1382243.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-08-01      | 5.5000%  | 0.0000% | $1717556.00        | $1640226.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-06-01      | 6.0000%  | 0.0000% | $4487840.00        | $3922923.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-11-01      | 6.0000%  | 0.0000% | $1011080.00        | $847773.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-11-01      | 6.0000%  | 0.0000% | $1119626.00        | $928691.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-03-01      | 5.5000%  | 0.0000% | $1336208.00        | $1044720.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-04-01      | 6.0000%  | 0.0000% | $1444596.00        | $1114115.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-10-01      | 4.0000%  | 0.0000% | $100933.00         | $80166.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-09-01      | 4.0000%  | 0.0000% | $38691.00          | $23933.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $3109220.00        | $1209997.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.0000%  | 0.0000% | $28618368.00       | $18247654.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.0000%  | 0.0000% | $1000000.00        | $797081.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $3723248.00        | $2885537.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $27079488.00       | $22374556.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-10-01      | 2.0000%  | 0.0000% | $24000.00          | $10810.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-09-01      | 3.5000%  | 0.0000% | $2232084.00        | $150187.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-08-01      | 3.5000%  | 0.0000% | $4765832.00        | $313935.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-08-01      | 4.0000%  | 0.0000% | $525000.00         | $202332.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-03-01      | 5.0000%  | 0.0000% | $604000.00         | $285677.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-07-01      | 6.5000%  | 0.0000% | $2015880.00        | $1367140.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-06-01      | 3.5000%  | 0.0000% | $126000.00         | $82304.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-10-01      | 1.5000%  | 0.0000% | $80000.00          | $46431.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-11-01      | 1.5000%  | 0.0000% | $20000.00          | $11767.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-04-01      | 5.5000%  | 0.0000% | $16369856.00       | $16478418.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 5.0000%  | 0.0000% | $2428032.00        | $2376046.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-10-01      | 6.5000%  | 0.0000% | $217117.00         | $89775.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-11-01      | 6.5000%  | 0.0000% | $3316984.00        | $3171759.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-12-01      | 6.0000%  | 0.0000% | $3989932.00        | $4104982.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $38296.00          | $29325.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $10003760.00       | $9875986.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.5000%  | 0.0000% | $2501332.00        | $2530990.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.5000%  | 0.0000% | $2319160.00        | $1521635.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 3.0000%  | 0.0000% | $22275872.00       | $19955339.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $90748.00          | $67160.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-05-01      | 6.5000%  | 0.0000% | $1591798.00        | $1152926.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $8389776.00        | $6645939.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $1034000.00        | $804173.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.5000%  | 0.0000% | $5000000.00        | $2737502.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $83952768.00       | $57750451.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-08-01      | 2.0000%  | 0.0000% | $52103872.00       | $33247017.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-09-01      | 2.5000%  | 0.0000% | $29710048.00       | $18915451.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.5000%  | 0.0000% | $20777000.00       | $14866104.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $32942144.00       | $26825523.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 6.5000%  | 0.0000% | $272188.00         | $168875.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 1.5000%  | 0.0000% | $170696.00         | $104123.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $8025000.00        | $5125129.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $1420000.00        | $853558.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.0000%  | 0.0000% | $95000.00          | $56833.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-10-01      | 2.5000%  | 0.0000% | $500000.00         | $297640.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.5000%  | 0.0000% | $23424064.00       | $13020657.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.5000%  | 0.0000% | $112950272.00      | $67620041.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $3774000.00        | $2291073.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $5536152.00        | $3144482.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.5000%  | 0.0000% | $200304.00         | $80919.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-04-01      | 2.0000%  | 0.0000% | $240000.00         | $60469.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-02-01      | 1.5000%  | 0.0000% | $312962.00         | $139545.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 4.0000%  | 0.0000% | $230050048.00      | $34608416.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 4.5000%  | 0.0000% | $44640000.00       | $43041174.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 4.5000%  | 0.0000% | $38459392.00       | $37013511.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 4.5000%  | 0.0000% | $69957760.00       | $67327698.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 4.5000%  | 0.0000% | $34577984.00       | $33618929.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $75108224.00       | $73873031.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $119702784.00      | $117601775.00      | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $81120896.00       | $80074331.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-11-01      | 3.0000%  | 0.0000% | $85591168.00       | $80387278.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 2.0000%  | 0.0000% | $28445952.00       | $25855810.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 1.5000%  | 0.0000% | $26219808.00       | $23381153.00       | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CLFA4683                     | 2053-04-01      | 3.5000%  | 0.0000% | $89252096.00       | $79787224.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $155281152.00      | $151530359.00      | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.0000%  | 0.0000% | $192645632.00      | $190024476.00      | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 3.5000%  | 0.0000% | $68204800.00       | $61587073.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.5000%  | 0.0000% | $42186304.00       | $41949054.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $77710000.00       | $75500429.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $233854464.00      | $217900555.00      | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 2.5000%  | 0.0000% | $550000.00         | $455572.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $166412288.00      | $158007028.00      | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $48943936.00       | $47441800.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $86919680.00       | $79101353.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $62765824.00       | $55777955.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $81288320.00       | $79940714.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $16451000.00       | $14056871.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-04-01      | 2.5000%  | 0.0000% | $11311760.00       | $9494451.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-10-01      | 2.0000%  | 0.0000% | $17094336.00       | $13737877.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.5000%  | 0.0000% | $41505728.00       | $32841371.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $30690000.00       | $19537223.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $28390000.00       | $19895829.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $25175000.00       | $19645195.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $6768520.00        | $6680177.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 5.5000%  | 0.0000% | $10646500.00       | $10895807.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 5.5000%  | 0.0000% | $17029408.00       | $17332613.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 5.0000%  | 0.0000% | $20670560.00       | $20442107.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 5.0000%  | 0.0000% | $13524896.00       | $13374376.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 5.0000%  | 0.0000% | $12544064.00       | $12416439.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $2399056.00        | $2375351.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.5000%  | 0.0000% | $1580642.00        | $1657517.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 6.0000%  | 0.0000% | $5546712.00        | $5686177.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 5.5000%  | 0.0000% | $11326752.00       | $11510356.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 5.0000%  | 0.0000% | $19331104.00       | $19078792.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 7.0000%  | 0.0000% | $1546760.00        | $1654247.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 4.5000%  | 0.0000% | $1053752.00        | $1025054.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 4.5000%  | 0.0000% | $9083808.00        | $8748252.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 6.0000%  | 0.0000% | $11802480.00       | $12239616.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 4.5000%  | 0.0000% | $1366440.00        | $1327046.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 6.5000%  | 0.0000% | $4657392.00        | $4876377.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-05-01      | 6.0000%  | 0.0000% | $1396644.00        | $1448175.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.0000%  | 0.0000% | $4545696.00        | $4721417.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 6.0000%  | 0.0000% | $5682608.00        | $5861961.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 5.0000%  | 0.0000% | $1050000.00        | $1036295.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $2643030.00        | $2615024.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $7078672.00        | $7165830.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 4.5000%  | 0.0000% | $6998320.00        | $6738962.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 4.5000%  | 0.0000% | $1700296.00        | $1650044.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $6587320.00        | $6549548.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 4.5000%  | 0.0000% | $14676608.00       | $13949511.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 3.5000%  | 0.0000% | $7000.00           | $6194.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $64161536.00       | $53709552.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 4.5000%  | 0.0000% | $22667904.00       | $21860329.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.5000%  | 0.0000% | $21527648.00       | $22784779.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $16552032.00       | $15883856.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.5000%  | 0.0000% | $9418048.00        | $9828905.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.5000%  | 0.0000% | $11355216.00       | $11867054.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.0000%  | 0.0000% | $55216128.00       | $55994180.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $33314112.00       | $29471028.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $7877544.00        | $6739811.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1873754.00        | $1466870.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 7.0000%  | 0.0000% | $48089536.00       | $45611542.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $2720396.00        | $2461191.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.5000%  | 0.0000% | $1558250.00        | $150948.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.5000%  | 0.0000% | $93277696.00       | $95965129.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $33772992.00       | $33894863.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 6.0000%  | 0.0000% | $31767648.00       | $32662768.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $50136640.00       | $50223957.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 3.5000%  | 0.0000% | $57369920.00       | $52258566.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.0000%  | 0.0000% | $54234688.00       | $53840287.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $42827712.00       | $39409237.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 4.5000%  | 0.0000% | $1427324.00        | $1366354.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $487567872.00      | $499720826.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $93084672.00       | $90912853.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-20      | 6.5000%  | 0.0000% | $164543.00         | $120115.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-02-20      | 4.5000%  | 0.0000% | $221582.00         | $174303.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.0000%  | 0.0000% | $302671872.00      | $173432253.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $121785472.00      | $123076075.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $116300000.00      | $114243525.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $276500000.00      | $270860078.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.0000%  | 0.0000% | $4666016.00        | $4905235.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $1185960.00        | $1230252.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1665310.00        | $1711646.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $5681912.00        | $5036841.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1063464.00        | $1114895.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $746560.00         | $782276.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $1040246.00        | $828653.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $1090098.00        | $917828.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $5274040.00        | $4980750.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.0000%  | 0.0000% | $1368926.00        | $1138525.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $5404888.00        | $5599481.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $3452408.00        | $1439146.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $1286264.00        | $405913.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 6.0000%  | 0.0000% | $3567472.00        | $3351287.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.5000%  | 0.0000% | $1166158.00        | $1239970.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.5000%  | 0.0000% | $1700590.00        | $812199.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-20      | 3.0000%  | 0.0000% | $14645248.00       | $1727619.00        | Agency Mortgage-Backed Securities   |
| GNII SF CJ6920 C                         | 2055-07-20      | 6.0000%  | 0.0000% | $1294220.00        | $1312449.00        | Agency Mortgage-Backed Securities   |
| GNII SF BZ6343 C                         | 2050-11-20      | 2.0000%  | 0.0000% | $525000.00         | $257912.00         | Agency Mortgage-Backed Securities   |
| GNII SF BX4962 C                         | 2050-09-20      | 3.0000%  | 0.0000% | $97590.00          | $58622.00          | Agency Mortgage-Backed Securities   |
| GNII SF BW8884 C                         | 2032-07-20      | 7.5000%  | 0.0000% | $1094792.00        | $324529.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA9273 M                         | 2038-11-20      | 6.5000%  | 0.0000% | $862286.00         | $415237.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA8348 M                         | 2052-10-20      | 5.0000%  | 0.0000% | $101875584.00      | $70969353.00       | Agency Mortgage-Backed Securities   |
| GNII SF MA8343 M                         | 2052-10-20      | 2.5000%  | 0.0000% | $3726256.00        | $2220132.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA8944 M                         | 2053-06-20      | 3.5000%  | 0.0000% | $3000000.00        | $2086698.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA6996 M                         | 2050-11-20      | 3.0000%  | 0.0000% | $9508256.00        | $2967496.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA6283 M                         | 2049-11-20      | 3.0000%  | 0.0000% | $19998080.00       | $3113688.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA3735 M                         | 2046-06-20      | 3.0000%  | 0.0000% | $64125440.00       | $6874330.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA1918 M                         | 2044-05-20      | 3.0000%  | 0.0000% | $223086.00         | $26221.00          | Agency Mortgage-Backed Securities   |
| GNII SF MA1135 M                         | 2028-07-20      | 3.5000%  | 0.0000% | $7222270.00        | $179315.00         | Agency Mortgage-Backed Securities   |
| GNII SF 796478 C                         | 2042-09-20      | 3.5000%  | 0.0000% | $4412100.00        | $340358.00         | Agency Mortgage-Backed Securities   |
| 4.49 FCOR 23-37 AL                       | 2037-04-20      | 4.4900%  | 0.0000% | $18469000.00       | $17804211.00       | Agency Debentures and Agency Strips |
| 3.44 FCOR 23-42 H                        | 2042-02-24      | 3.4400%  | 0.0000% | $4416000.00        | $3653515.00        | Agency Debentures and Agency Strips |
| 2.69 FCOR 22-36 BM                       | 2036-01-11      | 2.6900%  | 0.0000% | $13037000.00       | $11140008.00       | Agency Debentures and Agency Strips |
| 2.58 FCOR 22-36 BH                       | 2036-11-17      | 2.5800%  | 0.0000% | $14656000.00       | $12050823.00       | Agency Debentures and Agency Strips |
| 2.10 FCOR 22-41 B                        | 2041-01-28      | 2.1000%  | 0.0000% | $1930000.00        | $1363501.00        | Agency Debentures and Agency Strips |
| 2.00 FCOR 21-40 S                        | 2040-08-27      | 2.0000%  | 0.0000% | $5224000.00        | $3694314.00        | Agency Debentures and Agency Strips |
| 3.99 FCOR 23-33 AD                       | 2033-06-20      | 3.9900%  | 0.0000% | $13000000.00       | $12781932.00       | Agency Debentures and Agency Strips |
| 4.00 FCOR 23-33 AL                       | 2033-09-26      | 4.0000%  | 0.0000% | $5271000.00        | $5080712.00        | Agency Debentures and Agency Strips |
| FHDN 09/18/26                            | 2026-09-18      | 0.0000%  | 0.0000% | $25000000.00       | $24724125.00       | Agency Debentures and Agency Strips |
| FHDN 08/28/26                            | 2026-08-28      | 0.0000%  | 0.0000% | $1882000.00        | $1865254.00        | Agency Debentures and Agency Strips |
| FHDN 08/26/26                            | 2026-08-26      | 0.0000%  | 0.0000% | $2051000.00        | $2033214.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 2.5000%  | 0.0000% | $107000.00         | $77182.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $360957952.00      | $234144045.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $2910944.00        | $2294813.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $500150784.00      | $434372889.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $185551872.00      | $133109049.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 4.5000%  | 0.0000% | $70400.00          | $58295.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 4.5000%  | 0.0000% | $982170.00         | $790593.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $60256.00          | $43424.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 3.5000%  | 0.0000% | $3081570.00        | $2260684.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 3.0000%  | 0.0000% | $159000.00         | $109682.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.0000%  | 0.0000% | $10000.00          | $7420.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.5000%  | 0.0000% | $13000.00          | $7538.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-11-01      | 2.5000%  | 0.0000% | $1323000.00        | $545067.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.5000%  | 0.0000% | $1400000.00        | $912649.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-10-01      | 2.5000%  | 0.0000% | $5068000.00        | $2341324.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $3500000.00        | $3154642.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $10000.00          | $8084.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 3.5000%  | 0.0000% | $9718432.00        | $8049199.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $6028584.00        | $4865192.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.0000%  | 0.0000% | $1930636.00        | $1595425.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $7000000.00        | $5403389.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 4.5000%  | 0.0000% | $970000.00         | $753142.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 7.0000%  | 0.0000% | $30470816.00       | $22099702.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 4.5000%  | 0.0000% | $52797.00          | $44459.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $10000.00          | $7826.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $39392704.00       | $28697572.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.5000%  | 0.0000% | $44012480.00       | $28593920.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.0000%  | 0.0000% | $44300000.00       | $32503708.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 6.0000%  | 0.0000% | $119704.00         | $72402.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $27837040.00       | $19957567.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.0000%  | 0.0000% | $106697856.00      | $83513142.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $278000.00         | $190979.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.0000%  | 0.0000% | $9293000.00        | $6603891.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.5000%  | 0.0000% | $134163456.00      | $87125207.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.0000%  | 0.0000% | $39224.00          | $27476.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-10-01      | 5.0000%  | 0.0000% | $1379602.00        | $139698.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 4.5000%  | 0.0000% | $16866820.00       | $4013040.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 3.5000%  | 0.0000% | $51000.00          | $30797.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.5000%  | 0.0000% | $100000.00         | $59043.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-02-01      | 7.0000%  | 0.0000% | $34943296.00       | $24421519.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-07-01      | 2.0000%  | 0.0000% | $18786112.00       | $10172396.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-09-01      | 2.5000%  | 0.0000% | $6687430.00        | $3765300.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-07-01      | 2.0000%  | 0.0000% | $2200000.00        | $1422029.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-10-01      | 2.5000%  | 0.0000% | $1093000.00        | $488032.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-02-01      | 2.0000%  | 0.0000% | $175000.00         | $85677.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-04-01      | 4.5000%  | 0.0000% | $876589.00         | $663317.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-03-01      | 4.0000%  | 0.0000% | $97890.00          | $80560.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-01-01      | 6.0000%  | 0.0000% | $10420432.00       | $3756244.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-10-01      | 5.0000%  | 0.0000% | $152000.00         | $78042.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-09-01      | 3.5000%  | 0.0000% | $13000.00          | $7122.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-01-01      | 2.0000%  | 0.0000% | $18560960.00       | $9980582.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-01-01      | 1.5000%  | 0.0000% | $15455856.00       | $8550285.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-10-01      | 3.0000%  | 0.0000% | $4984088.00        | $2281798.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-10-01      | 1.5000%  | 0.0000% | $8061408.00        | $4244378.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-08-01      | 1.5000%  | 0.0000% | $25000.00          | $12551.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-07-01      | 3.0000%  | 0.0000% | $89767168.00       | $84217765.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-07-01      | 2.0000%  | 0.0000% | $167610624.00      | $142566668.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-01-01      | 2.5000%  | 0.0000% | $1975000.00        | $691953.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-08-01      | 2.0000%  | 0.0000% | $1230352.00        | $791729.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-05-01      | 3.0000%  | 0.0000% | $138411.00         | $80422.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-12-01      | 4.5000%  | 0.0000% | $7734120.00        | $1285939.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-05-01      | 7.5000%  | 0.0000% | $4738280.00        | $232786.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-08-01      | 3.0000%  | 0.0000% | $2160000.00        | $336203.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-05-01      | 7.5000%  | 0.0000% | $7044970.00        | $7080.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 2.5000%  | 0.0000% | $2621444.00        | $366748.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-02-01      | 4.5000%  | 0.0000% | $1520808.00        | $257642.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-06-01      | 4.5000%  | 0.0000% | $103000.00         | $25967.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 4.5000%  | 0.0000% | $2842000.00        | $101605.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-06-01      | 5.5000%  | 0.0000% | $101167616.00      | $1585424.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-09-01      | 5.5000%  | 0.0000% | $286870016.00      | $4301702.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 5.0000%  | 0.0000% | $30000000.00       | $29608437.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 7.0000%  | 0.0000% | $2891848.00        | $3070504.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-03-01      | 5.5000%  | 0.0000% | $16369152.00       | $16508767.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-04-01      | 5.5000%  | 0.0000% | $3917100.00        | $3953324.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-04-01      | 3.0000%  | 0.0000% | $48947920.00       | $46166714.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-03-01      | 5.5000%  | 0.0000% | $85153536.00       | $85657893.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $2000000.00        | $1893102.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 3.0000%  | 0.0000% | $12837776.00       | $11721593.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $73032192.00       | $57661718.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 6.0000%  | 0.0000% | $46080000.00       | $28805672.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $13810720.00       | $10697132.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.0000%  | 0.0000% | $52994240.00       | $47022000.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-07-01      | 6.0000%  | 0.0000% | $40514000.00       | $21884646.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-11-01      | 6.0000%  | 0.0000% | $9056768.00        | $3769889.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-07-01      | 3.5000%  | 0.0000% | $2489000.00        | $1333999.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 2.5000%  | 0.0000% | $58043100.00       | $33717521.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $245000.00         | $170153.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $24000.00          | $14564.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-01-01      | 1.5000%  | 0.0000% | $28595936.00       | $15841007.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-05-01      | 5.5000%  | 0.0000% | $115000.00         | $56105.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 2.0000%  | 0.0000% | $2800000.00        | $1367581.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-04-01      | 3.0000%  | 0.0000% | $442051.00         | $55125.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 4.0000%  | 0.0000% | $1006110.00        | $140334.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $15611424.00       | $15430732.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.5000%  | 0.0000% | $8594980.00        | $8706024.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.5000%  | 0.0000% | $16250944.00       | $16472148.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $1089518.00        | $1073777.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.5000%  | 0.0000% | $3633976.00        | $3814829.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 4.5000%  | 0.0000% | $3659032.00        | $3517563.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 4.0000%  | 0.0000% | $2458850.00        | $2301075.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 4.5000%  | 0.0000% | $1074208.00        | $1035195.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 4.5000%  | 0.0000% | $2724172.00        | $2402230.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $2216500.00        | $2244083.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.0000%  | 0.0000% | $1025894.00        | $1058363.00        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-02-01      | 5.5000%  | 0.0000% | $6086968.00        | $6176187.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.0000%  | 0.0000% | $3431036.00        | $3519257.00        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-12-01      | 5.0000%  | 0.0000% | $2427016.00        | $2388421.00        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-02-01      | 6.0000%  | 0.0000% | $8645520.00        | $8857082.00        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-02-01      | 5.0000%  | 0.0000% | $2519832.00        | $2487133.00        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-02-01      | 5.0000%  | 0.0000% | $1455100.00        | $1434841.00        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-02-01      | 6.0000%  | 0.0000% | $2991844.00        | $3071922.00        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-01-01      | 4.0000%  | 0.0000% | $1610868.00        | $1346236.00        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-01-01      | 6.0000%  | 0.0000% | $4406032.00        | $4463876.00        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-01-01      | 6.0000%  | 0.0000% | $7963650.00        | $7362491.00        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-01-01      | 5.5000%  | 0.0000% | $4821208.00        | $4770847.00        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-01-01      | 6.0000%  | 0.0000% | $11788912.00       | $11243071.00       | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-01-01      | 6.0000%  | 0.0000% | $1972038.00        | $2025941.00        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-12-01      | 5.5000%  | 0.0000% | $4315808.00        | $3799270.00        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-12-01      | 6.0000%  | 0.0000% | $5763664.00        | $5908969.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $17363392.00       | $17338078.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $10569792.00       | $9482257.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 6.0000%  | 0.0000% | $9259280.00        | $9310801.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-02-01      | 6.0000%  | 0.0000% | $42217664.00       | $39685993.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-08-01      | 6.0000%  | 0.0000% | $80024704.00       | $58971503.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 6.5000%  | 0.0000% | $28624128.00       | $28386169.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 6.0000%  | 0.0000% | $47823744.00       | $47546451.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 4.0000%  | 0.0000% | $285032640.00      | $263457520.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $49898000.00       | $49062585.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.0000%  | 0.0000% | $480505.00         | $442374.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $4223000.00        | $4072128.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $30000000.00       | $28367547.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $8698490.00        | $7679903.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $44425664.00       | $42436334.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $99143.00          | $80623.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $26015700.00       | $23962810.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $8289264.00        | $5144115.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $1250000.00        | $1170538.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $5656624.00        | $4205168.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $54963776.00       | $39587286.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $1230000.00        | $1067491.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 7.0000%  | 0.0000% | $12231232.00       | $9898598.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 5.0000%  | 0.0000% | $3599156.00        | $3235163.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $1831928.00        | $1894292.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $1942048.00        | $1891908.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $2448844.00        | $2496527.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 7.0000%  | 0.0000% | $1005974.00        | $806929.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $2788448.00        | $2577405.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $1001140.00        | $716997.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $42415680.00       | $41838818.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 7.0000%  | 0.0000% | $2067456.00        | $1550366.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 4.5000%  | 0.0000% | $1158024.00        | $1109148.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $10663104.00       | $10342373.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $3600430.00        | $2887197.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $44764400.00       | $42503364.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $22044768.00       | $21809636.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 6.0000%  | 0.0000% | $1500000.00        | $1556080.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.0000%  | 0.0000% | $9770432.00        | $9659585.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 6.0000%  | 0.0000% | $2953400.00        | $3104944.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $11880144.00       | $11790044.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $2079780.00        | $2144059.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $10741180.00       | $10600985.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $2907944.00        | $2948948.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $5497888.00        | $5460001.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $1330212.00        | $1329146.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 6.0000%  | 0.0000% | $2525964.00        | $2623258.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $5433350.00        | $5392224.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $6000000.00        | $5935997.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 6.0000%  | 0.0000% | $1315064.00        | $1364230.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $9504970.00        | $9421164.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 4.5000%  | 0.0000% | $6137776.00        | $5903384.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $19345088.00       | $19062707.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $36922176.00       | $36442444.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 4.5000%  | 0.0000% | $20425824.00       | $19688009.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.0000%  | 0.0000% | $311903.00         | $181468.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-10-01      | 2.5000%  | 0.0000% | $6122580.00        | $3467550.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $17000.00          | $10741.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $2715904.00        | $1614850.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-05-01      | 2.0000%  | 0.0000% | $5093000.00        | $2475635.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $15326112.00       | $8610432.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 2.0000%  | 0.0000% | $24313792.00       | $12819437.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 2.5000%  | 0.0000% | $59282432.00       | $33897608.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $170142.00         | $65408.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-03-01      | 4.5000%  | 0.0000% | $2050852.00        | $402643.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 4.5000%  | 0.0000% | $20540000.00       | $5469909.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1903240.00        | $1487557.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $3176000.00        | $2764405.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $3068736.00        | $1494148.00        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-09-01      | 5.0000%  | 0.0000% | $2216036.00        | $1831515.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-04-01      | 3.5000%  | 0.0000% | $3191484.00        | $3040478.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $18572448.00       | $18441646.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $6307528.00        | $6284251.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.5000%  | 0.0000% | $415000.00         | $245339.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $8054992.00        | $8000112.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.0000%  | 0.0000% | $9028528.00        | $9236883.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 6.0000%  | 0.0000% | $2630772.00        | $2699792.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $17646240.00       | $17451065.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $8107936.00        | $8191997.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $12379776.00       | $12087483.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-04-01      | 5.0000%  | 0.0000% | $12010208.00       | $12030591.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-03-01      | 5.5000%  | 0.0000% | $10626608.00       | $10469656.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 4.5000%  | 0.0000% | $1950636.00        | $1882463.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $9078928.00        | $8979562.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $1113762.00        | $1106461.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 6.5000%  | 0.0000% | $5140750.00        | $5394735.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 4.5000%  | 0.0000% | $1827814.00        | $1761792.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.0000%  | 0.0000% | $15066336.00       | $14688589.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 4.5000%  | 0.0000% | $1893010.00        | $1818067.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 4.5000%  | 0.0000% | $7303576.00        | $7012372.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 6.0000%  | 0.0000% | $2903032.00        | $2990342.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $1145120.00        | $1093843.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 6.0000%  | 0.0000% | $3067112.00        | $3106058.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $5259400.00        | $5434179.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $3269100.00        | $3209798.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.0000%  | 0.0000% | $1020080.00        | $1060449.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $16076640.00       | $16806140.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $18430208.00       | $17885253.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $5086810.00        | $4856085.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 6.0000%  | 0.0000% | $1678700.00        | $1735907.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $6119368.00        | $6192052.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 4.5000%  | 0.0000% | $1767000.00        | $1694117.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $1927426.00        | $1926397.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 5.0000%  | 0.0000% | $1277118.00        | $1220230.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.5000%  | 0.0000% | $3450196.00        | $3583206.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $7254760.00        | $6860392.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $1042748.00        | $985804.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 7.0000%  | 0.0000% | $9607900.00        | $6340446.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $55268544.00       | $37701559.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $39647168.00       | $35096559.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-10-01      | 6.0000%  | 0.0000% | $1527464.00        | $1417251.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-01-01      | 7.0000%  | 0.0000% | $3458952.00        | $2278695.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $13207008.00       | $9281828.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $3253944.00        | $2860091.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.5000%  | 0.0000% | $8479000.00        | $4979097.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $117899520.00      | $88595035.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $3557176.00        | $1928421.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.5000%  | 0.0000% | $16082880.00       | $12177935.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-11-01      | 4.5000%  | 0.0000% | $153986.00         | $82989.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $26850000.00       | $19299808.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $500000.00         | $346136.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $7500000.00        | $4600793.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-01-01      | 2.5000%  | 0.0000% | $124000.00         | $56374.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-11-01      | 1.5000%  | 0.0000% | $100000.00         | $48122.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-04-01      | 4.5000%  | 0.0000% | $73660.00          | $15574.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-10-01      | 1.5000%  | 0.0000% | $114499.00         | $66681.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-03-01      | 2.5000%  | 0.0000% | $175000.00         | $94505.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-02-01      | 2.0000%  | 0.0000% | $1338952.00        | $615530.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-11-01      | 1.5000%  | 0.0000% | $1027850.00        | $645569.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-10-01      | 2.0000%  | 0.0000% | $323774.00         | $171053.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-08-01      | 1.5000%  | 0.0000% | $2936824.00        | $1516388.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-04-01      | 2.5000%  | 0.0000% | $35000.00          | $7221.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $4830888.00        | $4448926.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.0000%  | 0.0000% | $7776856.00        | $5941995.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 4.5000%  | 0.0000% | $2389636.00        | $2086331.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $1408560.00        | $1293399.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.5000%  | 0.0000% | $2073300.00        | $1637400.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 7.0000%  | 0.0000% | $4672780.00        | $1666517.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.5000%  | 0.0000% | $100000.00         | $58280.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.0000%  | 0.0000% | $1582144.00        | $1084293.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.5000%  | 0.0000% | $102000.00         | $60099.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.0000%  | 0.0000% | $500000.00         | $254289.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 6.0000%  | 0.0000% | $3161220.00        | $2361517.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.5000%  | 0.0000% | $13068.00          | $9200.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $10944160.00       | $7010819.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.0000%  | 0.0000% | $4162800.00        | $2895499.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.5000%  | 0.0000% | $3228048.00        | $1953742.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.0000%  | 0.0000% | $150000.00         | $93681.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.5000%  | 0.0000% | $100000.00         | $62340.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.5000%  | 0.0000% | $80000.00          | $51895.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.0000%  | 0.0000% | $54000.00          | $33818.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.5000%  | 0.0000% | $25320768.00       | $15681602.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.5000%  | 0.0000% | $3037780.00        | $1630991.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 3.0000%  | 0.0000% | $115000.00         | $63977.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-11-01      | 2.0000%  | 0.0000% | $945000.00         | $497166.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 2.0000%  | 0.0000% | $550000.00         | $248588.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.0000%  | 0.0000% | $2000000.00        | $1570205.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-11-01      | 3.0000%  | 0.0000% | $22576032.00       | $15974753.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $2000000.00        | $1582446.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.0000%  | 0.0000% | $7330000.00        | $5664440.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $525000.00         | $413143.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $5424160.00        | $2890058.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $44638976.00       | $28149166.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 6.0000%  | 0.0000% | $1078222.00        | $980507.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 7.0000%  | 0.0000% | $2640310.00        | $2279575.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 5.5000%  | 0.0000% | $2071404.00        | $2056366.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.5000%  | 0.0000% | $2597804.00        | $1258508.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $10206624.00       | $10265329.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.0000%  | 0.0000% | $11065.00          | $8243.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $2700000.00        | $1623569.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-10-01      | 2.0000%  | 0.0000% | $61389312.00       | $33770877.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 2.0000%  | 0.0000% | $485099.00         | $280792.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.5000%  | 0.0000% | $900000.00         | $532710.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 5.0000%  | 0.0000% | $328000.00         | $51071.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-01-01      | 7.0000%  | 0.0000% | $2500000.00        | $364645.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-12-01      | 4.5000%  | 0.0000% | $2725000.00        | $512188.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 5.5000%  | 0.0000% | $1300682.00        | $208686.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2061-09-01      | 2.5000%  | 0.0000% | $2000000.00        | $1130376.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2060-07-01      | 3.0000%  | 0.0000% | $2457000.00        | $1290877.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2058-08-01      | 3.5000%  | 0.0000% | $2919000.00        | $839011.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-08-01      | 5.0000%  | 0.0000% | $1960000.00        | $481943.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $210662.00         | $104020.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 3.0000%  | 0.0000% | $2872384.00        | $310774.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $4423776.00        | $4553717.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 4.5000%  | 0.0000% | $2157452.00        | $2071787.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $8334032.00        | $8713053.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $2420240.00        | $2493506.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 6.0000%  | 0.0000% | $1026186.00        | $1038205.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $1154500.00        | $1198721.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $2544768.00        | $2522722.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $1403690.00        | $1381482.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.5000%  | 0.0000% | $1227238.00        | $1279299.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 6.0000%  | 0.0000% | $1880598.00        | $1905451.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 6.0000%  | 0.0000% | $1780262.00        | $1800293.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $6175448.00        | $6309247.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1658531.00        | $1708931.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 6.0000%  | 0.0000% | $1855100.00        | $1720300.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $7384880.00        | $7250727.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 7.0000%  | 0.0000% | $2632872.00        | $2464236.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 7.0000%  | 0.0000% | $1909614.00        | $2008525.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1646594.00        | $1702182.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1086614.00        | $1088457.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 7.0000%  | 0.0000% | $1110144.00        | $1126853.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $4930130.00        | $3625656.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $5280616.00        | $4885383.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $3389680.00        | $3203272.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $5518650.00        | $5097705.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $2151150.00        | $1785970.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-06-01      | 6.0000%  | 0.0000% | $766337.00         | $712324.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $3272604.00        | $3086212.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $6504960.00        | $5422743.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $590147.00         | $509072.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $1842614.00        | $1889457.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $3980252.00        | $3342686.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $2663796.00        | $2051318.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 7.0000%  | 0.0000% | $1752924.00        | $1467699.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $4388208.00        | $4181935.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $953131.00         | $624801.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $1064904.00        | $1080552.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $1456650.00        | $1115023.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $5059010.00        | $4835687.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $5408368.00        | $3453295.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $1207250.00        | $1236058.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $2528140.00        | $2608374.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $8130368.00        | $7428702.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-02-01      | 6.0000%  | 0.0000% | $1321150.00        | $893276.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $3211340.00        | $2875057.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $1543798.00        | $1616530.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $1128516.00        | $819763.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $2932552.00        | $2437136.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $2392160.00        | $2208120.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $3597052.00        | $3428186.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $5693352.00        | $5042432.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $75924.00          | $64700.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%  | 0.0000% | $192056.00         | $195633.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-07-01      | 5.5000%  | 0.0000% | $1180818.00        | $1026422.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.5000%  | 0.0000% | $2328650.00        | $1833564.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $425000.00         | $253844.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-07-01      | 6.0000%  | 0.0000% | $5125840.00        | $731335.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-01-01      | 5.5000%  | 0.0000% | $13744000.00       | $102576.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-07-01      | 2.0000%  | 0.0000% | $703581.00         | $12796.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $12500000.00       | $3419488.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-09-01      | 3.0000%  | 0.0000% | $2225000.00        | $367144.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-12-01      | 3.5000%  | 0.0000% | $6200000.00        | $387863.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-11-01      | 2.5000%  | 0.0000% | $1163000.00        | $187880.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $3527748.00        | $1258795.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-04-01      | 3.0000%  | 0.0000% | $3000000.00        | $117517.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-02-01      | 7.5000%  | 0.0000% | $2499838.00        | $5861.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-07-01      | 5.5000%  | 0.0000% | $96578560.00       | $403577.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-12-01      | 3.5000%  | 0.0000% | $60280000.00       | $36839134.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 5.5000%  | 0.0000% | $1600000.00        | $11697.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-04-01      | 6.5000%  | 0.0000% | $4066232.00        | $8818.00           | Agency Mortgage-Backed Securities   |

### Security 311: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 3.620002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR10665B, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR10665B7791563JP
- **C.18 - Value (incl. sponsor support):** $639990720.00
- **C.18.a - Value (excl. sponsor support):** $639990720.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 5/8 TRIN X 30  | 2030-04-15      | 1.6250%  | 0.0000% | $537465600.00      | $559271237.00      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | 0.0000% | $95975300.00       | $95544322.00       | U.S. Treasuries (including strips) |

### Security 312: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 3.620002%
- **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: TPR10665E, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR10665E7791566JP
- **C.18 - Value (incl. sponsor support):** $4144939897.50
- **C.18.a - Value (excl. sponsor support):** $4144939897.50
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 4.0000%  | 0.0000% | $6500000.00        | $637562.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-11-01      | 6.5000%  | 0.0000% | $10305536.00       | $6557.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-01-15      | 2.5000%  | 0.0000% | $1057558.00        | $6479.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-03-15      | 5.0000%  | 0.0000% | $703790.00         | $25172.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 5.5000%  | 0.0000% | $600000000.00      | $4853439.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $234906112.00      | $232772504.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-06-15      | 6.5000%  | 0.0000% | $49344507.00       | $34598.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-11-20      | 3.5000%  | 0.0000% | $2240000.00        | $83622.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-15      | 5.0000%  | 0.0000% | $32734.00          | $5364.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-20      | 3.0000%  | 0.0000% | $147970.00         | $11098.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-20      | 5.0000%  | 0.0000% | $2249132.00        | $71206.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-20      | 6.0000%  | 0.0000% | $1092000.00        | $5470.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-11-20      | 6.5000%  | 0.0000% | $9711119.00        | $32361.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-05-20      | 3.5000%  | 0.0000% | $360000.00         | $34086.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1189252.00        | $1215390.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $14325472.00       | $14544190.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $4320496.00        | $4276549.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1123488.00        | $1176120.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1572072.00        | $772579.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $2597240.00        | $2307296.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.0000%  | 0.0000% | $229104896.00      | $234432698.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $26024128.00       | $26225710.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 4.5000%  | 0.0000% | $289680896.00      | $278932556.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 4.5000%  | 0.0000% | $314849600.00      | $300018535.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $179083264.00      | $176428785.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.5000%  | 0.0000% | $917977088.00      | $817231834.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 6.0000%  | 0.0000% | $1357772800.00     | $737508950.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 4.5000%  | 0.0000% | $136150000.00      | $124591925.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-11-20      | 6.5000%  | 0.0000% | $109104.00         | $112230.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 4.5000%  | 0.0000% | $1796420.00        | $1726647.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $19205056.00       | $19921396.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $2681780.00        | $2580102.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.0000%  | 0.0000% | $17113344.00       | $7109697.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $2742440.00        | $2425967.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $4543464.00        | $1655356.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1989918.00        | $1438239.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1147012.00        | $1197769.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $11631072.00       | $12083539.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $2769152.00        | $1878895.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.0000%  | 0.0000% | $1664728.00        | $946596.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.0000%  | 0.0000% | $2384116.00        | $2450842.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $1060424.00        | $952682.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.5000%  | 0.0000% | $1335420.00        | $1412621.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1091936.00        | $805736.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-20      | 3.0000%  | 0.0000% | $647000.00         | $99176.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-15      | 2.5000%  | 0.0000% | $570000.00         | $68525.00          | Agency Mortgage-Backed Securities   |
| GNII SF CB4543 C                         | 2051-04-20      | 2.5000%  | 0.0000% | $82995.00          | $55847.00          | Agency Mortgage-Backed Securities   |
| GNII SF BY6439 C                         | 2045-11-20      | 2.5000%  | 0.0000% | $664474.00         | $377880.00         | Agency Mortgage-Backed Securities   |
| GNII SF BW6141 C                         | 2050-08-20      | 2.5000%  | 0.0000% | $1085306.00        | $395365.00         | Agency Mortgage-Backed Securities   |
| GNII SF BV0541 C                         | 2050-10-20      | 3.0000%  | 0.0000% | $292000.00         | $140813.00         | Agency Mortgage-Backed Securities   |
| GNII SF BI8686 C                         | 2048-10-20      | 4.5000%  | 0.0000% | $1110686.00        | $171594.00         | Agency Mortgage-Backed Securities   |
| GNII SF BC4637 C                         | 2047-09-20      | 3.5000%  | 0.0000% | $1625506.00        | $109324.00         | Agency Mortgage-Backed Securities   |
| GNII SF AO4762 C                         | 2045-08-20      | 3.5000%  | 0.0000% | $1040000.00        | $162009.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA8804 M                         | 2053-04-20      | 7.0000%  | 0.0000% | $56000.00          | $15723.00          | Agency Mortgage-Backed Securities   |
| GNII SF MA8801 M                         | 2053-04-20      | 5.5000%  | 0.0000% | $71490944.00       | $45647886.00       | Agency Mortgage-Backed Securities   |
| GNII SF MA8463 M                         | 2037-11-20      | 6.5000%  | 0.0000% | $36495.00          | $23283.00          | Agency Mortgage-Backed Securities   |
| GNII SF MA8321 M                         | 2037-09-20      | 5.5000%  | 0.0000% | $610604.00         | $293125.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA8946 M                         | 2053-06-20      | 4.5000%  | 0.0000% | $13970592.00       | $11007054.00       | Agency Mortgage-Backed Securities   |
| GNII SF MA7590 M                         | 2051-09-20      | 3.0000%  | 0.0000% | $73830784.00       | $39402279.00       | Agency Mortgage-Backed Securities   |
| GNII SF MA7589 M                         | 2051-09-20      | 2.5000%  | 0.0000% | $752685056.00      | $419618241.00      | Agency Mortgage-Backed Securities   |
| GNII SF MA5986 M                         | 2049-06-20      | 4.0000%  | 0.0000% | $5127168.00        | $415845.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA5140 M                         | 2048-04-20      | 5.5000%  | 0.0000% | $5489024.00        | $535163.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA4587 M                         | 2047-07-20      | 4.0000%  | 0.0000% | $775846.00         | $70390.00          | Agency Mortgage-Backed Securities   |
| GNII SF MA4068 M                         | 2046-11-20      | 3.0000%  | 0.0000% | $5552088.00        | $695001.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA0783 M                         | 2043-02-20      | 3.5000%  | 0.0000% | $600000.00         | $52481.00          | Agency Mortgage-Backed Securities   |
| 5.250 TVBD 55 A                          | 2055-02-01      | 5.2500%  | 0.0000% | $142000.00         | $141036.00         | Agency Debentures and Agency Strips |
| 2.31 FCOR 22-36 AV                       | 2036-07-14      | 2.3100%  | 0.0000% | $16164000.00       | $13196831.00       | Agency Debentures and Agency Strips |
| 2.35 FCOR 26-46 D                        | 2046-08-24      | 2.3500%  | 0.0000% | $2800000.00        | $1804315.00        | Agency Debentures and Agency Strips |
| 1.65 FCOR 21-35 AS                       | 2035-07-23      | 1.6500%  | 0.0000% | $10000000.00       | $7843650.00        | Agency Debentures and Agency Strips |
| 2.65 FHOR 22-41 AQ                       | 2041-11-05      | 2.6500%  | 0.0000% | $2000000.00        | $1482221.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-10-01      | 6.5000%  | 0.0000% | $48349184.00       | $12217.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 5.5000%  | 0.0000% | $7709160.00        | $7812368.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 4.5000%  | 0.0000% | $112200.00         | $95930.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $300000.00         | $180308.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $300000.00         | $222429.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $63832.00          | $44121.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $252000.00         | $150100.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.0000%  | 0.0000% | $328963.00         | $216285.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.5000%  | 0.0000% | $645000.00         | $398781.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-06-01      | 5.5000%  | 0.0000% | $1000000.00        | $487372.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-07-01      | 3.0000%  | 0.0000% | $2914432.00        | $574181.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 4.5000%  | 0.0000% | $10255408.00       | $9886316.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 6.0000%  | 0.0000% | $1126342.00        | $1157720.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $15938544.00       | $15751567.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 6.0000%  | 0.0000% | $3742650.00        | $3845443.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 6.0000%  | 0.0000% | $3216000.00        | $3305970.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 6.0000%  | 0.0000% | $1376466.00        | $1413258.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-03-01      | 6.0000%  | 0.0000% | $1266470.00        | $1297854.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $667117.00         | $630969.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 4.5000%  | 0.0000% | $1781602.00        | $1712419.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $675000.00         | $605971.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $1604110.00        | $1205844.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.0000%  | 0.0000% | $34159424.00       | $25966496.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.5000%  | 0.0000% | $12642368.00       | $10953268.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-12-01      | 2.0000%  | 0.0000% | $1004580.00        | $700836.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-04-01      | 1.5000%  | 0.0000% | $1317228.00        | $893331.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $439683.00         | $318645.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 4.5000%  | 0.0000% | $1300580.00        | $1259821.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 4.0000%  | 0.0000% | $1134230.00        | $985033.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $7939504.00        | $7294534.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $11391136.00       | $11033363.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.5000%  | 0.0000% | $1613832.00        | $1553951.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 7.0000%  | 0.0000% | $1337800.00        | $1416363.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $2432396.00        | $2454085.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-05-01      | 4.0000%  | 0.0000% | $10133504.00       | $6946.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 7.0000%  | 0.0000% | $1328402.00        | $1420415.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $3537140.00        | $2653030.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $234702.00         | $191550.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.0000%  | 0.0000% | $1017870.00        | $642247.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 4.5000%  | 0.0000% | $410781.00         | $324456.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-05-01      | 4.5000%  | 0.0000% | $7323200.00        | $7274149.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-05-01      | 5.0000%  | 0.0000% | $1818314.00        | $1835079.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 6.0000%  | 0.0000% | $1736508.00        | $1776634.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 4.5000%  | 0.0000% | $1008354.00        | $805747.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-05-01      | 5.0000%  | 0.0000% | $560409.00         | $230406.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-03-01      | 5.0000%  | 0.0000% | $34187.00          | $20713.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-04-01      | 3.0000%  | 0.0000% | $31000.00          | $9578.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-07-01      | 2.0000%  | 0.0000% | $1981556.00        | $1285691.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $1196482.00        | $1223185.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 3.0000%  | 0.0000% | $2440636.00        | $494548.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-12-01      | 2.5000%  | 0.0000% | $610000.00         | $150584.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 4.0000%  | 0.0000% | $1504330.00        | $722543.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.5000%  | 0.0000% | $10702112.00       | $7380282.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.0000%  | 0.0000% | $576443.00         | $541934.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $100000.00         | $70457.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $2202636.00        | $2165743.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 3.5000%  | 0.0000% | $390013.00         | $135946.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-06-01      | 3.0000%  | 0.0000% | $75000.00          | $38998.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-08-01      | 4.5000%  | 0.0000% | $5950056.00        | $1290319.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 4.5000%  | 0.0000% | $51315.00          | $38630.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.0000%  | 0.0000% | $213000.00         | $162443.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $595040.00         | $435566.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 3.5000%  | 0.0000% | $1834000.00        | $252702.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 4.5000%  | 0.0000% | $479635.00         | $413321.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 5.5000%  | 0.0000% | $133000.00         | $108995.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-04-01      | 4.0000%  | 0.0000% | $8650000.00        | $1205429.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-12-01      | 4.5000%  | 0.0000% | $1300000.00        | $139858.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-05-01      | 3.5000%  | 0.0000% | $705000.00         | $76964.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-09-01      | 5.5000%  | 0.0000% | $3943740.00        | $24836.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 4.5000%  | 0.0000% | $425000.00         | $95537.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-06-01      | 3.5000%  | 0.0000% | $1625450.00        | $203234.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-09-01      | 5.0000%  | 0.0000% | $10131680.00       | $1047456.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-12-01      | 4.0000%  | 0.0000% | $700000.00         | $73640.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-11-01      | 6.5000%  | 0.0000% | $5927704.00        | $11171.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-10-01      | 6.0000%  | 0.0000% | $2500000.00        | $14925.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-07-01      | 5.5000%  | 0.0000% | $5000000.00        | $125590.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-12-17      | 0.0000%  | 0.0000% | $131437000.00      | $113504787.00      | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 6.0000%  | 0.0000% | $99062912.00       | $101553717.00      | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 6.5000%  | 0.0000% | $4561800.00        | $4643280.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 4.0000%  | 0.0000% | $27000.00          | $22808.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-04-01      | 5.5000%  | 0.0000% | $1344056.00        | $664275.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $1600000.00        | $887216.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-12-01      | 3.5000%  | 0.0000% | $3405000.00        | $281430.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-07-01      | 3.9800%  | 0.0000% | $2200000.00        | $55444.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.0000%  | 0.0000% | $2804560.00        | $2783335.00        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-05-01      | 5.5000%  | 0.0000% | $56306800.00       | $57323069.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.0000%  | 0.0000% | $11906032.00       | $11820152.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.5000%  | 0.0000% | $3883812.00        | $3940216.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $4184400.00        | $4151213.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.5000%  | 0.0000% | $4011704.00        | $4071044.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.5000%  | 0.0000% | $2498772.00        | $2539736.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $3782252.00        | $3844201.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 4.5000%  | 0.0000% | $1190500.00        | $1154945.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 6.5000%  | 0.0000% | $1166548.00        | $1232254.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $7002856.00        | $7093555.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $20274464.00       | $20606535.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $12377648.00       | $12227158.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 6.0000%  | 0.0000% | $3967404.00        | $4096889.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $3158700.00        | $3128868.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.5000%  | 0.0000% | $16131580.00       | $16344050.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.5000%  | 0.0000% | $1979848.00        | $2059257.00        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-02-01      | 6.0000%  | 0.0000% | $12137808.00       | $12379777.00       | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-02-01      | 5.5000%  | 0.0000% | $5701472.00        | $5785685.00        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-01-01      | 5.5000%  | 0.0000% | $4724736.00        | $4517148.00        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-12-01      | 6.0000%  | 0.0000% | $22180864.00       | $22466364.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 3.5000%  | 0.0000% | $2982684.00        | $2718392.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.0000%  | 0.0000% | $4388408.00        | $4032861.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.5000%  | 0.0000% | $15070096.00       | $15153640.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.5000%  | 0.0000% | $19487000.00       | $19641442.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.5000%  | 0.0000% | $300000.00         | $181151.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.0000%  | 0.0000% | $809850.00         | $569336.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $41089024.00       | $41238291.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $30636160.00       | $28378065.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $1450696.00        | $1499548.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $5602568.00        | $5706126.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 7.0000%  | 0.0000% | $1138106.00        | $921586.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.0000%  | 0.0000% | $1066854.00        | $835709.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.0000%  | 0.0000% | $21000.00          | $15120.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 4.0000%  | 0.0000% | $2032980.00        | $1263267.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-02-01      | 1.5000%  | 0.0000% | $8185744.00        | $4605290.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-09-01      | 1.5000%  | 0.0000% | $13082368.00       | $11534325.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-02-01      | 1.5000%  | 0.0000% | $4281536.00        | $3185119.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-10-01      | 3.5000%  | 0.0000% | $1131678.00        | $728067.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 5.0000%  | 0.0000% | $647139.00         | $53324.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-05-01      | 5.0000%  | 0.0000% | $450083.00         | $15242.00          | Agency Mortgage-Backed Securities   |

### Security 313: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.629999%
- **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: TPR10682C, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR10682C779156BCG
- **C.18 - Value (incl. sponsor support):** $1974997827.50
- **C.18.a - Value (excl. sponsor support):** $1974997827.50
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $25250019.00       | $19613168.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $1732145.00        | $1195321.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $139146.00         | $91498.00          | Agency Mortgage-Backed Securities |
| GNMI SF BR4833 X                         | 2052-09-15      | 4.5000%  | 0.0000% | $271697.00         | $153429.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $4340869.00        | $3152860.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.0000%  | 0.0000% | $500000.00         | $342557.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $950000.00         | $631747.00         | Agency Mortgage-Backed Securities |
| GNII SF CP2355 C                         | 2052-09-20      | 5.0000%  | 0.0000% | $1542473.00        | $1244415.00        | Agency Mortgage-Backed Securities |
| GNII SF CO2378 C                         | 2052-06-20      | 4.5000%  | 0.0000% | $1853652.00        | $845587.00         | Agency Mortgage-Backed Securities |
| GNII SF CO2344 C                         | 2052-06-20      | 4.5000%  | 0.0000% | $2683496.00        | $1668632.00        | Agency Mortgage-Backed Securities |
| GNMI SF CO1904 X                         | 2052-08-15      | 5.0000%  | 0.0000% | $1516079.00        | $1399904.00        | Agency Mortgage-Backed Securities |
| GNMI SF CO1900 X                         | 2052-07-15      | 6.0000%  | 0.0000% | $148000.00         | $151648.00         | Agency Mortgage-Backed Securities |
| GNMI SF CN3699 X                         | 2052-09-15      | 6.0000%  | 0.0000% | $1828826.00        | $1059627.00        | Agency Mortgage-Backed Securities |
| GNII SF CN3283 C                         | 2052-07-20      | 5.0000%  | 0.0000% | $1396834.00        | $1356184.00        | Agency Mortgage-Backed Securities |
| GNII SF CN1896 C                         | 2052-06-20      | 4.5000%  | 0.0000% | $2733918.00        | $1065773.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8346 M                         | 2052-10-20      | 4.0000%  | 0.0000% | $167650060.00      | $118602221.00      | Agency Mortgage-Backed Securities |
| GNII SF MA8344 M                         | 2052-10-20      | 3.0000%  | 0.0000% | $1703127.00        | $1077309.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8349 M                         | 2052-10-20      | 5.5000%  | 0.0000% | $121083931.00      | $75642840.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8270 M                         | 2052-09-20      | 5.5000%  | 0.0000% | $3853000.00        | $2325710.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8269 M                         | 2052-09-20      | 5.0000%  | 0.0000% | $1140000.00        | $792174.00         | Agency Mortgage-Backed Securities |
| GNII SF MA8268 M                         | 2052-09-20      | 4.5000%  | 0.0000% | $170771713.00      | $120584794.00      | Agency Mortgage-Backed Securities |
| GNII SF MA8267 M                         | 2052-09-20      | 4.0000%  | 0.0000% | $312382603.00      | $220403866.00      | Agency Mortgage-Backed Securities |
| GNII SF MA8265 M                         | 2052-09-20      | 3.0000%  | 0.0000% | $1462994.00        | $882591.00         | Agency Mortgage-Backed Securities |
| GNII SF MA8203 M                         | 2052-08-20      | 5.5000%  | 0.0000% | $900000.00         | $527777.00         | Agency Mortgage-Backed Securities |
| GNII SF MA8202 M                         | 2052-08-20      | 5.0000%  | 0.0000% | $6046000.00        | $4179391.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8201 M                         | 2052-08-20      | 4.5000%  | 0.0000% | $144063827.00      | $100434417.00      | Agency Mortgage-Backed Securities |
| GNII SF MA8200 M                         | 2052-08-20      | 4.0000%  | 0.0000% | $37618672.00       | $26132115.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8198 M                         | 2052-08-20      | 3.0000%  | 0.0000% | $4095752.00        | $2495436.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8155 M                         | 2052-07-20      | 6.5000%  | 0.0000% | $126000.00         | $71274.00          | Agency Mortgage-Backed Securities |
| GNII SF MA8152 M                         | 2052-07-20      | 5.0000%  | 0.0000% | $1023972.00        | $696903.00         | Agency Mortgage-Backed Securities |
| GNII SF MA8151 M                         | 2052-07-20      | 4.5000%  | 0.0000% | $801665940.00      | $558821442.00      | Agency Mortgage-Backed Securities |
| GNII SF MA8150 M                         | 2052-07-20      | 4.0000%  | 0.0000% | $20044498.00       | $13830360.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8148 M                         | 2052-07-20      | 3.0000%  | 0.0000% | $141257675.00      | $88482760.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8147 M                         | 2052-07-20      | 2.5000%  | 0.0000% | $500000.00         | $297711.00         | Agency Mortgage-Backed Securities |
| GNII SF MA8103 M                         | 2052-06-20      | 5.5000%  | 0.0000% | $289162.00         | $159234.00         | Agency Mortgage-Backed Securities |
| GNII SF MA8101 M                         | 2052-06-20      | 4.5000%  | 0.0000% | $146000.00         | $100917.00         | Agency Mortgage-Backed Securities |
| GNII SF MA7939 M                         | 2052-03-20      | 4.0000%  | 0.0000% | $5841.00           | $3626.00           | Agency Mortgage-Backed Securities |
| GNII SF MA7938 M                         | 2052-03-20      | 3.5000%  | 0.0000% | $8849617.00        | $5710202.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7937 M                         | 2052-03-20      | 3.0000%  | 0.0000% | $16378815.00       | $10018798.00       | Agency Mortgage-Backed Securities |
| GNII SF MA7936 M                         | 2052-03-20      | 2.5000%  | 0.0000% | $6600000.00        | $3956520.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7935 M                         | 2052-03-20      | 2.0000%  | 0.0000% | $308123.00         | $184921.00         | Agency Mortgage-Backed Securities |
| GNII SF MA7880 M                         | 2052-02-20      | 2.0000%  | 0.0000% | $41061463.00       | $24316514.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8100 M                         | 2052-06-20      | 4.0000%  | 0.0000% | $87959873.00       | $59581347.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8099 M                         | 2052-06-20      | 3.5000%  | 0.0000% | $41369175.00       | $27162186.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8098 M                         | 2052-06-20      | 3.0000%  | 0.0000% | $10166216.00       | $6477375.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8097 M                         | 2052-06-20      | 2.5000%  | 0.0000% | $105410176.00      | $63611529.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8046 M                         | 2052-05-20      | 4.5000%  | 0.0000% | $549806.00         | $377491.00         | Agency Mortgage-Backed Securities |
| GNII SF MA8045 M                         | 2052-05-20      | 4.0000%  | 0.0000% | $35726533.00       | $24139957.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8044 M                         | 2052-05-20      | 3.5000%  | 0.0000% | $5071260.00        | $3307928.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8043 M                         | 2052-05-20      | 3.0000%  | 0.0000% | $64410380.00       | $41151913.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8042 M                         | 2052-05-20      | 2.5000%  | 0.0000% | $4512054.00        | $2773192.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7990 M                         | 2052-04-20      | 4.0000%  | 0.0000% | $151000.00         | $99659.00          | Agency Mortgage-Backed Securities |
| GNII SF MA7989 M                         | 2052-04-20      | 3.5000%  | 0.0000% | $83879064.00       | $54667631.00       | Agency Mortgage-Backed Securities |
| GNII SF MA7988 M                         | 2052-04-20      | 3.0000%  | 0.0000% | $426827519.00      | $268318535.00      | Agency Mortgage-Backed Securities |
| GNMI SF CJ2165 X                         | 2052-04-15      | 3.5000%  | 0.0000% | $575933.00         | $487834.00         | Agency Mortgage-Backed Securities |
| GNMI SF CJ8220 X                         | 2052-04-15      | 5.0000%  | 0.0000% | $275250.00         | $176516.00         | Agency Mortgage-Backed Securities |
| GNMI SF CL4956 X                         | 2052-03-15      | 3.5000%  | 0.0000% | $277226.00         | $71022.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-15      | 6.0000%  | 0.0000% | $1873707.00        | $1859735.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-15      | 4.5000%  | 0.0000% | $721896.00         | $553007.00         | Agency Mortgage-Backed Securities |
| GNMI SF CL3964 X                         | 2052-04-15      | 4.5000%  | 0.0000% | $1260341.00        | $1140328.00        | Agency Mortgage-Backed Securities |
| GNII SF CL3693 C                         | 2052-03-20      | 4.0000%  | 0.0000% | $2586397.00        | $1332520.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.5000%  | 0.0000% | $4111796.00        | $2753887.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 3.5000%  | 0.0000% | $200000.00         | $95022.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $500000.00         | $315963.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.0000%  | 0.0000% | $4400000.00        | $2192266.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.0000%  | 0.0000% | $3295355.00        | $1917706.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $16387315.00       | $10950671.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $17899378.00       | $12014665.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.5000%  | 0.0000% | $100000.00         | $72355.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $96216.00          | $58970.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 3.0000%  | 0.0000% | $1000.00           | $615.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-15      | 4.5000%  | 0.0000% | $2107405.00        | $1554577.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-15      | 5.5000%  | 0.0000% | $187078.00         | $137881.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.5000%  | 0.0000% | $1695968.00        | $928925.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 4.0000%  | 0.0000% | $7985760.00        | $4763119.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.0000%  | 0.0000% | $2363564.00        | $588786.00         | Agency Mortgage-Backed Securities |
| GNII SF CL5523 C                         | 2052-04-20      | 3.0000%  | 0.0000% | $300000.00         | $154461.00         | Agency Mortgage-Backed Securities |
| GNMI SF CL5121 X                         | 2052-03-15      | 4.5000%  | 0.0000% | $2381927.00        | $2101782.00        | Agency Mortgage-Backed Securities |
| GNMI SF CL5103 X                         | 2052-03-15      | 4.5000%  | 0.0000% | $2412403.00        | $1904471.00        | Agency Mortgage-Backed Securities |

### Security 314: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.629999%
- **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: TPR106926, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR106926779156CCG
- **C.18 - Value (incl. sponsor support):** $2952925885.50
- **C.18.a - Value (excl. sponsor support):** $2952925885.50
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA9513 M                         | 2039-03-20      | 6.5000%  | 0.0000% | $48256.00          | $22134.00          | Agency Mortgage-Backed Securities |
| GNII SF MA9541 M                         | 2054-03-20      | 5.5000%  | 0.0000% | $2000.00           | $1362.00           | Agency Mortgage-Backed Securities |
| GNII SF MA9540 M                         | 2054-03-20      | 5.0000%  | 0.0000% | $51000.00          | $41202.00          | Agency Mortgage-Backed Securities |
| GNII SF MA9487 M                         | 2054-02-20      | 5.0000%  | 0.0000% | $50000.00          | $39773.00          | Agency Mortgage-Backed Securities |
| GNII SF MA9366 M                         | 2053-12-20      | 7.5000%  | 0.0000% | $181205.00         | $31186.00          | Agency Mortgage-Backed Securities |
| GNII SF MA9243 M                         | 2053-10-20      | 6.5000%  | 0.0000% | $1998.00           | $764.00            | Agency Mortgage-Backed Securities |
| GNII SF MA9166 M                         | 2053-09-20      | 3.0000%  | 0.0000% | $45000.00          | $29923.00          | Agency Mortgage-Backed Securities |
| GNII SF MA9110 M                         | 2053-08-20      | 7.5000%  | 0.0000% | $112031.00         | $23238.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 4.5000%  | 0.0000% | $105586.00         | $1858.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-07-15      | 5.0000%  | 0.0000% | $30000.00          | $849.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 4.5000%  | 0.0000% | $224619.00         | $4870.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-03-15      | 4.5000%  | 0.0000% | $30000.00          | $1541.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 5.0000%  | 0.0000% | $799601.00         | $3173.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-03-15      | 4.5000%  | 0.0000% | $355962.00         | $9194.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 6.0000%  | 0.0000% | $609153.00         | $8864.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 6.0000%  | 0.0000% | $258000.00         | $8168.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $1771236.00        | $37732.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 5.0000%  | 0.0000% | $34650.00          | $938.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 6.5000%  | 0.0000% | $895000.00         | $13374.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 4.5000%  | 0.0000% | $47068.00          | $1738.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 4.5000%  | 0.0000% | $97085.00          | $3295.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 5.0000%  | 0.0000% | $1569000.00        | $19982.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 4.5000%  | 0.0000% | $1010234.00        | $23792.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 4.5000%  | 0.0000% | $2310495.00        | $50260.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 4.5000%  | 0.0000% | $15000000.00       | $296461.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-15      | 4.5000%  | 0.0000% | $322959.00         | $21826.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-15      | 4.5000%  | 0.0000% | $312464.00         | $6017.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 5.0000%  | 0.0000% | $4928227.00        | $72064.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 4.5000%  | 0.0000% | $4603855.00        | $29941.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 4.5000%  | 0.0000% | $1254332.00        | $13275.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 6.0000%  | 0.0000% | $383212.00         | $377.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $516365.00         | $710.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $499950.00         | $299.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-06-15      | 6.5000%  | 0.0000% | $224000.00         | $723.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 8.0000%  | 0.0000% | $121538.00         | $171.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-10-15      | 8.0000%  | 0.0000% | $32000.00          | $187.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-10-15      | 6.2500%  | 0.0000% | $800000.00         | $1729.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $846419.00         | $3492.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-15      | 6.0000%  | 0.0000% | $410232.00         | $3468.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-03-15      | 8.0000%  | 0.0000% | $1000000.00        | $2943.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-11-15      | 7.5000%  | 0.0000% | $150000.00         | $257.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.5000%  | 0.0000% | $612343.00         | $787.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-06-15      | 7.5000%  | 0.0000% | $123000.00         | $792.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-15      | 7.5000%  | 0.0000% | $2455671.00        | $211.00            | Agency Mortgage-Backed Securities |
| GNII SF MA9014 M                         | 2053-07-20      | 4.0000%  | 0.0000% | $20000.00          | $15123.00          | Agency Mortgage-Backed Securities |
| GNII SF MA8804 M                         | 2053-04-20      | 7.0000%  | 0.0000% | $50000.00          | $14039.00          | Agency Mortgage-Backed Securities |
| GNII SF MA8802 M                         | 2053-04-20      | 6.0000%  | 0.0000% | $47000.00          | $23004.00          | Agency Mortgage-Backed Securities |
| GNII SF MA8729 M                         | 2053-03-20      | 7.0000%  | 0.0000% | $96850.00          | $32003.00          | Agency Mortgage-Backed Securities |
| GNII SF MA8644 M                         | 2053-02-20      | 3.5000%  | 0.0000% | $1000.00           | $682.00            | Agency Mortgage-Backed Securities |
| GNII SF MA8570 M                         | 2053-01-20      | 5.5000%  | 0.0000% | $52212.00          | $31068.00          | Agency Mortgage-Backed Securities |
| GNII SF MA8573 M                         | 2053-01-20      | 7.0000%  | 0.0000% | $101010.00         | $24172.00          | Agency Mortgage-Backed Securities |
| GNII SF MA8492 M                         | 2052-12-20      | 6.0000%  | 0.0000% | $136343.00         | $61728.00          | Agency Mortgage-Backed Securities |
| GNII SF MA8271 M                         | 2052-09-20      | 6.0000%  | 0.0000% | $100000.00         | $44937.00          | Agency Mortgage-Backed Securities |
| GNII SF MA8204 M                         | 2052-08-20      | 6.0000%  | 0.0000% | $41000.00          | $20302.00          | Agency Mortgage-Backed Securities |
| GNII SF MA8196 M                         | 2052-08-20      | 2.0000%  | 0.0000% | $8000.00           | $4333.00           | Agency Mortgage-Backed Securities |
| GNII SF MA8154 M                         | 2052-07-20      | 6.0000%  | 0.0000% | $45000.00          | $24939.00          | Agency Mortgage-Backed Securities |
| GNII SF MA8102 M                         | 2052-06-20      | 5.0000%  | 0.0000% | $31000.00          | $20841.00          | Agency Mortgage-Backed Securities |
| GNII SF MA8945 M                         | 2053-06-20      | 4.0000%  | 0.0000% | $35000.00          | $27012.00          | Agency Mortgage-Backed Securities |
| GNII SF MA8943 M                         | 2053-06-20      | 3.0000%  | 0.0000% | $1000.00           | $631.00            | Agency Mortgage-Backed Securities |
| GNII SF MA7961 M                         | 2037-04-20      | 2.0000%  | 0.0000% | $350000.00         | $193272.00         | Agency Mortgage-Backed Securities |
| GNII SF MA7917 M                         | 2037-12-20      | 6.0000%  | 0.0000% | $201804.00         | $49609.00          | Agency Mortgage-Backed Securities |
| GNII SF MA7884 M                         | 2052-02-20      | 4.0000%  | 0.0000% | $25000.00          | $15955.00          | Agency Mortgage-Backed Securities |
| GNII SF MA7863 M                         | 2033-01-20      | 7.5000%  | 0.0000% | $27213.00          | $10323.00          | Agency Mortgage-Backed Securities |
| GNII SF MA7826 M                         | 2052-01-20      | 2.0000%  | 0.0000% | $2000.00           | $1174.00           | Agency Mortgage-Backed Securities |
| GNII SF MA7703 M                         | 2051-11-20      | 1.5000%  | 0.0000% | $31986.00          | $17949.00          | Agency Mortgage-Backed Securities |
| GNII SF MA7710 M                         | 2051-11-20      | 5.0000%  | 0.0000% | $55000.00          | $22442.00          | Agency Mortgage-Backed Securities |
| GNII SF MA7709 M                         | 2051-11-20      | 4.5000%  | 0.0000% | $47771.00          | $25210.00          | Agency Mortgage-Backed Securities |
| GNII SF MA7650 M                         | 2051-10-20      | 3.0000%  | 0.0000% | $1485780.00        | $821200.00         | Agency Mortgage-Backed Securities |
| GNII SF MA7623 M                         | 2036-10-20      | 3.5000%  | 0.0000% | $131731.00         | $49376.00          | Agency Mortgage-Backed Securities |
| GNII SF MA7507 M                         | 2036-08-20      | 2.0000%  | 0.0000% | $593749.00         | $261917.00         | Agency Mortgage-Backed Securities |
| GNII SF MA7477 M                         | 2051-07-20      | 5.0000%  | 0.0000% | $108000.00         | $35852.00          | Agency Mortgage-Backed Securities |
| GNII SF MA7423 M                         | 2051-06-20      | 5.0000%  | 0.0000% | $27000.00          | $8563.00           | Agency Mortgage-Backed Securities |
| GNII SF MA7367 M                         | 2051-05-20      | 2.5000%  | 0.0000% | $54000.00          | $26788.00          | Agency Mortgage-Backed Securities |
| GNII SF MA7317 M                         | 2051-04-20      | 5.0000%  | 0.0000% | $129000.00         | $40944.00          | Agency Mortgage-Backed Securities |
| GNII SF MA7314 M                         | 2051-04-20      | 3.5000%  | 0.0000% | $123458.00         | $48301.00          | Agency Mortgage-Backed Securities |
| GNII SF MA7260 M                         | 2051-03-20      | 5.0000%  | 0.0000% | $30000.00          | $9898.00           | Agency Mortgage-Backed Securities |
| GNII SF MA7202 M                         | 2037-12-20      | 7.0000%  | 0.0000% | $66977.00          | $35649.00          | Agency Mortgage-Backed Securities |
| GNII SF MA8070 M                         | 2037-06-20      | 1.5000%  | 0.0000% | $342008.00         | $161629.00         | Agency Mortgage-Backed Securities |
| GNII SF MA8047 M                         | 2052-05-20      | 5.0000%  | 0.0000% | $50000.00          | $30529.00          | Agency Mortgage-Backed Securities |
| GNII SF MA7994 M                         | 2052-04-20      | 6.0000%  | 0.0000% | $60660.00          | $30655.00          | Agency Mortgage-Backed Securities |
| GNII SF MA7988 M                         | 2052-04-20      | 3.0000%  | 0.0000% | $1000.00           | $629.00            | Agency Mortgage-Backed Securities |
| GNII SF MA7986 M                         | 2052-04-20      | 2.0000%  | 0.0000% | $35302.00          | $21076.00          | Agency Mortgage-Backed Securities |
| GNII SF MA6996 M                         | 2050-11-20      | 3.0000%  | 0.0000% | $2115.00           | $660.00            | Agency Mortgage-Backed Securities |
| GNII SF MA6994 M                         | 2050-11-20      | 2.0000%  | 0.0000% | $17000.00          | $7666.00           | Agency Mortgage-Backed Securities |
| GNII SF MA7001 M                         | 2050-11-20      | 5.5000%  | 0.0000% | $50000.00          | $13925.00          | Agency Mortgage-Backed Securities |
| GNII SF MA6931 M                         | 2050-10-20      | 2.5000%  | 0.0000% | $11000.00          | $4061.00           | Agency Mortgage-Backed Securities |
| GNII SF MA6936 M                         | 2050-10-20      | 5.0000%  | 0.0000% | $25000.00          | $6390.00           | Agency Mortgage-Backed Securities |
| GNII SF MA6864 M                         | 2050-09-20      | 2.0000%  | 0.0000% | $77048.00          | $33104.00          | Agency Mortgage-Backed Securities |
| GNII SF MA6870 M                         | 2050-09-20      | 5.0000%  | 0.0000% | $123000.00         | $26058.00          | Agency Mortgage-Backed Securities |
| GNII SF MA6827 M                         | 2038-12-20      | 6.5000%  | 0.0000% | $2079689.00        | $741926.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6819 M                         | 2050-08-20      | 2.5000%  | 0.0000% | $60660.00          | $19913.00          | Agency Mortgage-Backed Securities |
| GNII SF MA6843 M                         | 2035-09-20      | 4.0000%  | 0.0000% | $107141.00         | $11756.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 5.0000%  | 0.0000% | $8931000.00        | $22250.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.5000%  | 0.0000% | $8770562.00        | $15180.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 5.5000%  | 0.0000% | $1859258.00        | $10998.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 5.0000%  | 0.0000% | $573000.00         | $7524.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 4.5000%  | 0.0000% | $201356.00         | $3586.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 5.5000%  | 0.0000% | $1751430.00        | $7444.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 5.0000%  | 0.0000% | $1493000.00        | $4999.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 5.5000%  | 0.0000% | $2536905.00        | $22560.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 6.0000%  | 0.0000% | $552483.00         | $4082.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 6.0000%  | 0.0000% | $552282.00         | $4122.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-07-15      | 6.0000%  | 0.0000% | $1103839.00        | $6503.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 5.0000%  | 0.0000% | $137000.00         | $2127.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 5.0000%  | 0.0000% | $1553823.00        | $19259.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-15      | 5.0000%  | 0.0000% | $88000.00          | $552.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-15      | 5.0000%  | 0.0000% | $2247163.00        | $27922.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-15      | 6.0000%  | 0.0000% | $40000.00          | $800.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-07-15      | 6.0000%  | 0.0000% | $302000.00         | $2868.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-05-15      | 5.0000%  | 0.0000% | $573000.00         | $3141.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.0000%  | 0.0000% | $1372132.00        | $11834.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 5.0000%  | 0.0000% | $970000.00         | $12878.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 5.0000%  | 0.0000% | $1082869.00        | $2945.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 6.5000%  | 0.0000% | $370930.00         | $9076.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 6.0000%  | 0.0000% | $2674000.00        | $24999.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-07-15      | 6.5000%  | 0.0000% | $502234.00         | $4470.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-15      | 6.0000%  | 0.0000% | $25000.00          | $291.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-15      | 5.0000%  | 0.0000% | $25000.00          | $395.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-05-15      | 5.0000%  | 0.0000% | $17000.00          | $243.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 5.5000%  | 0.0000% | $2697298.00        | $53326.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-01-15      | 3.5000%  | 0.0000% | $319000.00         | $36216.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-04-15      | 5.5000%  | 0.0000% | $1118393.00        | $6205.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-03-15      | 4.5000%  | 0.0000% | $61569.00          | $302.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-04-15      | 5.0000%  | 0.0000% | $233000.00         | $5178.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-15      | 4.5000%  | 0.0000% | $146000.00         | $6627.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 4.5000%  | 0.0000% | $150000.00         | $8311.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-01-15      | 5.0000%  | 0.0000% | $25000.00          | $381.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-01-15      | 6.5000%  | 0.0000% | $50000.00          | $98.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-01-15      | 6.0000%  | 0.0000% | $1061487.00        | $4425.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 5.5000%  | 0.0000% | $7727745.00        | $33296.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-15      | 6.0000%  | 0.0000% | $123000.00         | $7846.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-07-15      | 5.5000%  | 0.0000% | $3934698.00        | $14794.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-02-15      | 5.5000%  | 0.0000% | $6741264.00        | $51896.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-03-15      | 5.0000%  | 0.0000% | $111833.00         | $505.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-05-15      | 5.0000%  | 0.0000% | $3000000.00        | $16652.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-05-15      | 6.5000%  | 0.0000% | $3364459.00        | $28196.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-04-15      | 6.0000%  | 0.0000% | $2165898.00        | $6515.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-04-15      | 4.5000%  | 0.0000% | $92084.00          | $236.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-03-15      | 6.5000%  | 0.0000% | $44976.00          | $140.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-03-15      | 5.0000%  | 0.0000% | $6675000.00        | $40036.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-03-15      | 5.0000%  | 0.0000% | $31000.00          | $299.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-15      | 7.5000%  | 0.0000% | $1247593.00        | $5937.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $1101081.00        | $5544.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.5000%  | 0.0000% | $1139654.00        | $2615.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $1364398.00        | $4945.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 8.0000%  | 0.0000% | $93000.00          | $335.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.0000%  | 0.0000% | $591465.00         | $637.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.5000%  | 0.0000% | $915478.00         | $2446.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.5000%  | 0.0000% | $3023340.00        | $14300.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 9.0000%  | 0.0000% | $3978080.00        | $4678.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $1214097.00        | $945.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-05-15      | 8.0000%  | 0.0000% | $1690405.00        | $1729.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-15      | 8.5000%  | 0.0000% | $2559964.00        | $1267.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 8.0000%  | 0.0000% | $10000000.00       | $10239.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 8.0000%  | 0.0000% | $10000000.00       | $39301.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-15      | 4.0000%  | 0.0000% | $385400.00         | $18125.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $679038.00         | $6746.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $1190366.00        | $5183.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-06-15      | 8.0000%  | 0.0000% | $197000.00         | $158.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-15      | 7.5000%  | 0.0000% | $1230212.00        | $1194.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-20      | 6.7500%  | 0.0000% | $25000.00          | $6.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-05-15      | 7.0000%  | 0.0000% | $310000.00         | $1240.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-15      | 6.7500%  | 0.0000% | $138245.00         | $643.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-06-15      | 7.5000%  | 0.0000% | $250000.00         | $276.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-15      | 6.5000%  | 0.0000% | $140254.00         | $296.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $777670.00         | $1647.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $202293.00         | $1552.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-05-15      | 6.7500%  | 0.0000% | $273000.00         | $290.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-15      | 6.5000%  | 0.0000% | $51316.00          | $8.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 7.0000%  | 0.0000% | $141039.00         | $10.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-06-15      | 7.5000%  | 0.0000% | $66485.00          | $161.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-06-15      | 6.5000%  | 0.0000% | $78816.00          | $29.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 6.5000%  | 0.0000% | $165935.00         | $338.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.5000%  | 0.0000% | $29251.00          | $29.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 7.0000%  | 0.0000% | $511285.00         | $936.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-10-15      | 7.0000%  | 0.0000% | $124000.00         | $88.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-10-15      | 7.5000%  | 0.0000% | $424865.00         | $363.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-03-15      | 6.7500%  | 0.0000% | $157000.00         | $342.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-03-15      | 6.7500%  | 0.0000% | $215000.00         | $437.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-02-15      | 7.5000%  | 0.0000% | $100000.00         | $322.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.5000%  | 0.0000% | $1753170.00        | $845.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-15      | 6.5000%  | 0.0000% | $84069.00          | $304.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-05-20      | 6.5000%  | 0.0000% | $87806.00          | $91.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-15      | 7.5000%  | 0.0000% | $4882855.00        | $13363.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-15      | 7.0000%  | 0.0000% | $19990000.00       | $9755.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-08-15      | 7.5000%  | 0.0000% | $11963625.00       | $14639.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-08-15      | 7.0000%  | 0.0000% | $60000.00          | $76.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $4380459.00        | $11049.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-15      | 7.5000%  | 0.0000% | $218000.00         | $666.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-15      | 7.0000%  | 0.0000% | $97000.00          | $23.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-06-15      | 7.5000%  | 0.0000% | $100548.00         | $117.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-15      | 7.0000%  | 0.0000% | $83000.00          | $24.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-01-15      | 7.5000%  | 0.0000% | $50036.00          | $326.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-01-15      | 8.0000%  | 0.0000% | $495000.00         | $703.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-11-15      | 8.5000%  | 0.0000% | $982252.00         | $1480.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 8.5000%  | 0.0000% | $404532.00         | $3295.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-15      | 7.0000%  | 0.0000% | $10000000.00       | $2807.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-15      | 6.5000%  | 0.0000% | $230000.00         | $77.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-15      | 7.0000%  | 0.0000% | $538210.00         | $1124.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 6.5000%  | 0.0000% | $3119825.00        | $6053.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 7.2500%  | 0.0000% | $31000.00          | $22.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-10-15      | 8.0000%  | 0.0000% | $160000.00         | $99.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.2500%  | 0.0000% | $255000.00         | $2663.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-01-15      | 7.0000%  | 0.0000% | $27600.00          | $86.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-02-15      | 7.5000%  | 0.0000% | $29000.00          | $53.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-08-15      | 8.0000%  | 0.0000% | $719539.00         | $137.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-10-15      | 8.5000%  | 0.0000% | $592737.00         | $2796.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-09-15      | 7.0000%  | 0.0000% | $321000.00         | $25.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-06-15      | 6.5000%  | 0.0000% | $903687.00         | $522.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-15      | 7.5000%  | 0.0000% | $140000.00         | $398.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-09-15      | 7.5000%  | 0.0000% | $55000.00          | $104.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 7.0000%  | 0.0000% | $60000.00          | $19.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-10-15      | 7.5000%  | 0.0000% | $112947.00         | $10.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-10-15      | 7.0000%  | 0.0000% | $164170.00         | $58.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-09-15      | 7.5000%  | 0.0000% | $124000.00         | $9.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-10-15      | 7.5000%  | 0.0000% | $894705.00         | $2554.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-07-15      | 8.0000%  | 0.0000% | $30037.00          | $108.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-15      | 7.0000%  | 0.0000% | $1000409.00        | $5067.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-07-15      | 8.5000%  | 0.0000% | $716361.00         | $477.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-07-15      | 8.0000%  | 0.0000% | $50000.00          | $6.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-07-15      | 8.5000%  | 0.0000% | $28370.00          | $60.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-10-15      | 7.0000%  | 0.0000% | $100000.00         | $24.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-09-15      | 6.5000%  | 0.0000% | $36618.00          | $59.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-09-15      | 8.0000%  | 0.0000% | $2137274.00        | $477.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-09-15      | 7.5000%  | 0.0000% | $340000.00         | $53.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-09-15      | 8.5000%  | 0.0000% | $2041375.00        | $171.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-07-15      | 7.5000%  | 0.0000% | $1000000.00        | $52.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-10-15      | 7.5000%  | 0.0000% | $90000.00          | $117.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-20      | 8.0000%  | 0.0000% | $1270000.00        | $279.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-20      | 7.0000%  | 0.0000% | $2272370.00        | $1110.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-20      | 6.5000%  | 0.0000% | $3515306.00        | $2582.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-06-20      | 7.5000%  | 0.0000% | $65599.00          | $19.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-06-20      | 7.0000%  | 0.0000% | $6515206.00        | $5037.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-06-20      | 6.5000%  | 0.0000% | $679715.00         | $551.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-20      | 7.0000%  | 0.0000% | $4454109.00        | $3212.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-20      | 6.5000%  | 0.0000% | $10931147.00       | $10364.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-20      | 7.0000%  | 0.0000% | $2137171.00        | $1700.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-20      | 6.5000%  | 0.0000% | $65000.00          | $50.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-20      | 8.0000%  | 0.0000% | $505000.00         | $210.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-20      | 6.5000%  | 0.0000% | $5130630.00        | $3703.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-20      | 6.5000%  | 0.0000% | $18235038.00       | $15283.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-20      | 6.5000%  | 0.0000% | $14090327.00       | $9681.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-20      | 5.5000%  | 0.0000% | $46000.00          | $95.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-20      | 6.5000%  | 0.0000% | $320000.00         | $3340.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-20      | 5.5000%  | 0.0000% | $77000.00          | $788.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-07-20      | 6.5000%  | 0.0000% | $940000.00         | $8506.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-07-20      | 5.5000%  | 0.0000% | $306000.00         | $3278.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-06-20      | 7.0000%  | 0.0000% | $285000.00         | $800.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-06-20      | 4.5000%  | 0.0000% | $125000.00         | $1547.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 3.5000%  | 0.0000% | $50468372.00       | $40012513.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.5000%  | 0.0000% | $43287710.00       | $37501729.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 4.5000%  | 0.0000% | $6888437.00        | $5428616.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.0000%  | 0.0000% | $10760870.00       | $8594505.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 2.0000%  | 0.0000% | $16275371.00       | $12020650.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.0000%  | 0.0000% | $50009658.00       | $35818555.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.5000%  | 0.0000% | $6267533.00        | $4879430.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-07-20      | 4.5000%  | 0.0000% | $174000.00         | $1289.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-20      | 7.0000%  | 0.0000% | $25000.00          | $42.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-20      | 6.5000%  | 0.0000% | $31000.00          | $364.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-05-20      | 4.5000%  | 0.0000% | $73068.00          | $786.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-06-20      | 4.5000%  | 0.0000% | $63073.00          | $461.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-20      | 7.0000%  | 0.0000% | $220000.00         | $981.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-20      | 4.5000%  | 0.0000% | $170019.00         | $2222.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-20      | 6.5000%  | 0.0000% | $35000.00          | $130.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-20      | 5.5000%  | 0.0000% | $50000.00          | $262.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-12-20      | 7.0000%  | 0.0000% | $155000.00         | $660.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-12-20      | 5.0000%  | 0.0000% | $99964.00          | $570.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-11-20      | 7.0000%  | 0.0000% | $835442.00         | $625.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-01-20      | 6.5000%  | 0.0000% | $2025000.00        | $8188.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-01-20      | 6.0000%  | 0.0000% | $262784.00         | $1407.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-10-20      | 7.0000%  | 0.0000% | $50000.00          | $56.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-10-20      | 5.5000%  | 0.0000% | $30000.00          | $133.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-07-20      | 4.5000%  | 0.0000% | $50000.00          | $347.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-20      | 7.0000%  | 0.0000% | $1240000.00        | $1654.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-20      | 5.5000%  | 0.0000% | $75269.00          | $231.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-11-20      | 5.5000%  | 0.0000% | $25000.00          | $105.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-07-20      | 7.5000%  | 0.0000% | $60000.00          | $70.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-07-20      | 7.0000%  | 0.0000% | $350000.00         | $451.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-07-20      | 6.5000%  | 0.0000% | $90000.00          | $232.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-06-20      | 7.5000%  | 0.0000% | $900000.00         | $1000.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-06-20      | 7.0000%  | 0.0000% | $273000.00         | $437.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-06-20      | 6.0000%  | 0.0000% | $75000.00          | $199.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-06-20      | 5.5000%  | 0.0000% | $18919722.00       | $96022.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-20      | 6.5000%  | 0.0000% | $118665.00         | $270.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-04-20      | 7.0000%  | 0.0000% | $420000.00         | $611.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-04-20      | 5.5000%  | 0.0000% | $4008121.00        | $31082.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-03-20      | 7.0000%  | 0.0000% | $2452873.00        | $4322.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-03-20      | 6.5000%  | 0.0000% | $17553252.00       | $27340.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-03-20      | 5.5000%  | 0.0000% | $11942684.00       | $26479.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-20      | 6.5000%  | 0.0000% | $15675349.00       | $26749.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-20      | 7.0000%  | 0.0000% | $6262468.00        | $10856.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-20      | 6.5000%  | 0.0000% | $495000.00         | $946.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-20      | 6.0000%  | 0.0000% | $95687.00          | $223.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-20      | 5.5000%  | 0.0000% | $18900075.00       | $72126.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-20      | 7.0000%  | 0.0000% | $1048000.00        | $1938.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-20      | 6.5000%  | 0.0000% | $486000.00         | $814.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-20      | 5.5000%  | 0.0000% | $5767077.00        | $20754.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-20      | 8.0000%  | 0.0000% | $112000.00         | $17.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-20      | 7.5000%  | 0.0000% | $1179724.00        | $1199.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-20      | 7.0000%  | 0.0000% | $4714811.00        | $7683.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-20      | 7.0000%  | 0.0000% | $577000.00         | $1027.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-20      | 6.5000%  | 0.0000% | $27919379.00       | $46631.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-20      | 7.5000%  | 0.0000% | $75000.00          | $45.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-20      | 6.5000%  | 0.0000% | $12762563.00       | $14434.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-20      | 7.0000%  | 0.0000% | $1095000.00        | $1820.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-20      | 6.0000%  | 0.0000% | $135000.00         | $212.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-06-20      | 7.5000%  | 0.0000% | $90000.00          | $63.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-04-20      | 7.0000%  | 0.0000% | $4283510.00        | $3856.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-04-20      | 6.5000%  | 0.0000% | $75000.00          | $64.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-04-20      | 6.0000%  | 0.0000% | $324000.00         | $379.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-03-20      | 8.0000%  | 0.0000% | $146163.00         | $35.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-03-20      | 7.0000%  | 0.0000% | $6026015.00        | $5639.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-03-20      | 6.5000%  | 0.0000% | $1000000.00        | $799.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-20      | 8.0000%  | 0.0000% | $105031.00         | $17.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-20      | 7.5000%  | 0.0000% | $835743.00         | $592.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-20      | 7.0000%  | 0.0000% | $919467.00         | $1197.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-20      | 6.5000%  | 0.0000% | $5068862.00        | $7472.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-02-20      | 8.0000%  | 0.0000% | $730556.00         | $488.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-02-20      | 7.5000%  | 0.0000% | $400000.00         | $189.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-02-20      | 7.0000%  | 0.0000% | $830563.00         | $598.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-02-20      | 6.5000%  | 0.0000% | $9188759.00        | $4990.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-20      | 5.5000%  | 0.0000% | $577990.00         | $6212.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-20      | 7.0000%  | 0.0000% | $361500.00         | $225.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-20      | 9.0000%  | 0.0000% | $702000.00         | $176.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-20      | 8.5000%  | 0.0000% | $49000.00          | $7.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-20      | 8.0000%  | 0.0000% | $292979.00         | $95.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-20      | 7.5000%  | 0.0000% | $1060000.00        | $461.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-20      | 7.0000%  | 0.0000% | $281000.00         | $280.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-20      | 8.5000%  | 0.0000% | $5645618.00        | $1324.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-20      | 8.5000%  | 0.0000% | $3050000.00        | $403.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-20      | 8.0000%  | 0.0000% | $1501977.00        | $866.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-20      | 7.0000%  | 0.0000% | $2910802.00        | $1871.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-20      | 8.5000%  | 0.0000% | $1965564.00        | $174.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-20      | 8.0000%  | 0.0000% | $2127706.00        | $1075.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-03-20      | 8.5000%  | 0.0000% | $85630.00          | $25.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-03-20      | 8.0000%  | 0.0000% | $1025065.00        | $469.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-03-20      | 7.5000%  | 0.0000% | $148000.00         | $52.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-03-20      | 7.0000%  | 0.0000% | $99000.00          | $198.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-05-20      | 8.5000%  | 0.0000% | $445323.00         | $74.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-06-15      | 7.5000%  | 0.0000% | $1018887.00        | $428.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 7.0000%  | 0.0000% | $25000.00          | $10.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-10-15      | 8.0000%  | 0.0000% | $48000.00          | $15.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-08-15      | 8.5000%  | 0.0000% | $188954.00         | $917.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-08-15      | 8.5000%  | 0.0000% | $1605000.00        | $653.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-01-15      | 7.5000%  | 0.0000% | $47746.00          | $75.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-09-15      | 8.0000%  | 0.0000% | $184069.00         | $31.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-04-15      | 8.0000%  | 0.0000% | $25000.00          | $10.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-11-15      | 8.5000%  | 0.0000% | $74415.00          | $288.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-07-15      | 8.0000%  | 0.0000% | $5471280.00        | $2622.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-06-15      | 8.5000%  | 0.0000% | $2121746.00        | $1094.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-03-15      | 8.5000%  | 0.0000% | $228305.00         | $103.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-06-15      | 7.5000%  | 0.0000% | $80000.00          | $20.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-06-15      | 8.0000%  | 0.0000% | $74300.00          | $22.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-05-15      | 8.5000%  | 0.0000% | $2314061.00        | $2211.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-04-15      | 7.5000%  | 0.0000% | $187879.00         | $147.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-08-15      | 7.5000%  | 0.0000% | $205621.00         | $50.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-06-15      | 7.5000%  | 0.0000% | $250000.00         | $70.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-01-15      | 7.5000%  | 0.0000% | $170000.00         | $451.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-08-15      | 8.5000%  | 0.0000% | $524567.00         | $358.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-04-15      | 8.0000%  | 0.0000% | $119274.00         | $161.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-01-15      | 8.0000%  | 0.0000% | $322536.00         | $212.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-02-15      | 7.5000%  | 0.0000% | $120000.00         | $48.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-05-15      | 7.5000%  | 0.0000% | $50000.00          | $51.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-05-15      | 7.5000%  | 0.0000% | $990213.00         | $208.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-02-15      | 8.5000%  | 0.0000% | $28557.00          | $15.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-01-15      | 8.0000%  | 0.0000% | $25000.00          | $9.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-11-15      | 8.0000%  | 0.0000% | $587322.00         | $45.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-04-15      | 8.0000%  | 0.0000% | $50000.00          | $10.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-08-15      | 8.0000%  | 0.0000% | $25000.00          | $7.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-10-15      | 8.0000%  | 0.0000% | $532183.00         | $6.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-11-15      | 8.0000%  | 0.0000% | $725329.00         | $38.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-08-15      | 8.5000%  | 0.0000% | $7313221.00        | $772.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-02-15      | 7.5000%  | 0.0000% | $75000.00          | $40.00             | Agency Mortgage-Backed Securities |
| GNII SF MA6767 M                         | 2050-07-20      | 3.5000%  | 0.0000% | $100000.00         | $23432.00          | Agency Mortgage-Backed Securities |
| GNII SF MA6693 M                         | 2031-09-20      | 7.5000%  | 0.0000% | $65593.00          | $19527.00          | Agency Mortgage-Backed Securities |
| GNII SF MA6714 M                         | 2050-06-20      | 5.0000%  | 0.0000% | $276000.00         | $41342.00          | Agency Mortgage-Backed Securities |
| GNII SF MA6712 M                         | 2050-06-20      | 4.0000%  | 0.0000% | $97067.00          | $21450.00          | Agency Mortgage-Backed Securities |
| GNII SF MA6664 M                         | 2039-01-20      | 7.0000%  | 0.0000% | $156940.00         | $33119.00          | Agency Mortgage-Backed Securities |
| GNII SF MA6660 M                         | 2050-05-20      | 5.0000%  | 0.0000% | $75000.00          | $12505.00          | Agency Mortgage-Backed Securities |
| GNII SF MA6632 M                         | 2035-05-20      | 4.0000%  | 0.0000% | $249529.00         | $42734.00          | Agency Mortgage-Backed Securities |
| GNII SF MA6547 M                         | 2050-03-20      | 6.0000%  | 0.0000% | $66007.00          | $12793.00          | Agency Mortgage-Backed Securities |
| GNII SF MA6543 M                         | 2050-03-20      | 4.0000%  | 0.0000% | $122461.00         | $16566.00          | Agency Mortgage-Backed Securities |
| GNII SF MA6541 M                         | 2050-03-20      | 3.0000%  | 0.0000% | $3000.00           | $447.00            | Agency Mortgage-Backed Securities |
| GNII SF MA6448 M                         | 2035-02-20      | 4.0000%  | 0.0000% | $363142.00         | $96079.00          | Agency Mortgage-Backed Securities |
| GNII SF MA6444 M                         | 2035-02-20      | 2.0000%  | 0.0000% | $198400.00         | $35614.00          | Agency Mortgage-Backed Securities |
| GNII SF MA6342 M                         | 2049-12-20      | 5.0000%  | 0.0000% | $100000.00         | $11934.00          | Agency Mortgage-Backed Securities |
| GNII SF MA6340 M                         | 2049-12-20      | 4.0000%  | 0.0000% | $50980.00          | $6721.00           | Agency Mortgage-Backed Securities |
| GNII SF MA6337 M                         | 2049-12-20      | 2.5000%  | 0.0000% | $100000.00         | $17656.00          | Agency Mortgage-Backed Securities |
| GNII SF MA7200 M                         | 2042-06-20      | 6.0000%  | 0.0000% | $1189283.00        | $349677.00         | Agency Mortgage-Backed Securities |
| GNII SF MA7199 M                         | 2051-02-20      | 5.5000%  | 0.0000% | $40000.00          | $12563.00          | Agency Mortgage-Backed Securities |
| GNII SF MA7192 M                         | 2051-02-20      | 2.0000%  | 0.0000% | $2000.00           | $950.00            | Agency Mortgage-Backed Securities |
| GNII SF MA7142 M                         | 2051-01-20      | 5.5000%  | 0.0000% | $320000.00         | $66608.00          | Agency Mortgage-Backed Securities |
| GNII SF MA7141 M                         | 2051-01-20      | 5.0000%  | 0.0000% | $130000.00         | $38773.00          | Agency Mortgage-Backed Securities |
| GNII SF MA7136 M                         | 2051-01-20      | 2.5000%  | 0.0000% | $104384.00         | $43565.00          | Agency Mortgage-Backed Securities |
| GNII SF MA6130 M                         | 2034-09-20      | 4.5000%  | 0.0000% | $74696.00          | $16203.00          | Agency Mortgage-Backed Securities |
| GNII SF MA6094 M                         | 2049-08-20      | 5.5000%  | 0.0000% | $335000.00         | $40190.00          | Agency Mortgage-Backed Securities |
| GNII SF MA6040 M                         | 2049-07-20      | 4.0000%  | 0.0000% | $55000.00          | $4890.00           | Agency Mortgage-Backed Securities |
| GNII SF MA5991 M                         | 2049-06-20      | 6.5000%  | 0.0000% | $87598.00          | $12020.00          | Agency Mortgage-Backed Securities |
| GNII SF MA5985 M                         | 2049-06-20      | 3.5000%  | 0.0000% | $25000.00          | $2371.00           | Agency Mortgage-Backed Securities |
| GNII SF MA5983 M                         | 2049-06-20      | 2.5000%  | 0.0000% | $100000.00         | $25347.00          | Agency Mortgage-Backed Securities |
| GNII SF MA5851 M                         | 2034-10-20      | 4.5000%  | 0.0000% | $230223.00         | $32488.00          | Agency Mortgage-Backed Securities |
| GNII SF MA5849 M                         | 2034-04-20      | 3.5000%  | 0.0000% | $5000000.00        | $459503.00         | Agency Mortgage-Backed Securities |
| GNII SF MA5816 M                         | 2049-03-20      | 3.5000%  | 0.0000% | $360880.00         | $30146.00          | Agency Mortgage-Backed Securities |
| GNII SF MA5815 M                         | 2049-03-20      | 3.0000%  | 0.0000% | $292000.00         | $34552.00          | Agency Mortgage-Backed Securities |
| GNII SF MA5714 M                         | 2049-01-20      | 6.0000%  | 0.0000% | $495004.00         | $31896.00          | Agency Mortgage-Backed Securities |
| GNII SF MA5653 M                         | 2048-12-20      | 5.0000%  | 0.0000% | $43855.00          | $2555.00           | Agency Mortgage-Backed Securities |
| GNII SF MA5566 M                         | 2033-11-20      | 4.5000%  | 0.0000% | $514016.00         | $10488.00          | Agency Mortgage-Backed Securities |
| GNII SF MA5534 M                         | 2038-12-20      | 7.0000%  | 0.0000% | $186263.00         | $33417.00          | Agency Mortgage-Backed Securities |
| GNII SF MA5526 M                         | 2048-10-20      | 3.0000%  | 0.0000% | $100000.00         | $13844.00          | Agency Mortgage-Backed Securities |
| GNII SF MA5464 M                         | 2048-09-20      | 3.0000%  | 0.0000% | $130000.00         | $23843.00          | Agency Mortgage-Backed Securities |
| GNII SF MA6288 M                         | 2049-11-20      | 5.5000%  | 0.0000% | $55000.00          | $8847.00           | Agency Mortgage-Backed Securities |
| GNII SF MA6227 M                         | 2038-02-20      | 7.5000%  | 0.0000% | $53018.00          | $19952.00          | Agency Mortgage-Backed Securities |
| GNII SF MA6226 M                         | 2039-01-20      | 7.0000%  | 0.0000% | $104067.00         | $19318.00          | Agency Mortgage-Backed Securities |
| GNII SF MA6223 M                         | 2049-10-20      | 5.5000%  | 0.0000% | $76263.00          | $9143.00           | Agency Mortgage-Backed Securities |
| GNII SF MA6220 M                         | 2049-10-20      | 4.0000%  | 0.0000% | $114391.00         | $12801.00          | Agency Mortgage-Backed Securities |
| GNII SF MA6201 M                         | 2030-09-20      | 8.0000%  | 0.0000% | $54409.00          | $25949.00          | Agency Mortgage-Backed Securities |
| GNII SF MA5140 M                         | 2048-04-20      | 5.5000%  | 0.0000% | $292000.00         | $28469.00          | Agency Mortgage-Backed Securities |
| GNII SF MA5075 M                         | 2048-03-20      | 2.5000%  | 0.0000% | $151177.00         | $43256.00          | Agency Mortgage-Backed Securities |
| GNII SF MA4966 M                         | 2048-01-20      | 5.5000%  | 0.0000% | $254213.00         | $37660.00          | Agency Mortgage-Backed Securities |
| GNII SF MA4905 M                         | 2047-12-20      | 6.0000%  | 0.0000% | $193127.00         | $23676.00          | Agency Mortgage-Backed Securities |
| GNII SF MA4779 M                         | 2047-10-20      | 4.0000%  | 0.0000% | $124091.00         | $12690.00          | Agency Mortgage-Backed Securities |
| GNII SF MA4782 M                         | 2047-10-20      | 5.5000%  | 0.0000% | $275135.00         | $24887.00          | Agency Mortgage-Backed Securities |
| GNII SF MA4726 M                         | 2039-01-20      | 7.0000%  | 0.0000% | $261915.00         | $5822.00           | Agency Mortgage-Backed Securities |
| GNII SF MA4722 M                         | 2047-09-20      | 5.0000%  | 0.0000% | $120000.00         | $9886.00           | Agency Mortgage-Backed Securities |
| GNII SF MA4720 M                         | 2047-09-20      | 4.0000%  | 0.0000% | $25834.00          | $2557.00           | Agency Mortgage-Backed Securities |
| GNII SF MA4691 M                         | 2032-09-20      | 3.5000%  | 0.0000% | $925000.00         | $85765.00          | Agency Mortgage-Backed Securities |
| GNII SF MA4654 M                         | 2047-08-20      | 4.5000%  | 0.0000% | $4670880.00        | $380690.00         | Agency Mortgage-Backed Securities |
| GNII SF MA4588 M                         | 2047-07-20      | 4.5000%  | 0.0000% | $445744.00         | $37435.00          | Agency Mortgage-Backed Securities |
| GNII SF MA4569 M                         | 2030-07-20      | 8.0000%  | 0.0000% | $50355.00          | $9219.00           | Agency Mortgage-Backed Securities |
| GNII SF MA5374 M                         | 2032-04-20      | 7.0000%  | 0.0000% | $274724.00         | $48626.00          | Agency Mortgage-Backed Securities |
| GNII SF MA5373 M                         | 2032-10-20      | 6.5000%  | 0.0000% | $295924.00         | $24711.00          | Agency Mortgage-Backed Securities |
| GNII SF MA5370 M                         | 2033-08-20      | 5.0000%  | 0.0000% | $38747.00          | $7632.00           | Agency Mortgage-Backed Securities |
| GNII SF MA5309 M                         | 2030-10-20      | 8.0000%  | 0.0000% | $73412.00          | $9314.00           | Agency Mortgage-Backed Securities |
| GNII SF MA4358 M                         | 2032-04-20      | 4.0000%  | 0.0000% | $274589.00         | $35052.00          | Agency Mortgage-Backed Securities |
| GNII SF MA4320 M                         | 2047-03-20      | 3.0000%  | 0.0000% | $3840.00           | $525.00            | Agency Mortgage-Backed Securities |
| GNII SF MA4296 M                         | 2032-03-20      | 4.0000%  | 0.0000% | $207504.00         | $29554.00          | Agency Mortgage-Backed Securities |
| GNII SF MA4260 M                         | 2047-02-20      | 2.5000%  | 0.0000% | $120000.00         | $24681.00          | Agency Mortgage-Backed Securities |
| GNII SF MA4133 M                         | 2039-06-20      | 6.5000%  | 0.0000% | $63000.00          | $6861.00           | Agency Mortgage-Backed Securities |
| GNII SF MA4127 M                         | 2046-12-20      | 3.5000%  | 0.0000% | $210652.00         | $27475.00          | Agency Mortgage-Backed Securities |
| GNII SF MA4071 M                         | 2046-11-20      | 4.5000%  | 0.0000% | $332774.00         | $29313.00          | Agency Mortgage-Backed Securities |
| GNII SF MA4045 M                         | 2031-11-20      | 3.5000%  | 0.0000% | $400200.00         | $25552.00          | Agency Mortgage-Backed Securities |
| GNII SF MA3938 M                         | 2046-09-20      | 4.0000%  | 0.0000% | $646192.00         | $59815.00          | Agency Mortgage-Backed Securities |
| GNII SF MA3875 M                         | 2046-08-20      | 4.0000%  | 0.0000% | $700000.00         | $65363.00          | Agency Mortgage-Backed Securities |
| GNII SF MA3873 M                         | 2046-08-20      | 3.0000%  | 0.0000% | $200000.00         | $22960.00          | Agency Mortgage-Backed Securities |
| GNII SF MA3851 M                         | 2031-08-20      | 3.5000%  | 0.0000% | $242022.00         | $20847.00          | Agency Mortgage-Backed Securities |
| GNII SF MA3805 M                         | 2046-07-20      | 4.5000%  | 0.0000% | $921341.00         | $70932.00          | Agency Mortgage-Backed Securities |
| GNII SF MA3804 M                         | 2046-07-20      | 4.0000%  | 0.0000% | $700000.00         | $62228.00          | Agency Mortgage-Backed Securities |
| GNII SF MA3779 M                         | 2031-07-20      | 3.5000%  | 0.0000% | $107454.00         | $10427.00          | Agency Mortgage-Backed Securities |
| GNII SF MA3664 M                         | 2046-05-20      | 4.0000%  | 0.0000% | $399000.00         | $35344.00          | Agency Mortgage-Backed Securities |
| GNII SF MA3662 M                         | 2046-05-20      | 3.0000%  | 0.0000% | $190472.00         | $19969.00          | Agency Mortgage-Backed Securities |
| GNII SF MA4495 M                         | 2029-12-20      | 8.5000%  | 0.0000% | $43326.00          | $9046.00           | Agency Mortgage-Backed Securities |
| GNII SF MA4492 M                         | 2032-08-20      | 7.0000%  | 0.0000% | $178095.00         | $25051.00          | Agency Mortgage-Backed Securities |
| GNII SF MA4380 M                         | 2047-04-20      | 2.5000%  | 0.0000% | $25000.00          | $6016.00           | Agency Mortgage-Backed Securities |
| GNII SF MA3460 M                         | 2039-03-20      | 6.5000%  | 0.0000% | $866983.00         | $63799.00          | Agency Mortgage-Backed Securities |
| GNII SF MA3458 M                         | 2046-02-20      | 5.5000%  | 0.0000% | $3000000.00        | $231648.00         | Agency Mortgage-Backed Securities |
| GNII SF MA3438 M                         | 2030-11-20      | 8.0000%  | 0.0000% | $115702.00         | $10091.00          | Agency Mortgage-Backed Securities |
| GNII SF MA3375 M                         | 2046-01-20      | 3.0000%  | 0.0000% | $3032734.00        | $322417.00         | Agency Mortgage-Backed Securities |
| GNII SF MA3359 M                         | 2030-08-20      | 8.0000%  | 0.0000% | $128337.00         | $16504.00          | Agency Mortgage-Backed Securities |
| GNII SF MA3358 M                         | 2030-09-20      | 7.5000%  | 0.0000% | $119524.00         | $8706.00           | Agency Mortgage-Backed Securities |
| GNII SF MA3347 M                         | 2031-01-20      | 2.0000%  | 0.0000% | $262303.00         | $32453.00          | Agency Mortgage-Backed Securities |
| GNII SF MA3312 M                         | 2045-12-20      | 4.5000%  | 0.0000% | $740032.00         | $54579.00          | Agency Mortgage-Backed Securities |
| GNII SF MA3172 M                         | 2045-10-20      | 3.0000%  | 0.0000% | $8332997.00        | $849375.00         | Agency Mortgage-Backed Securities |
| GNII SF MA3109 M                         | 2045-09-20      | 5.5000%  | 0.0000% | $336592.00         | $30655.00          | Agency Mortgage-Backed Securities |
| GNII SF MA3080 M                         | 2030-09-20      | 4.0000%  | 0.0000% | $462643.00         | $12752.00          | Agency Mortgage-Backed Securities |
| GNII SF MA3041 M                         | 2040-09-20      | 7.0000%  | 0.0000% | $200881.00         | $19876.00          | Agency Mortgage-Backed Securities |
| GNII SF MA3033 M                         | 2045-08-20      | 3.0000%  | 0.0000% | $395000.00         | $47054.00          | Agency Mortgage-Backed Securities |
| GNII SF MA3032 M                         | 2045-08-20      | 2.5000%  | 0.0000% | $30000.00          | $5483.00           | Agency Mortgage-Backed Securities |
| GNII SF MA2968 M                         | 2038-12-20      | 7.0000%  | 0.0000% | $76249.00          | $9794.00           | Agency Mortgage-Backed Securities |
| GNII SF MA2962 M                         | 2045-07-20      | 4.0000%  | 0.0000% | $77129.00          | $5907.00           | Agency Mortgage-Backed Securities |
| GNII SF MA2926 M                         | 2030-05-20      | 2.0000%  | 0.0000% | $165169.00         | $10919.00          | Agency Mortgage-Backed Securities |
| GNII SF MA2924 M                         | 2030-03-20      | 2.0000%  | 0.0000% | $1249336.00        | $55269.00          | Agency Mortgage-Backed Securities |
| GNII SF MA2864 M                         | 2030-06-20      | 3.0000%  | 0.0000% | $148000.00         | $6829.00           | Agency Mortgage-Backed Securities |
| GNII SF MA2891 M                         | 2045-06-20      | 3.0000%  | 0.0000% | $1354396.00        | $123944.00         | Agency Mortgage-Backed Securities |
| GNII SF MA2830 M                         | 2045-05-20      | 5.5000%  | 0.0000% | $125000.00         | $10631.00          | Agency Mortgage-Backed Securities |
| GNII SF MA2799 M                         | 2030-05-20      | 4.0000%  | 0.0000% | $414602.00         | $11248.00          | Agency Mortgage-Backed Securities |
| GNII SF MA2826 M                         | 2045-05-20      | 3.5000%  | 0.0000% | $547495.00         | $40402.00          | Agency Mortgage-Backed Securities |
| GNII SF MA2754 M                         | 2045-04-20      | 3.5000%  | 0.0000% | $374628.00         | $25683.00          | Agency Mortgage-Backed Securities |
| GNII SF MA2415 M                         | 2029-12-20      | 3.5000%  | 0.0000% | $409111.00         | $15739.00          | Agency Mortgage-Backed Securities |
| GNII SF MA2375 M                         | 2044-11-20      | 5.5000%  | 0.0000% | $615000.00         | $58127.00          | Agency Mortgage-Backed Securities |
| GNII SF MA2374 M                         | 2044-11-20      | 5.0000%  | 0.0000% | $1410000.00        | $60246.00          | Agency Mortgage-Backed Securities |
| GNII SF MA2369 M                         | 2044-11-20      | 2.5000%  | 0.0000% | $74017.00          | $11996.00          | Agency Mortgage-Backed Securities |
| GNII SF MA2304 M                         | 2044-10-20      | 4.0000%  | 0.0000% | $520099.00         | $31884.00          | Agency Mortgage-Backed Securities |
| GNII SF MA1999 M                         | 2044-06-20      | 5.5000%  | 0.0000% | $435000.00         | $27691.00          | Agency Mortgage-Backed Securities |
| GNII SF MA1995 M                         | 2044-06-20      | 3.5000%  | 0.0000% | $298998.00         | $19022.00          | Agency Mortgage-Backed Securities |
| GNII SF MA1929 M                         | 2030-11-20      | 8.5000%  | 0.0000% | $141397.00         | $6693.00           | Agency Mortgage-Backed Securities |
| GNII SF MA1920 M                         | 2044-05-20      | 4.0000%  | 0.0000% | $1069000.00        | $57520.00          | Agency Mortgage-Backed Securities |
| GNII SF MA1918 M                         | 2044-05-20      | 3.0000%  | 0.0000% | $400000.00         | $47014.00          | Agency Mortgage-Backed Securities |
| GNII SF MA1928 M                         | 2030-11-20      | 8.0000%  | 0.0000% | $202317.00         | $12471.00          | Agency Mortgage-Backed Securities |
| GNII SF MA1921 M                         | 2044-05-20      | 4.5000%  | 0.0000% | $482936.00         | $30993.00          | Agency Mortgage-Backed Securities |
| GNII SF MA2677 M                         | 2045-03-20      | 3.0000%  | 0.0000% | $290489.00         | $22073.00          | Agency Mortgage-Backed Securities |
| GNII SF MA2647 M                         | 2030-03-20      | 4.0000%  | 0.0000% | $1808807.00        | $48636.00          | Agency Mortgage-Backed Securities |
| GNII SF MA2600 M                         | 2045-02-20      | 3.0000%  | 0.0000% | $70000.00          | $5634.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-05-20      | 5.0000%  | 0.0000% | $30000.00          | $407.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-05-20      | 4.5000%  | 0.0000% | $422000.00         | $5603.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-04-20      | 6.5000%  | 0.0000% | $225000.00         | $1821.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-04-20      | 5.5000%  | 0.0000% | $160239.00         | $1880.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-03-20      | 4.5000%  | 0.0000% | $25000.00          | $510.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-01-20      | 7.0000%  | 0.0000% | $117000.00         | $420.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-02-20      | 5.7500%  | 0.0000% | $75000.00          | $6544.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-02-20      | 5.5000%  | 0.0000% | $5944000.00        | $64443.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-02-20      | 5.2500%  | 0.0000% | $100000.00         | $3448.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-02-20      | 4.5000%  | 0.0000% | $263000.00         | $3545.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-01-20      | 6.0000%  | 0.0000% | $70000.00          | $738.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-11-20      | 7.0000%  | 0.0000% | $36988.00          | $213.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-11-20      | 6.0000%  | 0.0000% | $25000.00          | $196.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-09-20      | 4.7500%  | 0.0000% | $41100.00          | $768.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-02-20      | 6.5000%  | 0.0000% | $98966.00          | $36.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-01-20      | 8.0000%  | 0.0000% | $1000000.00        | $128.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-03-20      | 7.5000%  | 0.0000% | $75000.00          | $14.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-03-20      | 7.0000%  | 0.0000% | $505000.00         | $159.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-20      | 8.0000%  | 0.0000% | $5135000.00        | $1024.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-20      | 7.5000%  | 0.0000% | $2000000.00        | $479.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-20      | 7.0000%  | 0.0000% | $134000.00         | $28.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-20      | 6.5000%  | 0.0000% | $30000.00          | $7.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-11-20      | 7.5000%  | 0.0000% | $1176064.00        | $286.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-11-20      | 7.0000%  | 0.0000% | $1033013.00        | $285.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-11-20      | 6.5000%  | 0.0000% | $182000.00         | $46.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-01-20      | 7.5000%  | 0.0000% | $3252134.00        | $562.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-01-20      | 7.0000%  | 0.0000% | $5706011.00        | $1619.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-01-20      | 6.5000%  | 0.0000% | $198307.00         | $82.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-10-20      | 7.0000%  | 0.0000% | $55082500.00       | $14541.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-05-20      | 7.5000%  | 0.0000% | $2268115.00        | $1018.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-02-20      | 8.0000%  | 0.0000% | $50000.00          | $30.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-02-20      | 7.5000%  | 0.0000% | $190100.00         | $102.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-02-20      | 7.0000%  | 0.0000% | $1065000.00        | $628.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-20      | 8.0000%  | 0.0000% | $1149716.00        | $468.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-20      | 7.5000%  | 0.0000% | $315170.00         | $145.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-20      | 7.0000%  | 0.0000% | $3177525.00        | $1066.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-20      | 7.5000%  | 0.0000% | $899211.00         | $702.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-20      | 7.0000%  | 0.0000% | $265051.00         | $176.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-20      | 6.5000%  | 0.0000% | $200000.00         | $147.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-20      | 8.0000%  | 0.0000% | $573272.00         | $55.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-10-20      | 8.0000%  | 0.0000% | $144852.00         | $47.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-10-20      | 7.0000%  | 0.0000% | $2685118.00        | $1396.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-10-20      | 6.5000%  | 0.0000% | $6543638.00        | $2591.00           | Agency Mortgage-Backed Securities |
| GNII SF MA1423 M                         | 2028-11-20      | 2.5000%  | 0.0000% | $1075000.00        | $27936.00          | Agency Mortgage-Backed Securities |
| GNII SF MA1373 M                         | 2043-10-20      | 2.5000%  | 0.0000% | $190000.00         | $32116.00          | Agency Mortgage-Backed Securities |
| GNII SF MA1289 M                         | 2043-09-20      | 5.5000%  | 0.0000% | $177929.00         | $8086.00           | Agency Mortgage-Backed Securities |
| GNII SF MA1264 M                         | 2028-09-20      | 2.5000%  | 0.0000% | $311842.00         | $7255.00           | Agency Mortgage-Backed Securities |
| GNII SF MA1226 M                         | 2043-08-20      | 4.5000%  | 0.0000% | $230000.00         | $10269.00          | Agency Mortgage-Backed Securities |
| GNII SF MA1223 M                         | 2043-08-20      | 3.0000%  | 0.0000% | $3925785.00        | $432868.00         | Agency Mortgage-Backed Securities |
| GNII SF MA1222 M                         | 2043-08-20      | 2.5000%  | 0.0000% | $285082.00         | $43724.00          | Agency Mortgage-Backed Securities |
| GNII SF MA1158 M                         | 2043-07-20      | 4.0000%  | 0.0000% | $228916.00         | $18662.00          | Agency Mortgage-Backed Securities |
| GNII SF MA1157 M                         | 2043-07-20      | 3.5000%  | 0.0000% | $120000.00         | $11263.00          | Agency Mortgage-Backed Securities |
| GNII SF MA1156 M                         | 2043-07-20      | 3.0000%  | 0.0000% | $691156.00         | $74393.00          | Agency Mortgage-Backed Securities |
| GNII SF MA1064 M                         | 2028-06-20      | 2.5000%  | 0.0000% | $700000.00         | $15591.00          | Agency Mortgage-Backed Securities |
| GNII SF MA1092 M                         | 2043-06-20      | 4.5000%  | 0.0000% | $360000.00         | $24186.00          | Agency Mortgage-Backed Securities |
| GNII SF MA1091 M                         | 2043-06-20      | 4.0000%  | 0.0000% | $487000.00         | $46405.00          | Agency Mortgage-Backed Securities |
| GNII SF MA0988 M                         | 2028-05-20      | 3.5000%  | 0.0000% | $760191.00         | $11635.00          | Agency Mortgage-Backed Securities |
| GNII SF MA1678 M                         | 2044-02-20      | 4.0000%  | 0.0000% | $7100000.00        | $383073.00         | Agency Mortgage-Backed Securities |
| GNII SF MA0759 M                         | 2028-02-20      | 4.0000%  | 0.0000% | $175000.00         | $5315.00           | Agency Mortgage-Backed Securities |
| GNII SF MA0674 M                         | 2028-01-20      | 2.5000%  | 0.0000% | $1077791.00        | $17596.00          | Agency Mortgage-Backed Securities |
| GNII SF MA0700 M                         | 2043-01-20      | 4.0000%  | 0.0000% | $2260000.00        | $193813.00         | Agency Mortgage-Backed Securities |
| GNII SF MA0538 M                         | 2042-11-20      | 5.5000%  | 0.0000% | $593869.00         | $17045.00          | Agency Mortgage-Backed Securities |
| GNII SF MA0392 M                         | 2042-09-20      | 3.5000%  | 0.0000% | $325002.00         | $26270.00          | Agency Mortgage-Backed Securities |
| GNII SF MA0223 M                         | 2042-07-20      | 5.0000%  | 0.0000% | $374966.00         | $17632.00          | Agency Mortgage-Backed Securities |
| GNII SF MA0138 M                         | 2027-06-20      | 2.5000%  | 0.0000% | $525000.00         | $4670.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-10-15      | 7.5000%  | 0.0000% | $80000.00          | $5.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-10-15      | 8.0000%  | 0.0000% | $99231.00          | $17.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-10-15      | 6.0000%  | 0.0000% | $952173.00         | $13090.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-10-15      | 8.0000%  | 0.0000% | $1474795.00        | $166.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-10-15      | 9.0000%  | 0.0000% | $1803690.00        | $89.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-08-15      | 8.5000%  | 0.0000% | $2353569.00        | $4721.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-08-15      | 7.5000%  | 0.0000% | $479287.00         | $145.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-07-15      | 8.0000%  | 0.0000% | $38453.00          | $17.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-07-15      | 8.0000%  | 0.0000% | $737946.00         | $9.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-06-15      | 7.5000%  | 0.0000% | $1259838.00        | $21.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.5000%  | 0.0000% | $505000.00         | $2687.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-02-15      | 8.5000%  | 0.0000% | $188965.00         | $385.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $2114768.00        | $2322.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 7.5000%  | 0.0000% | $947789.00         | $1069.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-09-15      | 7.5000%  | 0.0000% | $175160.00         | $5.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-09-15      | 8.0000%  | 0.0000% | $129796.00         | $5.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.5000%  | 0.0000% | $1450416.00        | $1456.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 6.0000%  | 0.0000% | $244066.00         | $1375.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-02-15      | 7.5000%  | 0.0000% | $1000000.00        | $735.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-10-15      | 8.0000%  | 0.0000% | $992920.00         | $323.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-15      | 7.5000%  | 0.0000% | $81142.00          | $121.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-03-15      | 8.5000%  | 0.0000% | $253478.00         | $8.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-09-15      | 8.0000%  | 0.0000% | $30000.00          | $6.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-02-15      | 7.5000%  | 0.0000% | $25000.00          | $23.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-11-15      | 8.0000%  | 0.0000% | $8725473.00        | $1219.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-01-15      | 7.5000%  | 0.0000% | $275000.00         | $228.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 4.5000%  | 0.0000% | $209285.00         | $8433.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.5000%  | 0.0000% | $1000000.00        | $4299.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-09-15      | 7.0000%  | 0.0000% | $160000.00         | $268.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-08-15      | 7.5000%  | 0.0000% | $42526.00          | $5.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-02-15      | 7.5000%  | 0.0000% | $25000.00          | $8.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-09-15      | 7.5000%  | 0.0000% | $25000.00          | $5.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-05-15      | 5.5000%  | 0.0000% | $22361970.00       | $146535.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-15      | 5.0000%  | 0.0000% | $415000.00         | $5539.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-05-15      | 5.7500%  | 0.0000% | $9000208.00        | $89799.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-04-15      | 5.5000%  | 0.0000% | $50000.00          | $158.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-04-15      | 5.7500%  | 0.0000% | $1150000.00        | $15398.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-04-15      | 5.7500%  | 0.0000% | $106000.00         | $137.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-05-15      | 6.0000%  | 0.0000% | $968782.00         | $10873.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-15      | 6.5000%  | 0.0000% | $25000.00          | $1124.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-07-15      | 3.0000%  | 0.0000% | $108904.00         | $34044.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-06-15      | 6.0000%  | 0.0000% | $114000.00         | $982.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-07-15      | 6.5000%  | 0.0000% | $62613.00          | $1037.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-09-15      | 4.5000%  | 0.0000% | $3009177.00        | $14615.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-15      | 4.5000%  | 0.0000% | $90000.00          | $734.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-07-15      | 5.0000%  | 0.0000% | $110000.00         | $742.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 5.2500%  | 0.0000% | $100000.00         | $1497.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-11-20      | 5.5000%  | 0.0000% | $348592.00         | $11079.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-20      | 5.5000%  | 0.0000% | $175000.00         | $5638.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-20      | 5.5000%  | 0.0000% | $1042425.00        | $42586.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-10-20      | 4.0000%  | 0.0000% | $135000.00         | $146.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-20      | 5.0000%  | 0.0000% | $3812635.00        | $134061.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-20      | 7.0000%  | 0.0000% | $10000.00          | $80.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-20      | 5.5000%  | 0.0000% | $503502.00         | $17106.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-07-20      | 4.5000%  | 0.0000% | $550000.00         | $136.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-20      | 4.0000%  | 0.0000% | $670317.00         | $26590.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-04-20      | 6.0000%  | 0.0000% | $720319.00         | $15103.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-20      | 6.0000%  | 0.0000% | $710652.00         | $23245.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-02-20      | 6.0000%  | 0.0000% | $1359187.00        | $40932.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-20      | 4.0000%  | 0.0000% | $329968.00         | $16650.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-20      | 6.5000%  | 0.0000% | $555492.00         | $15479.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-01-20      | 6.0000%  | 0.0000% | $1505794.00        | $23566.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-01-20      | 4.5000%  | 0.0000% | $20888.00          | $960.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-02-20      | 4.5000%  | 0.0000% | $593333.00         | $22032.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-02-20      | 4.0000%  | 0.0000% | $609933.00         | $29375.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-01-20      | 7.5000%  | 0.0000% | $600000.00         | $21303.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-20      | 6.5000%  | 0.0000% | $183102.00         | $5732.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-11-20      | 5.0000%  | 0.0000% | $3395865.00        | $133290.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-20      | 4.5000%  | 0.0000% | $92000.00          | $4558.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-20      | 8.0000%  | 0.0000% | $17000.00          | $164.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-09-20      | 7.5000%  | 0.0000% | $225000.00         | $2995.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-20      | 7.0000%  | 0.0000% | $100000.00         | $977.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-20      | 6.5000%  | 0.0000% | $1251433.00        | $26679.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-20      | 6.0000%  | 0.0000% | $2185399.00        | $37850.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-20      | 4.5000%  | 0.0000% | $4581724.00        | $191324.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-20      | 4.0000%  | 0.0000% | $8304667.00        | $368183.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-20      | 5.5000%  | 0.0000% | $90000.00          | $2820.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-20      | 4.5000%  | 0.0000% | $322000.00         | $10365.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-20      | 5.5000%  | 0.0000% | $139733.00         | $5819.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-20      | 4.5000%  | 0.0000% | $12380000.00       | $418716.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-20      | 4.0000%  | 0.0000% | $384700.00         | $14588.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-20      | 7.0000%  | 0.0000% | $79504.00          | $1434.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-20      | 5.5000%  | 0.0000% | $37768.00          | $1245.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-20      | 4.5000%  | 0.0000% | $112209.00         | $3772.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-20      | 4.5000%  | 0.0000% | $302878.00         | $9790.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-20      | 4.0000%  | 0.0000% | $175449.00         | $7112.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-20      | 6.0000%  | 0.0000% | $244033.00         | $5073.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-20      | 4.5000%  | 0.0000% | $9145.00           | $296.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-02-20      | 5.5000%  | 0.0000% | $458214.00         | $16453.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-02-20      | 4.5000%  | 0.0000% | $21918000.00       | $776130.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-20      | 6.0000%  | 0.0000% | $364196.00         | $12495.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-20      | 4.5000%  | 0.0000% | $372770.00         | $13018.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-20      | 4.5000%  | 0.0000% | $150000.00         | $4980.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-20      | 6.0000%  | 0.0000% | $213509.00         | $5855.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-20      | 6.0000%  | 0.0000% | $4573665.00        | $88368.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-20      | 4.5000%  | 0.0000% | $1649507.00        | $51755.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-03-20      | 5.0000%  | 0.0000% | $393000.00         | $17162.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-02-20      | 6.0000%  | 0.0000% | $738436.00         | $21343.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-02-20      | 3.5000%  | 0.0000% | $139591.00         | $9180.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-20      | 3.0000%  | 0.0000% | $160440.00         | $14407.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-20      | 6.0000%  | 0.0000% | $657645.00         | $15400.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-20      | 7.0000%  | 0.0000% | $905000.00         | $15381.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-20      | 7.0000%  | 0.0000% | $520000.00         | $8302.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-20      | 6.0000%  | 0.0000% | $6557881.00        | $65890.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-20      | 7.0000%  | 0.0000% | $525000.00         | $5831.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-20      | 6.0000%  | 0.0000% | $4320000.00        | $38992.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-20      | 5.5000%  | 0.0000% | $963719.00         | $10423.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-07-20      | 6.0000%  | 0.0000% | $2706917.00        | $28491.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-05-20      | 6.0000%  | 0.0000% | $538664.00         | $6679.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-11-20      | 7.0000%  | 0.0000% | $2575000.00        | $24889.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-11-20      | 6.5000%  | 0.0000% | $1134000.00        | $9699.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-01-20      | 6.0000%  | 0.0000% | $2744396.00        | $24279.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-08-20      | 6.0000%  | 0.0000% | $522375.00         | $5113.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $291975.00         | $290092.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1012536.00        | $1061667.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1103335.00        | $1155316.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.0000%  | 0.0000% | $1160727.00        | $1197260.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1560458.00        | $1309455.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1305383.00        | $1371177.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.0000%  | 0.0000% | $146000.00         | $2694.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.0000%  | 0.0000% | $780711.00         | $1160.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.5000%  | 0.0000% | $26000.00          | $225.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.0000%  | 0.0000% | $36000.00          | $365.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-09-15      | 6.5000%  | 0.0000% | $45000.00          | $121.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 5.5000%  | 0.0000% | $30000.00          | $298.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.5000%  | 0.0000% | $91000.00          | $4220.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 5.0000%  | 0.0000% | $461000.00         | $4249.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 4.5000%  | 0.0000% | $1971065.00        | $25764.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-15      | 4.5000%  | 0.0000% | $1107263.00        | $18822.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 5.0000%  | 0.0000% | $1644334.00        | $10476.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 4.5000%  | 0.0000% | $1446000.00        | $19423.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-15      | 5.0000%  | 0.0000% | $1005561.00        | $6453.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-15      | 6.0000%  | 0.0000% | $1134000.00        | $10433.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-03-15      | 5.0000%  | 0.0000% | $1039000.00        | $9466.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 5.0000%  | 0.0000% | $4950535.00        | $22847.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 5.0000%  | 0.0000% | $150000.00         | $851.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.5000%  | 0.0000% | $1375755.00        | $14400.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $70451.00          | $1555.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $3404663.00        | $7044.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-01-15      | 5.5000%  | 0.0000% | $2815572.00        | $70380.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-15      | 6.0000%  | 0.0000% | $45000.00          | $474.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-15      | 6.0000%  | 0.0000% | $455041.00         | $1730.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-15      | 6.0000%  | 0.0000% | $96757.00          | $352.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $902962.00         | $10623.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 7.0000%  | 0.0000% | $49000.00          | $182.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $6092481.00        | $41623.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $581096.00         | $14673.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $1050079.00        | $5426.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $483550.00         | $5832.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 7.5000%  | 0.0000% | $270000.00         | $2234.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 8.0000%  | 0.0000% | $200000.00         | $1626.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $1000000.00        | $8708.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $1157507.00        | $6909.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $89128.00          | $94.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $421521.00         | $3049.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $16615881.00       | $112798.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1766814.00        | $11639.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $641399.00         | $1131.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $7147624.00        | $26532.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $338211.00         | $853.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 6.0000%  | 0.0000% | $2973387.00        | $18805.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-15      | 6.0000%  | 0.0000% | $173213.00         | $1858.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-04-15      | 6.0000%  | 0.0000% | $226530.00         | $1472.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $779126.00         | $3636.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $864638.00         | $3850.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $1061215.00        | $10626.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $500000.00         | $24868.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $499795.00         | $44154.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $500000.00         | $13324.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $165849.00         | $5750.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $52919.00          | $4132.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $782935.00         | $33160.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-15      | 3.5000%  | 0.0000% | $86900.00          | $5159.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-06-15      | 6.0000%  | 0.0000% | $25198.00          | $358.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 6.5000%  | 0.0000% | $235000.00         | $1347.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 6.5000%  | 0.0000% | $1610960.00        | $12540.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $13906052.00       | $8492.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $25117732.00       | $106736.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $500000.00         | $4446.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $99263.00          | $2943.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-04-15      | 7.0000%  | 0.0000% | $2845255.00        | $18981.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-03-15      | 5.0000%  | 0.0000% | $1474506.00        | $13471.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-15      | 5.0000%  | 0.0000% | $1006158.00        | $28788.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $475527.00         | $7065.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $272664.00         | $1037.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $797807.00         | $1919.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $35572540.00       | $110359.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $291306.00         | $424.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $21864008.00       | $17536.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1794075.00        | $25174.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 7.5000%  | 0.0000% | $352772.00         | $596.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $1127628.00        | $2847.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $6937590.00        | $13715.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $4022710.00        | $27976.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $203568.00         | $220.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $19168780.00       | $48546.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $45311.00          | $896.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $852097.00         | $1122.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $22785311.00       | $60629.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $49918.00          | $524.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 6.5000%  | 0.0000% | $123120.00         | $1898.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-07-15      | 6.5000%  | 0.0000% | $690000.00         | $5755.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-06-15      | 6.5000%  | 0.0000% | $1507039.00        | $28378.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $1295462.00        | $6932.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-12-15      | 6.0000%  | 0.0000% | $234000.00         | $14155.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-15      | 6.0000%  | 0.0000% | $930592.00         | $1979.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-15      | 6.0000%  | 0.0000% | $1007468.00        | $7030.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-04-15      | 6.0000%  | 0.0000% | $36328.00          | $59.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.5000%  | 0.0000% | $49000.00          | $61.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $673577.00         | $945.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 6.0000%  | 0.0000% | $524447.00         | $6327.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 6.0000%  | 0.0000% | $660051.00         | $2979.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 7.5000%  | 0.0000% | $31747.00          | $11.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-15      | 7.0000%  | 0.0000% | $299800.00         | $444.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-01-15      | 3.0000%  | 0.0000% | $411000.00         | $169206.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-20      | 3.5000%  | 0.0000% | $400000.00         | $107899.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 6.5000%  | 0.0000% | $24565.00          | $4534.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-20      | 7.0000%  | 0.0000% | $26314.00          | $4866.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-15      | 4.5000%  | 0.0000% | $128000.00         | $32808.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-03-15      | 5.0000%  | 0.0000% | $687617.00         | $43568.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-07-20      | 4.0000%  | 0.0000% | $4557.00           | $49.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-15      | 6.5000%  | 0.0000% | $39000.00          | $5183.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-20      | 3.0000%  | 0.0000% | $10825000.00       | $3415129.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-07-20      | 7.0000%  | 0.0000% | $64830.00          | $12000.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 4.0000%  | 0.0000% | $100000.00         | $20995.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-20      | 4.0000%  | 0.0000% | $175000.00         | $32597.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 3.5000%  | 0.0000% | $28096.00          | $7639.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-02-20      | 4.0000%  | 0.0000% | $2000000.00        | $369251.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-08-15      | 5.0000%  | 0.0000% | $94000.00          | $16673.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-02-15      | 5.5000%  | 0.0000% | $8592.00           | $1643.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-15      | 6.5000%  | 0.0000% | $326500.00         | $7988.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 6.0000%  | 0.0000% | $125204.00         | $25332.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-11-15      | 5.5000%  | 0.0000% | $45363.00          | $7105.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-15      | 4.5000%  | 0.0000% | $7811.00           | $498.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-02-20      | 3.5000%  | 0.0000% | $100000.00         | $14996.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-11-20      | 4.0000%  | 0.0000% | $256713724.00      | $19848690.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-02-20      | 3.0000%  | 0.0000% | $1475000.00        | $169068.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-08-20      | 3.5000%  | 0.0000% | $178381.00         | $16718.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-11-20      | 5.0000%  | 0.0000% | $91000.00          | $24301.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-01-20      | 3.5000%  | 0.0000% | $700000.00         | $64525.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-03-20      | 7.0000%  | 0.0000% | $4711452.00        | $523303.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-20      | 5.0000%  | 0.0000% | $95000.00          | $6445.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-07-15      | 3.0000%  | 0.0000% | $384756.00         | $54917.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-12-20      | 4.5000%  | 0.0000% | $408888.00         | $22624.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-15      | 6.0000%  | 0.0000% | $542000.00         | $31018.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-10-15      | 4.9000%  | 0.0000% | $79960.00          | $16789.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 2.5000%  | 0.0000% | $404000.00         | $3340.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-20      | 3.0000%  | 0.0000% | $4660000.00        | $469411.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 6.0000%  | 0.0000% | $576000.00         | $24958.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-03-20      | 3.5000%  | 0.0000% | $155000.00         | $12745.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $415319.00         | $274918.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $179322.00         | $132622.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $931175.00         | $862250.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1356317.00        | $474836.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $2118169.00        | $1252499.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1433008.00        | $1225848.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $42699.00          | $29474.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $103423.00         | $88611.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $94592.00          | $98838.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 6.5000%  | 0.0000% | $355000.00         | $14174.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-12-15      | 4.0000%  | 0.0000% | $600000.00         | $31.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-03-15      | 3.5000%  | 0.0000% | $501272.00         | $26431.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-05-15      | 5.5000%  | 0.0000% | $500000.00         | $26430.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-20      | 5.5000%  | 0.0000% | $110000.00         | $4307.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-15      | 3.8750%  | 0.0000% | $11628633.00       | $1262115.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-15      | 5.0000%  | 0.0000% | $5286350.00        | $119237.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 5.0000%  | 0.0000% | $30460000.00       | $534025.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.5000%  | 0.0000% | $1516236.00        | $17328.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 5.0000%  | 0.0000% | $350000.00         | $5320.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 5.0000%  | 0.0000% | $3938116.00        | $45358.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 5.0000%  | 0.0000% | $8841717.00        | $97280.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-02-15      | 5.5000%  | 0.0000% | $25169.00          | $463.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 5.0000%  | 0.0000% | $1064685.00        | $13998.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 5.5000%  | 0.0000% | $1236507.00        | $2302.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 6.0000%  | 0.0000% | $387000.00         | $1532.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-09-20      | 5.0000%  | 0.0000% | $8100000.00        | $172367.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-07-15      | 6.0000%  | 0.0000% | $339000.00         | $2289.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-02-20      | 5.0000%  | 0.0000% | $51000.00          | $1001.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-10-15      | 6.0000%  | 0.0000% | $1637175.00        | $15612.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-07-15      | 6.5000%  | 0.0000% | $1887114.00        | $41194.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-06-15      | 6.0000%  | 0.0000% | $571694.00         | $4776.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-05-20      | 5.0000%  | 0.0000% | $35000.00          | $286.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-12-15      | 5.5000%  | 0.0000% | $155000.00         | $1321.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-11-15      | 6.0000%  | 0.0000% | $1717736.00        | $21459.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-07-15      | 6.5000%  | 0.0000% | $722641.00         | $5028.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-08-15      | 6.0000%  | 0.0000% | $206000.00         | $3517.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-05-15      | 6.0000%  | 0.0000% | $1944000.00        | $24756.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-07-20      | 6.5000%  | 0.0000% | $820000.00         | $18882.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-01-15      | 6.0000%  | 0.0000% | $1386000.00        | $22288.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-09-15      | 6.0000%  | 0.0000% | $28905.00          | $485.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-02-15      | 6.5000%  | 0.0000% | $109057.00         | $855.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-06-15      | 6.5000%  | 0.0000% | $10889.00          | $86.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-07-15      | 4.5000%  | 0.0000% | $57000000.00       | $913474.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-06-15      | 6.0000%  | 0.0000% | $1333000.00        | $15655.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-04-15      | 5.0000%  | 0.0000% | $1000000.00        | $13697.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-11-20      | 6.0000%  | 0.0000% | $91710336.00       | $1418320.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-03-15      | 6.0000%  | 0.0000% | $133125.00         | $918.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-09-15      | 6.5000%  | 0.0000% | $1861000.00        | $16136.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-09-15      | 4.5000%  | 0.0000% | $875000.00         | $12259.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-11-15      | 6.0000%  | 0.0000% | $26462.00          | $341.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-09-15      | 4.5000%  | 0.0000% | $325000.00         | $4490.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 4.5000%  | 0.0000% | $30439997.00       | $375127.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-15      | 5.0000%  | 0.0000% | $146000.00         | $4558.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 5.0000%  | 0.0000% | $3902500.00        | $107487.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-09-15      | 6.5000%  | 0.0000% | $503762.00         | $16189.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 6.5000%  | 0.0000% | $343022.00         | $3861.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-03-15      | 2.5000%  | 0.0000% | $1000000.00        | $43432.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 2.5000%  | 0.0000% | $1184750.00        | $324528.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-15      | 3.5000%  | 0.0000% | $120000.00         | $5508.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-11-15      | 3.5000%  | 0.0000% | $115982.00         | $6298.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-04-15      | 3.5000%  | 0.0000% | $2104459.00        | $32521.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 2.0000%  | 0.0000% | $84422703.00       | $69437214.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $25000000.00       | $25164144.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $102417643.00      | $103394317.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $80265618.00       | $81291128.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $59777237.00       | $59393499.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 3.5000%  | 0.0000% | $20532027.00       | $18789818.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $73631667.00       | $73193039.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $34243419.00       | $34023116.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $56307114.00       | $55538247.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $50433056.00       | $50068715.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-15      | 5.0000%  | 0.0000% | $265000.00         | $257966.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $61475787.00       | $60648258.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $43923053.00       | $43305387.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $62620481.00       | $61892060.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $79487281.00       | $79009603.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $97296000.00       | $97175470.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $71452796.00       | $70155177.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $49310831.00       | $48168809.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.0000%  | 0.0000% | $138399892.00      | $96759482.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $128320883.00      | $104883878.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.0000%  | 0.0000% | $10302744.00       | $10030854.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 3.0000%  | 0.0000% | $45714268.00       | $38523012.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $28011187.00       | $28332319.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-06-20      | 3.5000%  | 0.0000% | $53067272.00       | $42131340.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-20      | 3.0000%  | 0.0000% | $124000.00         | $11165.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-15      | 4.5000%  | 0.0000% | $3683284.00        | $125389.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 3.5000%  | 0.0000% | $2000.00           | $476.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 3.5000%  | 0.0000% | $76496.00          | $23879.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-20      | 3.5000%  | 0.0000% | $282851.00         | $77516.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-05-15      | 6.5000%  | 0.0000% | $81455.00          | $16847.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-15      | 6.5000%  | 0.0000% | $81420.00          | $16932.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-15      | 4.5000%  | 0.0000% | $222000.00         | $25213.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-15      | 3.0000%  | 0.0000% | $1379.00           | $434.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-20      | 3.5000%  | 0.0000% | $7000.00           | $1585.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-10-15      | 6.0000%  | 0.0000% | $26000.00          | $335.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 7.0000%  | 0.0000% | $33000.00          | $200.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-11-15      | 6.5000%  | 0.0000% | $55000.00          | $708.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 6.0000%  | 0.0000% | $5815474.00        | $23728.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-01-15      | 6.5000%  | 0.0000% | $1360220.00        | $3107.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-04-15      | 5.5000%  | 0.0000% | $738730.00         | $3515.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-15      | 6.5000%  | 0.0000% | $135000.00         | $256.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 6.5000%  | 0.0000% | $433000.00         | $765.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-15      | 6.0000%  | 0.0000% | $139791.00         | $691.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-11-15      | 6.5000%  | 0.0000% | $84294.00          | $193.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-10-15      | 6.5000%  | 0.0000% | $161205.00         | $294.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-12-15      | 6.5000%  | 0.0000% | $470167.00         | $938.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-11-15      | 6.5000%  | 0.0000% | $410293.00         | $738.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-06-15      | 7.5000%  | 0.0000% | $25000.00          | $41.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 6.5000%  | 0.0000% | $1341924.00        | $2506.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-07-20      | 7.0000%  | 0.0000% | $972000.00         | $1826.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 6.5000%  | 0.0000% | $355426.00         | $571.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-20      | 6.5000%  | 0.0000% | $15115000.00       | $23895.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-03-15      | 7.5000%  | 0.0000% | $269000.00         | $366.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 6.5000%  | 0.0000% | $430000.00         | $341.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-11-20      | 7.5000%  | 0.0000% | $203000.00         | $47.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-05-15      | 7.0000%  | 0.0000% | $6481000.00        | $10209.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-15      | 8.5000%  | 0.0000% | $354000.00         | $549.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 8.0000%  | 0.0000% | $135000.00         | $172.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-03-15      | 8.0000%  | 0.0000% | $4657545.00        | $6447.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-15      | 7.5000%  | 0.0000% | $50000.00          | $52.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-15      | 7.5000%  | 0.0000% | $310000.00         | $293.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-15      | 7.5000%  | 0.0000% | $549353.00         | $574.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-20      | 6.5000%  | 0.0000% | $500000.00         | $709.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 8.0000%  | 0.0000% | $105402.00         | $123.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 7.5000%  | 0.0000% | $1487550.00        | $1075.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.5000%  | 0.0000% | $10476958.00       | $10847.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 8.0000%  | 0.0000% | $25000000.00       | $22672.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $7197973.00        | $11969.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $1117000.00        | $3142.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 7.0000%  | 0.0000% | $22001.00          | $19.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.5000%  | 0.0000% | $8234270.00        | $1740.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-06-15      | 6.5000%  | 0.0000% | $300000.00         | $254.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-04-15      | 8.5000%  | 0.0000% | $340000.00         | $220.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-15      | 6.5000%  | 0.0000% | $401060.00         | $486.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-15      | 6.5000%  | 0.0000% | $732901.00         | $576.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.5000%  | 0.0000% | $170000.00         | $199.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-04-15      | 6.5000%  | 0.0000% | $1600295.00        | $1900.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-04-15      | 6.5000%  | 0.0000% | $73281.00          | $28.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 6.5000%  | 0.0000% | $1650000.00        | $1604.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 7.5000%  | 0.0000% | $760000.00         | $221.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 6.5000%  | 0.0000% | $171000.00         | $188.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 8.5000%  | 0.0000% | $18289168.00       | $9421.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 6.5000%  | 0.0000% | $13706776.00       | $10167.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 7.5000%  | 0.0000% | $114000.00         | $56.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $1724213.00        | $461.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 7.5000%  | 0.0000% | $1017041.00        | $355.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 7.5000%  | 0.0000% | $75562.00          | $10.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.0000%  | 0.0000% | $218250.00         | $152.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 6.5000%  | 0.0000% | $2713374.00        | $4554.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-15      | 8.5000%  | 0.0000% | $11626662.00       | $6094.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-15      | 7.5000%  | 0.0000% | $1320750.00        | $709.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-15      | 8.0000%  | 0.0000% | $149391.00         | $63.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 8.0000%  | 0.0000% | $75000.00          | $34.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 6.0000%  | 0.0000% | $567000.00         | $690.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-03-15      | 8.0000%  | 0.0000% | $4033264.00        | $4998.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.5000%  | 0.0000% | $5180386.00        | $3434.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $10406761.00       | $4446.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $232000.00         | $54.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 7.5000%  | 0.0000% | $986813.00         | $381.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 8.0000%  | 0.0000% | $66004.00          | $13.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1365329.00        | $1359472.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $863334.00         | $904861.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1058659.00        | $1060617.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1191152.00        | $1186042.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $1214109.00        | $1262944.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.5000%  | 0.0000% | $1160797.00        | $1223994.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.5000%  | 0.0000% | $1194080.00        | $1260662.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $1073164.00        | $1133223.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $1208602.00        | $1260877.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $1034807.00        | $1081449.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $1378077.00        | $1427663.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $1017038.00        | $1050550.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $837412.00         | $850967.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $1089668.00        | $1128876.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.0000%  | 0.0000% | $1320915.00        | $1367197.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.5000%  | 0.0000% | $806511.00         | $865250.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $1264426.00        | $1334433.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $824858.00         | $863035.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $1107472.00        | $1168783.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $1276264.00        | $1346919.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1339778.00        | $1334030.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1016185.00        | $1011825.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $1256134.00        | $1347643.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $135031.00         | $137065.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $1096408.00        | $1112802.00        | Agency Mortgage-Backed Securities |
| GNII SF MA2571 M                         | 2030-02-20      | 4.0000%  | 0.0000% | $1294315.00        | $41922.00          | Agency Mortgage-Backed Securities |
| GNII SF MA1602 M                         | 2044-01-20      | 4.5000%  | 0.0000% | $663000.00         | $46078.00          | Agency Mortgage-Backed Securities |
| GNII SF MA1599 M                         | 2044-01-20      | 3.0000%  | 0.0000% | $270756.00         | $29211.00          | Agency Mortgage-Backed Securities |
| GNII SF MA1520 M                         | 2043-12-20      | 3.0000%  | 0.0000% | $50000.00          | $5360.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $1817771.00        | $943512.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $1387456.00        | $1146437.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1111998.00        | $1165176.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $1426206.00        | $1411596.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $97815.00          | $41463.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $90295.00          | $55925.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $95066.00          | $57329.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $1184642.00        | $1009146.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $1368975.00        | $1116858.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1297744.00        | $1362594.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $174628.00         | $160117.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1151386.00        | $841942.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $139213.00         | $121863.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $88336.00          | $92353.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $1210999.00        | $1065132.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1166952.00        | $1223060.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $839314.00         | $868313.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1318254.00        | $1382441.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.0000%  | 0.0000% | $1318004.00        | $1374366.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $3137911.00        | $876763.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $146967.00         | $125598.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $1304559.00        | $1215134.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.0000%  | 0.0000% | $1291036.00        | $1348743.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $119894.00         | $89766.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.0000%  | 0.0000% | $140207.00         | $138480.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.5000%  | 0.0000% | $1006654.00        | $1014820.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.5000%  | 0.0000% | $1167240.00        | $1178753.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $83098.00          | $86805.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $110902.00         | $83098.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $78342.00          | $67576.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $72375.00          | $75202.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $70977.00          | $70754.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1105603.00        | $1098426.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 7.5000%  | 0.0000% | $551263.00         | $359.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-06-15      | 6.5000%  | 0.0000% | $652873.00         | $601.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-15      | 6.0000%  | 0.0000% | $1236776.00        | $2101.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-15      | 6.5000%  | 0.0000% | $376676.00         | $264.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-15      | 6.5000%  | 0.0000% | $291000.00         | $189.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 6.5000%  | 0.0000% | $100000.00         | $56.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-15      | 6.5000%  | 0.0000% | $11750519.00       | $7656.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-15      | 7.5000%  | 0.0000% | $1560818.00        | $294.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-15      | 7.5000%  | 0.0000% | $4300000.00        | $2343.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 7.5000%  | 0.0000% | $420000000.00      | $76273.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 7.5000%  | 0.0000% | $58393944.00       | $7948.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $4660704.00        | $3179.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-08-15      | 8.0000%  | 0.0000% | $100000.00         | $28.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-15      | 6.0000%  | 0.0000% | $145904.00         | $112.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 7.5000%  | 0.0000% | $34357.00          | $5.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.0000%  | 0.0000% | $196890.00         | $202.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 7.5000%  | 0.0000% | $4166000.00        | $621.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-11-15      | 6.5000%  | 0.0000% | $606000.00         | $332.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-11-15      | 7.5000%  | 0.0000% | $42500.00          | $22.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-15      | 6.5000%  | 0.0000% | $25000.00          | $215.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-05-15      | 6.5000%  | 0.0000% | $272010.00         | $1926.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-04-15      | 6.5000%  | 0.0000% | $25000.00          | $124.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $114000.00         | $760.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 6.5000%  | 0.0000% | $102000.00         | $511.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 6.0000%  | 0.0000% | $425000.00         | $2945.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 6.0000%  | 0.0000% | $2068470.00        | $17252.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-03-15      | 6.5000%  | 0.0000% | $4875000.00        | $1858.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-12-15      | 8.0000%  | 0.0000% | $845000.00         | $14.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-03-15      | 7.5000%  | 0.0000% | $14646655.00       | $1244.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-03-15      | 7.5000%  | 0.0000% | $539518.00         | $55.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-20      | 7.0000%  | 0.0000% | $485000.00         | $86.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 6.5000%  | 0.0000% | $190503732.00      | $4367.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 6.5000%  | 0.0000% | $324000.00         | $87.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-11-15      | 6.5000%  | 0.0000% | $17887185.00       | $847.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-11-15      | 6.5000%  | 0.0000% | $73636415.00       | $5850.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-10-15      | 6.5000%  | 0.0000% | $8915594.00        | $229.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-10-15      | 6.5000%  | 0.0000% | $56041555.00       | $3207.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-10-15      | 6.5000%  | 0.0000% | $91727272.00       | $10667.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-08-15      | 8.0000%  | 0.0000% | $367039.00         | $23.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-08-15      | 6.5000%  | 0.0000% | $32830070.00       | $376.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-05-15      | 8.5000%  | 0.0000% | $48114074.00       | $672.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-05-15      | 8.5000%  | 0.0000% | $16393750.00       | $1414.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-04-15      | 7.5000%  | 0.0000% | $125000.00         | $14.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-04-15      | 7.5000%  | 0.0000% | $527201.00         | $33.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-03-15      | 7.5000%  | 0.0000% | $190000.00         | $20.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-03-15      | 7.5000%  | 0.0000% | $2811649.00        | $73.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 4.5000%  | 0.0000% | $2271716.00        | $22740.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-15      | 4.5000%  | 0.0000% | $723000.00         | $18003.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 5.0000%  | 0.0000% | $447000.00         | $6470.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 4.5000%  | 0.0000% | $669569.00         | $17578.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 5.0000%  | 0.0000% | $185000.00         | $5609.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 4.5000%  | 0.0000% | $217001.00         | $10298.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-15      | 4.0000%  | 0.0000% | $416800.00         | $8785.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-15      | 4.5000%  | 0.0000% | $3180337.00        | $204445.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-01-20      | 4.0000%  | 0.0000% | $4255000.00        | $369615.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-15      | 4.0000%  | 0.0000% | $1106000.00        | $109427.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-05-20      | 6.5000%  | 0.0000% | $38000.00          | $1348.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-20      | 4.0000%  | 0.0000% | $256000.00         | $25579.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-11-15      | 3.5000%  | 0.0000% | $314000.00         | $21655.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 4.5000%  | 0.0000% | $1192074.00        | $46372.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-02-15      | 4.5000%  | 0.0000% | $5286052.00        | $89717.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 4.5000%  | 0.0000% | $1734780.00        | $39228.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 4.5000%  | 0.0000% | $522955.00         | $11323.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-02-15      | 4.5000%  | 0.0000% | $498204.00         | $35121.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-15      | 5.0000%  | 0.0000% | $82600.00          | $5306.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-15      | 4.5000%  | 0.0000% | $27272.00          | $1594.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 4.5000%  | 0.0000% | $723000.00         | $31427.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 5.1250%  | 0.0000% | $6834146.00        | $443225.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 5.1250%  | 0.0000% | $4924122.00        | $237992.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-15      | 5.1250%  | 0.0000% | $2485765.00        | $131308.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 4.5000%  | 0.0000% | $1510000.00        | $30040.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-15      | 4.0000%  | 0.0000% | $75000.00          | $6313.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-15      | 4.0000%  | 0.0000% | $55000.00          | $4758.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 5.0000%  | 0.0000% | $2562740.00        | $46884.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 5.0000%  | 0.0000% | $600000.00         | $29226.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 5.0000%  | 0.0000% | $400000.00         | $22792.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-15      | 6.0000%  | 0.0000% | $470000.00         | $41859.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-15      | 4.5000%  | 0.0000% | $1183094.00        | $30206.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-15      | 4.0000%  | 0.0000% | $280000.00         | $4127.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-15      | 4.5000%  | 0.0000% | $810559.00         | $21613.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-15      | 4.5000%  | 0.0000% | $800000.00         | $22040.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 5.0000%  | 0.0000% | $2680000.00        | $244532.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-15      | 4.5000%  | 0.0000% | $30000.00          | $288.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 4.5000%  | 0.0000% | $226000.00         | $9584.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-15      | 5.0000%  | 0.0000% | $1000000.00        | $35342.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 4.5000%  | 0.0000% | $1000000.00        | $17673.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-15      | 4.0000%  | 0.0000% | $1569.00           | $98.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-15      | 4.5000%  | 0.0000% | $1139460.00        | $53369.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-15      | 4.5000%  | 0.0000% | $75000.00          | $4825.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-15      | 5.0000%  | 0.0000% | $362038.00         | $9003.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 4.5000%  | 0.0000% | $1163348.00        | $34096.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $25000.00          | $764.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $156864.00         | $5672.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $341926.00         | $9128.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $700000.00         | $34542.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $153000.00         | $3231.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-12-15      | 4.5000%  | 0.0000% | $1270816.00        | $21708.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-12-15      | 4.5000%  | 0.0000% | $1444287.00        | $40683.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-10-20      | 6.5000%  | 0.0000% | $96000.00          | $972.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 4.5000%  | 0.0000% | $5591990.00        | $100464.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 5.0000%  | 0.0000% | $3003052.00        | $50231.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-15      | 4.5000%  | 0.0000% | $227000.00         | $13566.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $10699185.00       | $157140.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $57531.00          | $2827.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-15      | 4.5000%  | 0.0000% | $120000.00         | $2489.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-04-15      | 3.5000%  | 0.0000% | $81176.00          | $7523.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 5.0000%  | 0.0000% | $381219.00         | $23179.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-15      | 5.5000%  | 0.0000% | $50000.00          | $3457.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-15      | 4.5000%  | 0.0000% | $275000.00         | $25592.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-11-20      | 6.5000%  | 0.0000% | $15000.00          | $472.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $1062238.00        | $1054352.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-10-20      | 3.5000%  | 0.0000% | $25000.00          | $8821.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-08-20      | 4.0000%  | 0.0000% | $25000.00          | $6718.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-20      | 3.7500%  | 0.0000% | $25000.00          | $10026.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-04-20      | 3.7500%  | 0.0000% | $25000.00          | $7185.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-02-20      | 3.7500%  | 0.0000% | $32000.00          | $8181.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-11-15      | 3.5000%  | 0.0000% | $1684.00           | $67.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-15      | 4.3750%  | 0.0000% | $2376455.00        | $98173.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-15      | 4.2500%  | 0.0000% | $895733.00         | $117431.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-15      | 4.1250%  | 0.0000% | $1122352.00        | $173820.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-15      | 3.2500%  | 0.0000% | $2442738.00        | $468232.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-15      | 3.8750%  | 0.0000% | $424511.00         | $40334.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-15      | 3.7500%  | 0.0000% | $1446927.00        | $96506.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-09-15      | 3.2500%  | 0.0000% | $1087332.00        | $259725.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-09-15      | 3.2500%  | 0.0000% | $585030.00         | $70778.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-10-15      | 2.5000%  | 0.0000% | $300000.00         | $11530.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-08-15      | 3.5000%  | 0.0000% | $1900000.00        | $109235.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-08-20      | 4.5000%  | 0.0000% | $1328000.00        | $112779.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-08-15      | 3.0000%  | 0.0000% | $37759.00          | $3380.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-07-15      | 3.5000%  | 0.0000% | $200000.00         | $27410.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-09-15      | 3.0000%  | 0.0000% | $267811.00         | $40536.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-09-15      | 2.7500%  | 0.0000% | $969389.00         | $92265.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-08-15      | 2.7500%  | 0.0000% | $1081893.00        | $127552.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-08-15      | 2.7500%  | 0.0000% | $290338.00         | $111904.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-15      | 3.5000%  | 0.0000% | $24000.00          | $1087.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-15      | 3.0000%  | 0.0000% | $306393.00         | $34536.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-15      | 3.0000%  | 0.0000% | $430000.00         | $42209.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-15      | 3.5000%  | 0.0000% | $260413.00         | $41931.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-15      | 3.0000%  | 0.0000% | $500000.00         | $15842.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-15      | 3.5000%  | 0.0000% | $1000000.00        | $145976.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-15      | 3.5000%  | 0.0000% | $343921.00         | $45031.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-15      | 3.5000%  | 0.0000% | $1153703.00        | $45973.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-15      | 3.5000%  | 0.0000% | $356172.00         | $48988.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-15      | 3.5000%  | 0.0000% | $651720.00         | $68628.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-15      | 3.0000%  | 0.0000% | $1000.00           | $173.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-03-15      | 3.5000%  | 0.0000% | $500000.00         | $50818.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-15      | 3.5000%  | 0.0000% | $1000000.00        | $58221.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-03-15      | 2.5000%  | 0.0000% | $27376.00          | $1625.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-05-15      | 2.5000%  | 0.0000% | $1000000.00        | $23703.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-15      | 2.5000%  | 0.0000% | $112483.00         | $11582.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-15      | 3.5000%  | 0.0000% | $629000.00         | $71708.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-15      | 3.5000%  | 0.0000% | $200000.00         | $21726.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-15      | 3.5000%  | 0.0000% | $1000000.00        | $32062.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-15      | 3.5000%  | 0.0000% | $943000.00         | $27241.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-01-15      | 3.5000%  | 0.0000% | $546009.00         | $48051.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-01-15      | 3.5000%  | 0.0000% | $759700.00         | $105884.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-01-15      | 3.5000%  | 0.0000% | $2468461.00        | $55121.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-15      | 2.5000%  | 0.0000% | $229080.00         | $38716.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-03-15      | 2.0000%  | 0.0000% | $1500000.00        | $29399.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-15      | 5.5000%  | 0.0000% | $608254.00         | $448298.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 5.5000%  | 0.0000% | $1686752.00        | $1502618.00        | Agency Mortgage-Backed Securities |
| GNMI SF CL3964 X                         | 2052-04-15      | 4.5000%  | 0.0000% | $537654.00         | $486457.00         | Agency Mortgage-Backed Securities |
| GNMI SF CJ8219 X                         | 2052-05-15      | 4.5000%  | 0.0000% | $31871.00          | $12372.00          | Agency Mortgage-Backed Securities |
| GNII SF CB4532 C                         | 2041-03-20      | 2.5000%  | 0.0000% | $19000.00          | $11500.00          | Agency Mortgage-Backed Securities |
| GNII SF BZ8532 C                         | 2041-01-20      | 2.5000%  | 0.0000% | $16844.00          | $8571.00           | Agency Mortgage-Backed Securities |
| GNII SF BZ4054 C                         | 2050-12-20      | 2.0000%  | 0.0000% | $100000.00         | $46297.00          | Agency Mortgage-Backed Securities |
| GNII SF BX4963 C                         | 2050-09-20      | 3.0000%  | 0.0000% | $78580.00          | $28131.00          | Agency Mortgage-Backed Securities |
| GNII SF BX4959 C                         | 2050-09-20      | 2.5000%  | 0.0000% | $11226.00          | $6563.00           | Agency Mortgage-Backed Securities |
| GNII SF BW4741 C                         | 2050-09-20      | 2.5000%  | 0.0000% | $26000.00          | $10848.00          | Agency Mortgage-Backed Securities |
| GNMI SF BU8660 X                         | 2050-07-15      | 2.5000%  | 0.0000% | $109983.00         | $41761.00          | Agency Mortgage-Backed Securities |
| GNMI SF BT9370 X                         | 2050-04-15      | 4.5000%  | 0.0000% | $104770.00         | $10695.00          | Agency Mortgage-Backed Securities |
| GNMI SF BT9028 X                         | 2050-03-15      | 3.5000%  | 0.0000% | $132593.00         | $12323.00          | Agency Mortgage-Backed Securities |
| GNMI SF BT3504 X                         | 2050-02-15      | 4.5000%  | 0.0000% | $157523.00         | $7591.00           | Agency Mortgage-Backed Securities |
| GNII SF BS7604 C                         | 2050-04-20      | 4.0000%  | 0.0000% | $674668.00         | $399091.00         | Agency Mortgage-Backed Securities |
| GNMI SF BS5111 X                         | 2050-01-15      | 3.5000%  | 0.0000% | $773402.00         | $28332.00          | Agency Mortgage-Backed Securities |
| GNII SF BS1757 C                         | 2050-03-20      | 4.0000%  | 0.0000% | $100000.00         | $26349.00          | Agency Mortgage-Backed Securities |
| GNMI SF BR6259 X                         | 2050-01-15      | 3.5000%  | 0.0000% | $361266.00         | $10478.00          | Agency Mortgage-Backed Securities |
| GNMI SF BQ1273 X                         | 2049-11-15      | 3.5000%  | 0.0000% | $1000.00           | $346.00            | Agency Mortgage-Backed Securities |
| GNMI SF BP7533 X                         | 2049-11-15      | 4.5000%  | 0.0000% | $50673.00          | $8181.00           | Agency Mortgage-Backed Securities |
| GNMI SF BO3004 X                         | 2049-06-15      | 3.5000%  | 0.0000% | $33564.00          | $3859.00           | Agency Mortgage-Backed Securities |
| GNMI SF BN3897 X                         | 2049-06-15      | 4.0000%  | 0.0000% | $145594.00         | $6423.00           | Agency Mortgage-Backed Securities |
| GNII SF BN1509 C                         | 2049-05-20      | 5.0000%  | 0.0000% | $78000.00          | $21134.00          | Agency Mortgage-Backed Securities |
| GNII SF BM9714 C                         | 2049-09-20      | 4.5000%  | 0.0000% | $292000.00         | $7838.00           | Agency Mortgage-Backed Securities |
| GNII SF BL7755 C                         | 2049-05-20      | 4.0000%  | 0.0000% | $192000.00         | $45853.00          | Agency Mortgage-Backed Securities |
| GNII SF BL7745 C                         | 2049-05-20      | 4.5000%  | 0.0000% | $116000.00         | $18096.00          | Agency Mortgage-Backed Securities |
| GNII SF BL7728 C                         | 2049-05-20      | 4.5000%  | 0.0000% | $153000.00         | $18947.00          | Agency Mortgage-Backed Securities |
| GNII SF BL4661 C                         | 2049-05-20      | 4.5000%  | 0.0000% | $165000.00         | $34887.00          | Agency Mortgage-Backed Securities |
| GNMI SF BL2207 X                         | 2049-01-15      | 4.5000%  | 0.0000% | $185713.00         | $7577.00           | Agency Mortgage-Backed Securities |
| GNII SF BK2856 C                         | 2048-12-20      | 4.5000%  | 0.0000% | $100000.00         | $6896.00           | Agency Mortgage-Backed Securities |
| GNII SF BK2509 C                         | 2049-04-20      | 4.5000%  | 0.0000% | $209000.00         | $11903.00          | Agency Mortgage-Backed Securities |
| GNII SF BK2493 C                         | 2049-03-20      | 4.5000%  | 0.0000% | $65000.00          | $11787.00          | Agency Mortgage-Backed Securities |
| GNII SF BJ2034 C                         | 2048-10-20      | 4.5000%  | 0.0000% | $8797376.00        | $47900.00          | Agency Mortgage-Backed Securities |
| GNII SF BJ1891 C                         | 2048-09-20      | 5.5000%  | 0.0000% | $2128500.00        | $34232.00          | Agency Mortgage-Backed Securities |
| GNII SF BJ2692 C                         | 2048-11-20      | 4.0000%  | 0.0000% | $250000.00         | $35860.00          | Agency Mortgage-Backed Securities |
| GNII SF BI3325 C                         | 2048-09-20      | 4.0000%  | 0.0000% | $150000.00         | $31128.00          | Agency Mortgage-Backed Securities |
| GNMI SF BH7574 X                         | 2048-08-15      | 5.5000%  | 0.0000% | $106057.00         | $14405.00          | Agency Mortgage-Backed Securities |
| GNII SF BH3673 C                         | 2048-05-20      | 4.5000%  | 0.0000% | $397221.00         | $24062.00          | Agency Mortgage-Backed Securities |
| GNMI SF BF5850 X                         | 2048-05-15      | 5.0000%  | 0.0000% | $107724.00         | $39248.00          | Agency Mortgage-Backed Securities |
| GNII SF BF4832 C                         | 2048-04-20      | 4.0000%  | 0.0000% | $123802.00         | $20160.00          | Agency Mortgage-Backed Securities |
| GNII SF BF4747 C                         | 2048-03-20      | 4.0000%  | 0.0000% | $197764.00         | $49361.00          | Agency Mortgage-Backed Securities |
| GNMI SF BF3350 X                         | 2048-02-15      | 4.5000%  | 0.0000% | $268638.00         | $15700.00          | Agency Mortgage-Backed Securities |
| GNII SF BF2878 C                         | 2048-06-20      | 5.0000%  | 0.0000% | $48123.00          | $11247.00          | Agency Mortgage-Backed Securities |
| GNMI SF BE8068 X                         | 2048-02-15      | 5.0000%  | 0.0000% | $947896.00         | $36699.00          | Agency Mortgage-Backed Securities |
| GNMI SF BE6271 X                         | 2048-03-15      | 3.5000%  | 0.0000% | $80870.00          | $29689.00          | Agency Mortgage-Backed Securities |
| GNMI SF BE6231 X                         | 2048-02-15      | 3.5000%  | 0.0000% | $112000.00         | $22200.00          | Agency Mortgage-Backed Securities |
| GNMI SF CO6237 X                         | 2052-06-15      | 4.5000%  | 0.0000% | $426574.00         | $297297.00         | Agency Mortgage-Backed Securities |
| GNMI SF CO1900 X                         | 2052-07-15      | 6.0000%  | 0.0000% | $2000.00           | $2049.00           | Agency Mortgage-Backed Securities |
| GNMI SF BE5051 X                         | 2048-06-15      | 4.0000%  | 0.0000% | $56318.00          | $5373.00           | Agency Mortgage-Backed Securities |
| GNMI SF BE2285 X                         | 2047-12-15      | 3.5000%  | 0.0000% | $46559.00          | $6130.00           | Agency Mortgage-Backed Securities |
| GNMI SF BE1030 X                         | 2047-11-15      | 4.0000%  | 0.0000% | $174000.00         | $79590.00          | Agency Mortgage-Backed Securities |
| GNMI SF BD9876 X                         | 2047-12-15      | 5.0000%  | 0.0000% | $1732.00           | $115.00            | Agency Mortgage-Backed Securities |
| GNMI SF BD7201 X                         | 2047-12-15      | 5.0000%  | 0.0000% | $1460801.00        | $77372.00          | Agency Mortgage-Backed Securities |
| GNMI SF BD7167 X                         | 2047-11-15      | 5.0000%  | 0.0000% | $394390.00         | $32152.00          | Agency Mortgage-Backed Securities |
| GNMI SF BD7159 X                         | 2047-10-15      | 5.0000%  | 0.0000% | $673143.00         | $14503.00          | Agency Mortgage-Backed Securities |
| GNMI SF BD5850 X                         | 2047-10-15      | 3.5000%  | 0.0000% | $2975558.00        | $295856.00         | Agency Mortgage-Backed Securities |
| GNMI SF BD4813 X                         | 2047-11-15      | 3.5000%  | 0.0000% | $75000.00          | $7185.00           | Agency Mortgage-Backed Securities |
| GNMI SF BD4515 X                         | 2047-12-15      | 5.0000%  | 0.0000% | $371745.00         | $42904.00          | Agency Mortgage-Backed Securities |
| GNII SF BD0384 C                         | 2047-10-20      | 3.5000%  | 0.0000% | $200000.00         | $35317.00          | Agency Mortgage-Backed Securities |
| GNMI SF BC8973 X                         | 2047-11-15      | 4.5000%  | 0.0000% | $54888.00          | $6394.00           | Agency Mortgage-Backed Securities |
| GNMI SF BC7361 X                         | 2047-10-15      | 3.5000%  | 0.0000% | $45006.00          | $3501.00           | Agency Mortgage-Backed Securities |
| GNII SF BC7052 C                         | 2047-10-20      | 4.0000%  | 0.0000% | $58609.00          | $9472.00           | Agency Mortgage-Backed Securities |
| GNII SF BC7001 C                         | 2047-09-20      | 4.0000%  | 0.0000% | $35239.00          | $8410.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.5000%  | 0.0000% | $426072.00         | $275.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.5000%  | 0.0000% | $5878200.00        | $16237.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 7.5000%  | 0.0000% | $425000.00         | $6199.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $2812654.00        | $21878.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $505508.00         | $3110.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-15      | 6.0000%  | 0.0000% | $297400.00         | $1251.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-03-15      | 6.0000%  | 0.0000% | $50000.00          | $199.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 6.0000%  | 0.0000% | $669768.00         | $1768.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 7.5000%  | 0.0000% | $95000.00          | $174.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-15      | 6.5000%  | 0.0000% | $100000.00         | $302.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 8.0000%  | 0.0000% | $398058.00         | $2727.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-15      | 6.5000%  | 0.0000% | $138904.00         | $187.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $251516.00         | $360.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 7.5000%  | 0.0000% | $115000.00         | $175.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-01-15      | 6.0000%  | 0.0000% | $5970487.00        | $120721.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 7.5000%  | 0.0000% | $50000.00          | $43.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.5000%  | 0.0000% | $231471.00         | $359.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $642635.00         | $585.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 6.7500%  | 0.0000% | $50000.00          | $256.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-06-15      | 6.5000%  | 0.0000% | $130000.00         | $401.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $1405932.00        | $3862.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 6.2500%  | 0.0000% | $80000.00          | $171.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $1417968.00        | $340.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $4031857.00        | $3004.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 7.3750%  | 0.0000% | $180000.00         | $3870.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $200000.00         | $631.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $2051048.00        | $7174.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 6.0000%  | 0.0000% | $70000.00          | $130.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-15      | 8.0000%  | 0.0000% | $125000.00         | $752.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-15      | 6.7500%  | 0.0000% | $25000.00          | $231.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-03-15      | 6.5000%  | 0.0000% | $81133.00          | $934.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 6.0000%  | 0.0000% | $160128.00         | $219.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-10-15      | 7.5000%  | 0.0000% | $73949.00          | $801.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 7.5000%  | 0.0000% | $1194754.00        | $8721.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-15      | 6.5000%  | 0.0000% | $296082.00         | $310.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-03-15      | 5.0000%  | 0.0000% | $10012086.00       | $80619.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 6.0000%  | 0.0000% | $109735.00         | $162.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 6.0000%  | 0.0000% | $94149.00          | $36.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-15      | 6.0000%  | 0.0000% | $802464.00         | $311.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 4.5000%  | 0.0000% | $12263797.00       | $249189.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-03-15      | 5.0000%  | 0.0000% | $20247348.00       | $286573.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $6201658.00        | $1023.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $170000.00         | $127.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.5000%  | 0.0000% | $2575969.00        | $793.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.5000%  | 0.0000% | $720081.00         | $400.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-11-15      | 6.5000%  | 0.0000% | $107000.00         | $365.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-10-15      | 6.0000%  | 0.0000% | $58100.00          | $35.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-15      | 6.5000%  | 0.0000% | $663000.00         | $395.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 8.0000%  | 0.0000% | $700000.00         | $612.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $6771399.00        | $8339.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $97700.00          | $77.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 5.0000%  | 0.0000% | $448129.00         | $33465.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-04-15      | 5.0000%  | 0.0000% | $621470.00         | $72180.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-15      | 3.5000%  | 0.0000% | $66819.00          | $3528.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 4.0000%  | 0.0000% | $10419292.00       | $354594.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 4.5000%  | 0.0000% | $4163513.00        | $128497.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-15      | 4.5000%  | 0.0000% | $850000.00         | $44999.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-15      | 4.7500%  | 0.0000% | $384641.00         | $43539.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 5.0000%  | 0.0000% | $303219.00         | $41821.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 4.7500%  | 0.0000% | $214451.00         | $45037.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-15      | 5.0000%  | 0.0000% | $1000.00           | $93.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-20      | 4.0000%  | 0.0000% | $1035000.00        | $8090.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-15      | 5.0000%  | 0.0000% | $7912462.00        | $42356.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-15      | 5.0000%  | 0.0000% | $3000000.00        | $108460.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 5.0000%  | 0.0000% | $388607.00         | $2939.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-02-15      | 4.5000%  | 0.0000% | $2197606.00        | $39167.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 4.0000%  | 0.0000% | $1000000.00        | $38019.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 4.5000%  | 0.0000% | $887000.00         | $12727.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 4.5000%  | 0.0000% | $140000.00         | $4385.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 4.5000%  | 0.0000% | $1060000.00        | $23280.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 4.5000%  | 0.0000% | $1735299.00        | $39804.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-15      | 4.7500%  | 0.0000% | $809242.00         | $40502.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-15      | 4.2500%  | 0.0000% | $309621.00         | $28971.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-15      | 4.0000%  | 0.0000% | $45000.00          | $3619.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 4.2500%  | 0.0000% | $391120.00         | $26874.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-11-15      | 5.0000%  | 0.0000% | $42783.00          | $2448.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-08-15      | 4.5000%  | 0.0000% | $217827.00         | $25010.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-15      | 4.5000%  | 0.0000% | $540000.00         | $23797.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-02-20      | 4.5000%  | 0.0000% | $4488400.00        | $48450.00          | Agency Mortgage-Backed Securities |
| GNMI SF BA2485 X                         | 2047-04-15      | 4.5000%  | 0.0000% | $352836.00         | $29118.00          | Agency Mortgage-Backed Securities |
| GNMI SF BA2666 X                         | 2047-06-15      | 5.0000%  | 0.0000% | $1077251.00        | $32936.00          | Agency Mortgage-Backed Securities |
| GNMI SF BA0938 X                         | 2047-05-15      | 4.5000%  | 0.0000% | $233626.00         | $12995.00          | Agency Mortgage-Backed Securities |
| GNMI SF AO3593 X                         | 2045-08-15      | 3.0000%  | 0.0000% | $744769.00         | $38942.00          | Agency Mortgage-Backed Securities |
| GNMI SF AO3533 X                         | 2045-07-15      | 3.0000%  | 0.0000% | $185154.00         | $11677.00          | Agency Mortgage-Backed Securities |
| GNII SF AO1103 C                         | 2045-09-20      | 3.5000%  | 0.0000% | $36000.00          | $5659.00           | Agency Mortgage-Backed Securities |
| GNMI SF AO0095 X                         | 2045-07-15      | 3.0000%  | 0.0000% | $3700093.00        | $521396.00         | Agency Mortgage-Backed Securities |
| GNII SF MA9722 M                         | 2054-06-20      | 4.0000%  | 0.0000% | $27339.00          | $23155.00          | Agency Mortgage-Backed Securities |
| GNII SF MA9720 M                         | 2054-06-20      | 3.0000%  | 0.0000% | $40000.00          | $28720.00          | Agency Mortgage-Backed Securities |
| GNII SF MA9670 M                         | 2054-05-20      | 6.5000%  | 0.0000% | $51765.00          | $21438.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-01-15      | 8.0000%  | 0.0000% | $505000.00         | $370.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-12-15      | 8.0000%  | 0.0000% | $31210.00          | $11.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-01-15      | 7.5000%  | 0.0000% | $11593842.00       | $36919.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 9.0000%  | 0.0000% | $699107.00         | $617.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 8.0000%  | 0.0000% | $5000000.00        | $1995.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 7.5000%  | 0.0000% | $25000.00          | $10.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 8.0000%  | 0.0000% | $830538.00         | $204.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 7.5000%  | 0.0000% | $218000.00         | $73.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.5000%  | 0.0000% | $1132835.00        | $1171706.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1134020.00        | $1206349.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1010924.00        | $847498.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.5000%  | 0.0000% | $1174238.00        | $1261997.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 7.5000%  | 0.0000% | $1333199.00        | $1441114.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $990154.00         | $1028799.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1135861.00        | $1214618.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1857567.00        | $1529801.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.0000%  | 0.0000% | $1357062.00        | $1143570.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.0000%  | 0.0000% | $1461868.00        | $1452062.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.0000%  | 0.0000% | $1533225.00        | $1524287.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.0000%  | 0.0000% | $1128752.00        | $1122389.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.0000%  | 0.0000% | $1374187.00        | $1433375.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1151803.00        | $1207421.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1063382.00        | $1114148.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $1056752.00        | $1125752.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1022019.00        | $1074415.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1470684.00        | $1446831.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1058837.00        | $1059040.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.0000%  | 0.0000% | $1341158.00        | $1393268.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 6.5000%  | 0.0000% | $2862436.00        | $95868.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $1148807.00        | $1222583.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1106674.00        | $1196450.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $1794191.00        | $1361778.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $1400953.00        | $1449810.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.0000%  | 0.0000% | $1128228.00        | $759133.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1183465.00        | $1240071.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $828167.00         | $855730.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1474017.00        | $849827.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.5000%  | 0.0000% | $1300186.00        | $1051996.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1427154.00        | $1494395.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.5000%  | 0.0000% | $1142087.00        | $1161930.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1096000.00        | $1137268.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1173856.00        | $1218442.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 6.5000%  | 0.0000% | $1872591.00        | $1235936.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $2303799.00        | $1108206.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1516061.00        | $1500118.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $1080645.00        | $1141179.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $1006860.00        | $1062911.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $1056754.00        | $899344.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1031352.00        | $1082881.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.0000%  | 0.0000% | $1275194.00        | $1332119.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.5000%  | 0.0000% | $1044725.00        | $1120328.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.0000%  | 0.0000% | $1402788.00        | $1501142.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $1308289.00        | $1420119.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $1121034.00        | $1205564.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1094596.00        | $1127792.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $143291.00         | $150816.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $162329.00         | $171025.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $87940.00          | $77045.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $119965.00         | $126382.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $104242.00         | $108639.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $127473.00         | $133648.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $66925.00          | $70053.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.0000%  | 0.0000% | $1241332.00        | $1188148.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1424199.00        | $1492314.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $1103175.00        | $553638.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.0000%  | 0.0000% | $1077036.00        | $550432.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.0000%  | 0.0000% | $1545000.00        | $664213.00         | Agency Mortgage-Backed Securities |
| GNII SF MA0153 M                         | 2042-06-20      | 3.0000%  | 0.0000% | $80006.00          | $7585.00           | Agency Mortgage-Backed Securities |
| GNII SF MA0006 M                         | 2027-04-20      | 2.5000%  | 0.0000% | $4050000.00        | $24016.00          | Agency Mortgage-Backed Securities |
| GNII SF MA0851 M                         | 2043-03-20      | 3.0000%  | 0.0000% | $120000.00         | $12256.00          | Agency Mortgage-Backed Securities |
| GNII SF MA0782 M                         | 2043-02-20      | 3.0000%  | 0.0000% | $2610000.00        | $267369.00         | Agency Mortgage-Backed Securities |
| GNMI SF AC8419 X                         | 2043-02-15      | 3.0000%  | 0.0000% | $220745.00         | $37160.00          | Agency Mortgage-Backed Securities |
| GNMI SF AC3752 X                         | 2042-12-15      | 3.0000%  | 0.0000% | $522000.00         | $46427.00          | Agency Mortgage-Backed Securities |
| GNMI SF AC3740 X                         | 2042-12-15      | 3.5000%  | 0.0000% | $11252755.00       | $1669547.00        | Agency Mortgage-Backed Securities |
| GNMI SF AC3738 X                         | 2042-12-15      | 3.5000%  | 0.0000% | $101350.00         | $16653.00          | Agency Mortgage-Backed Securities |
| GNMI SF AC3737 X                         | 2042-12-15      | 3.0000%  | 0.0000% | $503000.00         | $43607.00          | Agency Mortgage-Backed Securities |
| GNMI SF AC2045 X                         | 2042-10-15      | 3.5000%  | 0.0000% | $38364.00          | $1899.00           | Agency Mortgage-Backed Securities |
| GNII SF AC0026 C                         | 2039-05-20      | 6.5000%  | 0.0000% | $3601884.00        | $24211.00          | Agency Mortgage-Backed Securities |
| GNMI SF AB9207 X                         | 2042-11-15      | 3.0000%  | 0.0000% | $900000.00         | $77050.00          | Agency Mortgage-Backed Securities |
| GNMI SF AB9206 X                         | 2042-11-15      | 3.0000%  | 0.0000% | $285400.00         | $26378.00          | Agency Mortgage-Backed Securities |
| GNMI SF AB9203 X                         | 2042-11-15      | 3.0000%  | 0.0000% | $10103000.00       | $875578.00         | Agency Mortgage-Backed Securities |
| GNMI SF AB9111 X                         | 2042-10-15      | 3.5000%  | 0.0000% | $50000.00          | $5724.00           | Agency Mortgage-Backed Securities |
| GNMI SF AB9108 X                         | 2042-10-15      | 3.0000%  | 0.0000% | $800000.00         | $78404.00          | Agency Mortgage-Backed Securities |
| GNMI SF AB6663 X                         | 2042-12-15      | 4.0000%  | 0.0000% | $2666598.00        | $338453.00         | Agency Mortgage-Backed Securities |
| GNMI SF AB5966 X                         | 2045-09-15      | 4.5000%  | 0.0000% | $696709.00         | $8790.00           | Agency Mortgage-Backed Securities |
| GNMI SF AB3946 X                         | 2043-04-15      | 3.5000%  | 0.0000% | $251774.00         | $26906.00          | Agency Mortgage-Backed Securities |
| GNMI SF AB2892 X                         | 2042-09-15      | 3.0000%  | 0.0000% | $200000.00         | $14760.00          | Agency Mortgage-Backed Securities |
| GNMI SF AB2890 X                         | 2042-09-15      | 3.0000%  | 0.0000% | $471000.00         | $39622.00          | Agency Mortgage-Backed Securities |
| GNMI SF AB2889 X                         | 2042-09-15      | 3.0000%  | 0.0000% | $188000.00         | $14656.00          | Agency Mortgage-Backed Securities |
| GNII SF AB2158 C                         | 2042-08-20      | 4.0000%  | 0.0000% | $635000.00         | $48855.00          | Agency Mortgage-Backed Securities |
| GNMI SF AB1611 X                         | 2042-09-15      | 4.0000%  | 0.0000% | $341492.00         | $18045.00          | Agency Mortgage-Backed Securities |
| GNMI SF AB1435 X                         | 2042-08-15      | 4.0000%  | 0.0000% | $891952.00         | $204777.00         | Agency Mortgage-Backed Securities |
| GNMI SF AB1437 X                         | 2042-08-15      | 4.0000%  | 0.0000% | $262163.00         | $23086.00          | Agency Mortgage-Backed Securities |
| GNMI SF AB1068 X                         | 2042-10-15      | 3.0000%  | 0.0000% | $377000.00         | $48765.00          | Agency Mortgage-Backed Securities |
| GNMI SF AB1751 X                         | 2042-09-15      | 4.0000%  | 0.0000% | $271594.00         | $29280.00          | Agency Mortgage-Backed Securities |
| GNMI SF AA8612 X                         | 2042-12-15      | 3.0000%  | 0.0000% | $536129.00         | $37697.00          | Agency Mortgage-Backed Securities |
| GNMI SF AA8397 X                         | 2028-03-15      | 2.5000%  | 0.0000% | $45000.00          | $698.00            | Agency Mortgage-Backed Securities |
| GNMI SF AA8381 X                         | 2027-09-15      | 2.5000%  | 0.0000% | $1140000.00        | $9922.00           | Agency Mortgage-Backed Securities |
| GNMI SF AA8341 X                         | 2028-02-15      | 2.5000%  | 0.0000% | $775000.00         | $11465.00          | Agency Mortgage-Backed Securities |
| GNMI SF AA7865 X                         | 2042-06-15      | 3.5000%  | 0.0000% | $910000.00         | $38796.00          | Agency Mortgage-Backed Securities |
| GNMI SF AA7668 X                         | 2042-08-15      | 3.5000%  | 0.0000% | $25000.00          | $1294.00           | Agency Mortgage-Backed Securities |
| GNMI SF AA6407 X                         | 2043-05-15      | 3.0000%  | 0.0000% | $3250000.00        | $303129.00         | Agency Mortgage-Backed Securities |
| GNMI SF AA6403 X                         | 2043-05-15      | 3.0000%  | 0.0000% | $300000.00         | $40627.00          | Agency Mortgage-Backed Securities |
| GNII SF AA6123 C                         | 2043-03-20      | 3.0000%  | 0.0000% | $1286044.00        | $143644.00         | Agency Mortgage-Backed Securities |
| GNMI SF AA6008 X                         | 2043-01-15      | 3.5000%  | 0.0000% | $45795.00          | $5583.00           | Agency Mortgage-Backed Securities |
| GNMI SF AA5948 X                         | 2042-12-15      | 3.0000%  | 0.0000% | $2450000.00        | $249465.00         | Agency Mortgage-Backed Securities |
| GNMI SF AA5946 X                         | 2042-10-15      | 3.5000%  | 0.0000% | $30000.00          | $2699.00           | Agency Mortgage-Backed Securities |
| GNII SF AA5929 C                         | 2042-12-20      | 3.5000%  | 0.0000% | $202561.00         | $27735.00          | Agency Mortgage-Backed Securities |
| GNMI SF AA5844 X                         | 2042-11-15      | 3.0000%  | 0.0000% | $1167813.00        | $205617.00         | Agency Mortgage-Backed Securities |
| GNMI SF AA5649 X                         | 2042-09-15      | 3.0000%  | 0.0000% | $700000.00         | $86553.00          | Agency Mortgage-Backed Securities |
| GNMI SF AA5029 X                         | 2042-08-15      | 3.5000%  | 0.0000% | $44872.00          | $6811.00           | Agency Mortgage-Backed Securities |
| GNMI SF AA2536 X                         | 2042-04-15      | 3.5000%  | 0.0000% | $201211.00         | $7216.00           | Agency Mortgage-Backed Securities |
| GNMI SF AA2654 X                         | 2043-06-15      | 3.0000%  | 0.0000% | $765944.00         | $74954.00          | Agency Mortgage-Backed Securities |
| GNMI SF AA0671 X                         | 2042-06-15      | 3.8750%  | 0.0000% | $255224.00         | $15276.00          | Agency Mortgage-Backed Securities |
| GNMI SF AA0107 X                         | 2042-04-15      | 3.0000%  | 0.0000% | $1342707.00        | $296737.00         | Agency Mortgage-Backed Securities |
| GNMI SF AA0015 X                         | 2042-04-15      | 3.0000%  | 0.0000% | $1045171.00        | $208864.00         | Agency Mortgage-Backed Securities |
| GNMI SF 799722 X                         | 2042-10-15      | 3.5000%  | 0.0000% | $25000.00          | $3324.00           | Agency Mortgage-Backed Securities |
| GNMI SF 798956 X                         | 2042-05-15      | 3.5000%  | 0.0000% | $415000.00         | $16595.00          | Agency Mortgage-Backed Securities |
| GNII SF 796727 C                         | 2038-12-20      | 6.5000%  | 0.0000% | $3055000.00        | $102844.00         | Agency Mortgage-Backed Securities |
| GNMI SF 796149 X                         | 2042-02-15      | 3.5000%  | 0.0000% | $3009698.00        | $141483.00         | Agency Mortgage-Backed Securities |
| GNMI SF 796079 X                         | 2042-01-15      | 3.0000%  | 0.0000% | $1090176.00        | $150235.00         | Agency Mortgage-Backed Securities |
| GNMI SF 796233 X                         | 2042-05-15      | 3.5000%  | 0.0000% | $324000.00         | $20675.00          | Agency Mortgage-Backed Securities |
| GNMI SF 793101 X                         | 2042-02-15      | 3.7500%  | 0.0000% | $1285398.00        | $8575.00           | Agency Mortgage-Backed Securities |
| GNMI SF 792961 X                         | 2041-12-15      | 4.2500%  | 0.0000% | $261783.00         | $12014.00          | Agency Mortgage-Backed Securities |
| GNMI SF 792833 X                         | 2042-01-15      | 3.7500%  | 0.0000% | $5203021.00        | $612910.00         | Agency Mortgage-Backed Securities |
| GNMI SF 792488 X                         | 2041-12-15      | 4.2500%  | 0.0000% | $1855650.00        | $195356.00         | Agency Mortgage-Backed Securities |
| GNMI SF 792487 X                         | 2041-12-15      | 3.7500%  | 0.0000% | $3272314.00        | $244612.00         | Agency Mortgage-Backed Securities |
| GNMI SF 792628 X                         | 2042-01-15      | 3.7500%  | 0.0000% | $3636973.00        | $184652.00         | Agency Mortgage-Backed Securities |
| GNMI SF 790100 X                         | 2042-01-15      | 3.5000%  | 0.0000% | $500000.00         | $28730.00          | Agency Mortgage-Backed Securities |
| GNMI SF 779766 X                         | 2041-11-15      | 3.0000%  | 0.0000% | $208694.00         | $46386.00          | Agency Mortgage-Backed Securities |
| GNMI SF 779761 X                         | 2041-11-15      | 3.0000%  | 0.0000% | $1438335.00        | $93074.00          | Agency Mortgage-Backed Securities |
| GNMI SF 779240 X                         | 2042-05-15      | 3.5000%  | 0.0000% | $1500000.00        | $79665.00          | Agency Mortgage-Backed Securities |
| GNMI SF 779220 X                         | 2042-05-15      | 3.0000%  | 0.0000% | $568000.00         | $49423.00          | Agency Mortgage-Backed Securities |
| GNMI SF 778974 X                         | 2042-03-15      | 3.5000%  | 0.0000% | $535652.00         | $25568.00          | Agency Mortgage-Backed Securities |
| GNMI SF 779579 X                         | 2041-10-15      | 3.5000%  | 0.0000% | $237000.00         | $4275.00           | Agency Mortgage-Backed Securities |
| GNMI SF 778375 X                         | 2042-04-15      | 3.5000%  | 0.0000% | $250000.00         | $59430.00          | Agency Mortgage-Backed Securities |
| GNMI SF 775611 X                         | 2041-11-15      | 4.5000%  | 0.0000% | $2046857.00        | $114108.00         | Agency Mortgage-Backed Securities |
| GNMI SF 774906 X                         | 2041-09-15      | 4.5000%  | 0.0000% | $1803271.00        | $335116.00         | Agency Mortgage-Backed Securities |
| GNMI SF 774508 X                         | 2041-09-15      | 4.5000%  | 0.0000% | $72568.00          | $3812.00           | Agency Mortgage-Backed Securities |
| GNMI SF 775156 X                         | 2041-10-15      | 4.5000%  | 0.0000% | $1573564.00        | $80930.00          | Agency Mortgage-Backed Securities |
| GNMI SF 774296 X                         | 2042-03-15      | 5.0000%  | 0.0000% | $268000.00         | $17097.00          | Agency Mortgage-Backed Securities |
| GNMI SF 774292 X                         | 2042-03-15      | 3.5000%  | 0.0000% | $42805.00          | $2628.00           | Agency Mortgage-Backed Securities |
| GNMI SF 774290 X                         | 2042-02-15      | 5.0000%  | 0.0000% | $132000.00         | $4787.00           | Agency Mortgage-Backed Securities |
| GNMI SF 769645 X                         | 2041-12-15      | 4.5000%  | 0.0000% | $201926.00         | $26981.00          | Agency Mortgage-Backed Securities |
| GNMI SF 769095 X                         | 2041-07-15      | 4.5000%  | 0.0000% | $16085.00          | $650.00            | Agency Mortgage-Backed Securities |
| GNMI SF 768476 X                         | 2041-05-15      | 4.2500%  | 0.0000% | $638375.00         | $121771.00         | Agency Mortgage-Backed Securities |
| GNMI SF 768886 X                         | 2041-06-15      | 4.2500%  | 0.0000% | $437161.00         | $39514.00          | Agency Mortgage-Backed Securities |
| GNMI SF 767556 X                         | 2041-08-15      | 4.5000%  | 0.0000% | $1000000.00        | $95988.00          | Agency Mortgage-Backed Securities |
| GNMI SF 766766 X                         | 2042-05-15      | 3.0000%  | 0.0000% | $942489.00         | $73071.00          | Agency Mortgage-Backed Securities |
| GNMI SF 766764 X                         | 2042-05-15      | 3.5000%  | 0.0000% | $120139.00         | $6980.00           | Agency Mortgage-Backed Securities |
| GNMI SF 766637 X                         | 2042-04-15      | 3.5000%  | 0.0000% | $1755502.00        | $104535.00         | Agency Mortgage-Backed Securities |
| GNMI SF 765307 X                         | 2041-05-15      | 5.0000%  | 0.0000% | $1362600.00        | $36790.00          | Agency Mortgage-Backed Securities |
| GNMI SF 763972 X                         | 2027-01-15      | 3.5000%  | 0.0000% | $7836.00           | $38.00             | Agency Mortgage-Backed Securities |
| GNMI SF 763874 X                         | 2043-08-15      | 4.5000%  | 0.0000% | $500590.00         | $108311.00         | Agency Mortgage-Backed Securities |
| GNMI SF 763216 X                         | 2041-04-15      | 4.2500%  | 0.0000% | $1651462.00        | $64430.00          | Agency Mortgage-Backed Securities |
| GNMI SF 762752 X                         | 2041-03-15      | 5.0000%  | 0.0000% | $132000.00         | $7133.00           | Agency Mortgage-Backed Securities |
| GNMI SF 762726 X                         | 2041-03-15      | 4.2500%  | 0.0000% | $1382521.00        | $48553.00          | Agency Mortgage-Backed Securities |
| GNMI SF 762045 X                         | 2041-03-15      | 4.5000%  | 0.0000% | $461716.00         | $48753.00          | Agency Mortgage-Backed Securities |
| GNMI SF 761925 X                         | 2041-02-15      | 4.0000%  | 0.0000% | $310649.00         | $4973.00           | Agency Mortgage-Backed Securities |
| GNMI SF 760883 X                         | 2041-02-15      | 3.5000%  | 0.0000% | $100000.00         | $5148.00           | Agency Mortgage-Backed Securities |
| GNMI SF 760397 X                         | 2041-11-15      | 5.0000%  | 0.0000% | $5448769.00        | $17484.00          | Agency Mortgage-Backed Securities |
| GNMI SF 760393 X                         | 2041-10-15      | 5.0000%  | 0.0000% | $1429000.00        | $22183.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-03-15      | 5.5000%  | 0.0000% | $4868634.00        | $25856.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-11-15      | 6.0000%  | 0.0000% | $99243.00          | $1131.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 4.5000%  | 0.0000% | $182773.00         | $12168.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-15      | 5.0000%  | 0.0000% | $270000.00         | $1987.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-07-15      | 6.0000%  | 0.0000% | $131000.00         | $2882.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 6.5000%  | 0.0000% | $297255.00         | $1942.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-15      | 6.5000%  | 0.0000% | $392000.00         | $25455.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-02-15      | 5.0000%  | 0.0000% | $7000.00           | $98.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-12-15      | 6.5000%  | 0.0000% | $325000.00         | $4525.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.5000%  | 0.0000% | $42882.00          | $90.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.0000%  | 0.0000% | $200411.00         | $977.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-12-15      | 6.0000%  | 0.0000% | $763342.00         | $6816.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-11-15      | 6.0000%  | 0.0000% | $875204.00         | $7138.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-07-15      | 6.0000%  | 0.0000% | $105000.00         | $454.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-08-15      | 6.0000%  | 0.0000% | $215000.00         | $3155.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-08-15      | 6.0000%  | 0.0000% | $5200000.00        | $19935.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-07-15      | 6.0000%  | 0.0000% | $100000.00         | $619.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-15      | 3.0000%  | 0.0000% | $488186.00         | $72005.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-03-15      | 3.0000%  | 0.0000% | $159037.00         | $20682.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-06-15      | 6.0000%  | 0.0000% | $161277.00         | $1101.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-06-15      | 6.0000%  | 0.0000% | $5000.00           | $49.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-08-15      | 7.5000%  | 0.0000% | $1100000.00        | $4650.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-05-15      | 5.5000%  | 0.0000% | $497794.00         | $6537.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-10-15      | 6.5000%  | 0.0000% | $75870.00          | $1295.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-09-15      | 7.5000%  | 0.0000% | $25000.00          | $245.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-01-15      | 6.0000%  | 0.0000% | $771393.00         | $16620.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-09-15      | 7.0000%  | 0.0000% | $47675.00          | $2957.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-08-15      | 7.0000%  | 0.0000% | $26205.00          | $574.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-08-15      | 7.0000%  | 0.0000% | $61715.00          | $1337.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-12-15      | 5.5000%  | 0.0000% | $11397736.00       | $60863.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-11-15      | 6.0000%  | 0.0000% | $634507.00         | $3630.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-10-15      | 6.0000%  | 0.0000% | $154000.00         | $848.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-07-15      | 6.0000%  | 0.0000% | $1062707.00        | $5237.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-01-15      | 6.5000%  | 0.0000% | $31584.00          | $608.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-09-15      | 8.5000%  | 0.0000% | $475000.00         | $27542.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-06-15      | 6.0000%  | 0.0000% | $117708.00         | $262.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-07-15      | 6.5000%  | 0.0000% | $45665.00          | $1381.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-05-15      | 6.5000%  | 0.0000% | $25000.00          | $1641.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-04-15      | 6.5000%  | 0.0000% | $26010.00          | $1491.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-07-15      | 6.0000%  | 0.0000% | $107858.00         | $804.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-07-15      | 6.0000%  | 0.0000% | $2050893.00        | $24371.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-03-15      | 6.0000%  | 0.0000% | $93981.00          | $1139.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-03-15      | 6.0000%  | 0.0000% | $158626.00         | $2255.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-02-15      | 6.0000%  | 0.0000% | $48823.00          | $2057.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-06-15      | 6.0000%  | 0.0000% | $1000000.00        | $6804.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-06-15      | 6.0000%  | 0.0000% | $269850.00         | $3910.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-04-15      | 6.0000%  | 0.0000% | $500000.00         | $15506.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-03-15      | 6.0000%  | 0.0000% | $146275.00         | $1200.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-02-15      | 6.0000%  | 0.0000% | $539468.00         | $2052.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-01-15      | 6.0000%  | 0.0000% | $39164.00          | $225.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-12-15      | 6.0000%  | 0.0000% | $27318.00          | $341.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-11-15      | 7.5000%  | 0.0000% | $63804.00          | $371.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 7.0000%  | 0.0000% | $150710.00         | $211.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $2911593.00        | $3421.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 7.5000%  | 0.0000% | $1105966.00        | $1804.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.5000%  | 0.0000% | $75000.00          | $21.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.5000%  | 0.0000% | $292000.00         | $305.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $25000.00          | $48.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 8.0000%  | 0.0000% | $25000.00          | $114.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-15      | 6.0000%  | 0.0000% | $110714.00         | $165.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $1089982.00        | $1308.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $977281.00         | $926553.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $857776.00         | $810716.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $974247.00         | $942463.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $170288.00         | $114175.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $138836.00         | $96616.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.0000%  | 0.0000% | $1352723.00        | $1254548.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1211204.00        | $1069369.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1015005.00        | $779303.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1072298.00        | $1124034.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1665914.00        | $1098616.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1340545.00        | $1058204.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1424918.00        | $1104530.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $450774.00         | $200092.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $373357.00         | $220315.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $295478.00         | $256410.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $286791.00         | $194177.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $182748.00         | $126371.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.5000%  | 0.0000% | $33104.00          | $24594.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.5000%  | 0.0000% | $109182.00         | $94319.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.5000%  | 0.0000% | $330954.00         | $182524.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $38663.00          | $37392.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 5.5000%  | 0.0000% | $1341274.00        | $1355325.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1345321.00        | $1412841.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $900157.00         | $940125.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1333088.00        | $1410530.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1090763.00        | $1151242.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1167010.00        | $1237730.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $1017600.00        | $1088847.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1414519.00        | $1495474.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1113745.00        | $1176869.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1097733.00        | $1157446.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1334182.00        | $1394446.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $1313986.00        | $1383158.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $611359.00         | $644033.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.2500%  | 0.0000% | $296324.00         | $304218.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1153863.00        | $1204502.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $1295715.00        | $1256235.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-07-20      | 6.0000%  | 0.0000% | $1227877.00        | $11605.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-05-20      | 5.5000%  | 0.0000% | $2000000.00        | $19972.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-01-20      | 6.0000%  | 0.0000% | $2013751.00        | $19808.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-02-20      | 5.0000%  | 0.0000% | $1100000.00        | $9593.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-07-20      | 6.5000%  | 0.0000% | $17231.00          | $188.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-07-20      | 6.0000%  | 0.0000% | $51670.00          | $411.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-06-20      | 5.5000%  | 0.0000% | $75000.00          | $695.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-04-20      | 5.0000%  | 0.0000% | $40000.00          | $465.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-04-20      | 4.5000%  | 0.0000% | $35000.00          | $874.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-03-20      | 7.0000%  | 0.0000% | $50000.00          | $527.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-03-20      | 5.5000%  | 0.0000% | $400001.00         | $4554.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-05-20      | 5.5000%  | 0.0000% | $1935.00           | $19.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-10-20      | 5.2500%  | 0.0000% | $40000.00          | $1068.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-02-20      | 5.5000%  | 0.0000% | $53000.00          | $621.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-11-20      | 5.4500%  | 0.0000% | $258831.00         | $35203.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-05-20      | 6.0000%  | 0.0000% | $2865100.00        | $39306.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-20      | 4.0000%  | 0.0000% | $1004708.00        | $36190.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-20      | 5.5000%  | 0.0000% | $894008.00         | $38621.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-20      | 4.0000%  | 0.0000% | $227000.00         | $6492.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-20      | 6.0000%  | 0.0000% | $615141.00         | $9550.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-20      | 5.0000%  | 0.0000% | $15003.00          | $207.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-10-20      | 5.0000%  | 0.0000% | $40000.00          | $440.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-10-20      | 4.5000%  | 0.0000% | $25000.00          | $293.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-20      | 5.0000%  | 0.0000% | $30000.00          | $325.00            | Agency Mortgage-Backed Securities |
| GNMI SF BC7174 X                         | 2047-09-15      | 4.5000%  | 0.0000% | $31068.00          | $3763.00           | Agency Mortgage-Backed Securities |
| GNMI SF BC5919 X                         | 2047-09-15      | 4.0000%  | 0.0000% | $25000.00          | $8963.00           | Agency Mortgage-Backed Securities |
| GNII SF BC5429 C                         | 2047-10-20      | 3.5000%  | 0.0000% | $100000.00         | $17185.00          | Agency Mortgage-Backed Securities |
| GNII SF BC4732 C                         | 2047-10-20      | 3.5000%  | 0.0000% | $200000.00         | $33727.00          | Agency Mortgage-Backed Securities |
| GNMI SF BC3562 X                         | 2047-08-15      | 4.5000%  | 0.0000% | $310242.00         | $19439.00          | Agency Mortgage-Backed Securities |
| GNII SF BC1888 C                         | 2047-08-20      | 3.5000%  | 0.0000% | $30000.00          | $6279.00           | Agency Mortgage-Backed Securities |
| GNII SF BC2596 C                         | 2047-10-20      | 4.0000%  | 0.0000% | $99226.00          | $7885.00           | Agency Mortgage-Backed Securities |
| GNMI SF BB7237 X                         | 2047-09-15      | 5.0000%  | 0.0000% | $1305161.00        | $37249.00          | Agency Mortgage-Backed Securities |
| GNII SF BB6965 C                         | 2047-07-20      | 3.5000%  | 0.0000% | $115000.00         | $46015.00          | Agency Mortgage-Backed Securities |
| GNMI SF BB4357 X                         | 2047-07-15      | 4.0000%  | 0.0000% | $70479.00          | $10583.00          | Agency Mortgage-Backed Securities |
| GNMI SF BA9801 X                         | 2047-06-15      | 4.5000%  | 0.0000% | $444177.00         | $34051.00          | Agency Mortgage-Backed Securities |
| GNMI SF BA7888 X                         | 2047-05-15      | 4.5000%  | 0.0000% | $93500.00          | $29605.00          | Agency Mortgage-Backed Securities |
| GNMI SF BA5780 X                         | 2047-05-15      | 5.0000%  | 0.0000% | $233214.00         | $14120.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.5000%  | 0.0000% | $1158604.00        | $1223215.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1406844.00        | $1397592.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1096000.00        | $1104086.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.5000%  | 0.0000% | $1088844.00        | $1149324.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.5000%  | 0.0000% | $1270747.00        | $1351082.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1123408.00        | $1117348.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1060326.00        | $1054626.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.5000%  | 0.0000% | $1099122.00        | $1159002.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.0000%  | 0.0000% | $1462159.00        | $1513378.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $553571.00         | $575030.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1190511.00        | $1185404.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 4.5000%  | 0.0000% | $1066998.00        | $1038501.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $1387209.00        | $1407769.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1393330.00        | $1394436.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1535689.00        | $1527504.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $616143.00         | $625477.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $989762.00         | $1004710.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1217587.00        | $1215354.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.0000%  | 0.0000% | $1096055.00        | $1134491.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $793639.00         | $805448.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1018427.00        | $1012999.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1211235.00        | $1204756.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1204289.00        | $1197773.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1274519.00        | $1267467.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $1649870.00        | $1500813.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1371571.00        | $1390944.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1243331.00        | $1242966.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $273539.00         | $277684.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $801219.00         | $830047.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $1050266.00        | $1100784.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $1090504.00        | $1139654.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.0000%  | 0.0000% | $1386996.00        | $1416279.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $469184.00         | $476778.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1252016.00        | $1246643.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $227843.00         | $234317.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $1389244.00        | $1489664.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $802361.00         | $846775.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1076019.00        | $1070069.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.5000%  | 0.0000% | $1077524.00        | $1147006.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.5000%  | 0.0000% | $1173867.00        | $1251135.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $1267269.00        | $1334784.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $1371257.00        | $1443883.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $1088076.00        | $1146322.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1101394.00        | $1102078.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $1358751.00        | $1433965.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $1210264.00        | $1289673.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $1253963.00        | $1328518.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $1363212.00        | $1438673.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $1114875.00        | $1176590.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $1093241.00        | $1158247.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1422122.00        | $1410744.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $1316918.00        | $1408887.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1108340.00        | $1109029.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1245339.00        | $1246113.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1441628.00        | $1442525.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $1363162.00        | $1451781.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1416520.00        | $1408934.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1227282.00        | $1225949.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $1183085.00        | $1234802.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $1182557.00        | $1257535.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1066890.00        | $1065572.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1521120.00        | $1507765.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $476389.00         | $474502.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 4.5000%  | 0.0000% | $1163145.00        | $1105980.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $1108369.00        | $1056701.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1051019.00        | $1086022.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1047511.00        | $1040134.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $1423680.00        | $1469635.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1362891.00        | $1406980.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $1029710.00        | $1070111.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1391736.00        | $1479911.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1463630.00        | $1493724.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1028605.00        | $1087192.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1390031.00        | $1434081.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $1123517.00        | $1183008.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $1190688.00        | $1256605.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1391879.00        | $1405955.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.0000%  | 0.0000% | $1458635.00        | $1505280.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 7.0000%  | 0.0000% | $1079679.00        | $1128424.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1169427.00        | $1228873.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1138902.00        | $1195170.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1087242.00        | $1143809.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $1484000.00        | $1509935.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $1603872.00        | $1477928.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $1545891.00        | $1529839.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1388796.00        | $1474297.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1133397.00        | $1190441.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1003621.00        | $1054655.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 4.5000%  | 0.0000% | $1440650.00        | $1384410.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1164205.00        | $1224233.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 7.0000%  | 0.0000% | $971816.00         | $1034595.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $1317436.00        | $1311059.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1294899.00        | $1335752.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-01-15      | 7.5000%  | 0.0000% | $1240715.00        | $22.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-09-15      | 7.5000%  | 0.0000% | $550000.00         | $6.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-08-15      | 7.5000%  | 0.0000% | $770786.00         | $5.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-15      | 6.0000%  | 0.0000% | $729000.00         | $419.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-08-20      | 8.5000%  | 0.0000% | $81265.00          | $14.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-20      | 8.5000%  | 0.0000% | $1636395.00        | $448.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-15      | 6.5000%  | 0.0000% | $64000.00          | $34.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-15      | 6.5000%  | 0.0000% | $332450.00         | $208.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-05-15      | 6.5000%  | 0.0000% | $164000.00         | $59.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 7.5000%  | 0.0000% | $90570.00          | $15.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-15      | 6.0000%  | 0.0000% | $283000.00         | $190.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $4696195.00        | $21287.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $580566.00         | $8271.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1596305.00        | $5273.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $2025945.00        | $13579.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1839978.00        | $3421.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $294956.00         | $6623.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1000100.00        | $6600.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1000100.00        | $6986.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $790042.00         | $3891.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $144468.00         | $2719.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $889433.00         | $6592.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 6.0000%  | 0.0000% | $387732.00         | $3947.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $1169462.00        | $7288.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $1622040.00        | $8846.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $68826.00          | $647.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $995161.00         | $11586.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.5000%  | 0.0000% | $41000.00          | $247.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-09-15      | 4.5000%  | 0.0000% | $1013163.00        | $7588.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-11-15      | 6.0000%  | 0.0000% | $87943.00          | $653.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-11-15      | 6.0000%  | 0.0000% | $49477.00          | $546.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-10-15      | 6.0000%  | 0.0000% | $864104.00         | $5473.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-01-15      | 6.0000%  | 0.0000% | $112571.00         | $793.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-12-15      | 6.0000%  | 0.0000% | $55177.00          | $868.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-01-15      | 6.0000%  | 0.0000% | $142221.00         | $2235.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-10-15      | 6.0000%  | 0.0000% | $107145.00         | $485.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-12-15      | 6.0000%  | 0.0000% | $50000.00          | $444.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-11-15      | 5.5000%  | 0.0000% | $760661.00         | $9878.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-07-15      | 6.0000%  | 0.0000% | $174011.00         | $4357.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-01-15      | 6.5000%  | 0.0000% | $1500918.00        | $45016.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-07-15      | 8.0000%  | 0.0000% | $50000.00          | $2991.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-15      | 5.7000%  | 0.0000% | $2995000.00        | $4454.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-08-15      | 6.2300%  | 0.0000% | $250000.00         | $1139.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-09-15      | 6.5000%  | 0.0000% | $24080.00          | $1650.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-12-15      | 6.0000%  | 0.0000% | $85000.00          | $1183.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-04-15      | 5.0000%  | 0.0000% | $230000.00         | $10205.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-10-15      | 6.0000%  | 0.0000% | $180000.00         | $5403.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-09-15      | 4.5000%  | 0.0000% | $25000.00          | $457.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-04-15      | 6.0000%  | 0.0000% | $25000.00          | $2195.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-11-15      | 6.0000%  | 0.0000% | $26565.00          | $596.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-03-15      | 6.0000%  | 0.0000% | $132582.00         | $1416.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-10-15      | 6.0000%  | 0.0000% | $81000.00          | $327.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-06-15      | 3.0000%  | 0.0000% | $44000.00          | $15430.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-09-15      | 6.0000%  | 0.0000% | $155000.00         | $6848.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-07-15      | 6.0000%  | 0.0000% | $958128.00         | $9016.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-15      | 6.0000%  | 0.0000% | $264585.00         | $5583.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-11-15      | 6.5000%  | 0.0000% | $1018685.00        | $57758.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-07-15      | 6.0000%  | 0.0000% | $76030.00          | $1706.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-09-15      | 6.0000%  | 0.0000% | $26940.00          | $1876.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-09-15      | 6.0000%  | 0.0000% | $48282.00          | $425.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-06-15      | 7.5000%  | 0.0000% | $28000.00          | $159.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 8.0000%  | 0.0000% | $1025000.00        | $6152.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.5000%  | 0.0000% | $1415874.00        | $3218.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 8.0000%  | 0.0000% | $2000000.00        | $13521.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-06-15      | 6.0000%  | 0.0000% | $537512.00         | $741.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 9.0000%  | 0.0000% | $50000.00          | $401.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.5000%  | 0.0000% | $5999692.00        | $7879.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.5000%  | 0.0000% | $115752.00         | $368.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 8.5000%  | 0.0000% | $3744038.00        | $13461.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $1132281.00        | $1149425.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1046099.00        | $1047649.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1226343.00        | $1219686.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.5000%  | 0.0000% | $1272939.00        | $1350765.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1197778.00        | $1192639.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $1170492.00        | $1231760.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1135932.00        | $1136646.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $269356.00         | $273407.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-03-15      | 7.5000%  | 0.0000% | $1000017.00        | $10338.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $186664.00         | $189.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 6.5000%  | 0.0000% | $233448.00         | $424.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 7.0000%  | 0.0000% | $150212.00         | $31.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-20      | 6.4500%  | 0.0000% | $537904.00         | $16172.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-06-15      | 7.5000%  | 0.0000% | $48510.00          | $396.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-10-15      | 7.5000%  | 0.0000% | $3011871.00        | $2242.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 7.5000%  | 0.0000% | $5917958.00        | $918.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $3017609.00        | $2860.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 6.5000%  | 0.0000% | $344056.00         | $513.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-06-15      | 6.0000%  | 0.0000% | $49202.00          | $139.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 8.0000%  | 0.0000% | $835083.00         | $1943.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-02-15      | 8.0000%  | 0.0000% | $42166.00          | $1217.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 8.0000%  | 0.0000% | $26000.00          | $23.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.5000%  | 0.0000% | $794155.00         | $4844.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 7.5000%  | 0.0000% | $100003804.00      | $26677.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 7.5000%  | 0.0000% | $35000.00          | $46.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.0000%  | 0.0000% | $156927.00         | $24.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 7.5000%  | 0.0000% | $3200000.00        | $3600.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 8.0000%  | 0.0000% | $46000.00          | $95.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 8.5000%  | 0.0000% | $1180152.00        | $827.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 8.0000%  | 0.0000% | $3156638.00        | $3334.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-05-15      | 8.0000%  | 0.0000% | $163619.00         | $128.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.5000%  | 0.0000% | $1982808.00        | $1191.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-02-15      | 8.0000%  | 0.0000% | $137392.00         | $31.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 8.0000%  | 0.0000% | $653933.00         | $1070.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-15      | 6.5000%  | 0.0000% | $200000.00         | $210.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 7.0000%  | 0.0000% | $112647.00         | $109.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 6.0000%  | 0.0000% | $235235.00         | $631.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 6.0000%  | 0.0000% | $43104.00          | $64.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $1200000.00        | $782.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 7.5000%  | 0.0000% | $40000.00          | $104.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 7.0000%  | 0.0000% | $164473.00         | $266.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-15      | 6.2500%  | 0.0000% | $435000.00         | $299.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-15      | 8.0000%  | 0.0000% | $175000.00         | $214.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 7.5000%  | 0.0000% | $677571.00         | $198.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-06-15      | 6.5000%  | 0.0000% | $315662.00         | $2171.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-15      | 6.0000%  | 0.0000% | $5155695.00        | $13454.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $2696177.00        | $10815.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $1126011.00        | $16967.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-15      | 6.0000%  | 0.0000% | $3152591.00        | $30039.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 7.5000%  | 0.0000% | $180000.00         | $283.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-15      | 6.0000%  | 0.0000% | $584641.00         | $13461.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $892981.00         | $5902.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-11-15      | 8.0000%  | 0.0000% | $31615.00          | $19.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 8.0000%  | 0.0000% | $450000.00         | $628.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $191618.00         | $569.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $463169.00         | $2569.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 7.5000%  | 0.0000% | $75000.00          | $18.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $167185.00         | $156414.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $254920.00         | $219190.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $66896.00          | $61656.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $68348.00          | $72287.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $78886.00          | $77961.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $1222317.00        | $1057253.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.0000%  | 0.0000% | $1158104.00        | $1220576.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1001490.00        | $996538.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $179459.00         | $132973.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $169930.00         | $145703.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $180091.00         | $153053.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $90178.00          | $76043.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1056759.00        | $1104326.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $1421572.00        | $1486964.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $1072219.00        | $1133226.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1185970.00        | $668417.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1561984.00        | $753696.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1324528.00        | $1386584.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1204735.00        | $1259947.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1167656.00        | $1012737.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $507846.00         | $528244.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $1143635.00        | $1206443.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1280170.00        | $1338576.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $1231088.00        | $1238471.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $1307745.00        | $295890.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $1467728.00        | $587925.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $89908.00          | $62899.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $1442388.00        | $732936.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $1196765.00        | $618594.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $80298.00          | $42340.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $677051.00         | $704622.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $1207503.00        | $1198181.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $395315.00         | $309253.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.5000%  | 0.0000% | $1906620.00        | $660119.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $169607.00         | $132676.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $93781.00          | $72822.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1187713.00        | $1247059.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1072477.00        | $1127150.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1146298.00        | $1187885.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1332366.00        | $1159079.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1178894.00        | $1223935.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1050682.00        | $1068009.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $1431493.00        | $1515018.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1450812.00        | $1523985.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1248996.00        | $1331261.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.5000%  | 0.0000% | $1015171.00        | $1071367.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 7.0000%  | 0.0000% | $1186322.00        | $1228321.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $1440140.00        | $1481805.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $746454.00         | $792725.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1070596.00        | $1141095.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.0000%  | 0.0000% | $1235486.00        | $1218174.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.0000%  | 0.0000% | $1275702.00        | $1381630.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.0000%  | 0.0000% | $1240794.00        | $1342188.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.0000%  | 0.0000% | $91931.00          | $97123.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1071271.00        | $1124149.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $601405.00         | $638624.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 4.5000%  | 0.0000% | $1320166.00        | $1265241.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $1459936.00        | $1371293.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1311587.00        | $1375180.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1081634.00        | $1136689.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1137904.00        | $1193455.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1103000.00        | $1151490.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 3.5000%  | 0.0000% | $1079551.00        | $948328.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1455441.00        | $1528174.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1153417.00        | $1212425.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1289601.00        | $1355097.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.5000%  | 0.0000% | $1289669.00        | $1383380.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.5000%  | 0.0000% | $1159929.00        | $1244967.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.5000%  | 0.0000% | $1135790.00        | $1216959.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.5000%  | 0.0000% | $1012962.00        | $1084196.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.5000%  | 0.0000% | $1100666.00        | $1181317.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1388934.00        | $1459389.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.5000%  | 0.0000% | $254593.00         | $258211.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1060639.00        | $801696.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1136209.00        | $1193035.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1107163.00        | $1162798.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $1373429.00        | $1432019.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1576617.00        | $1357520.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.5000%  | 0.0000% | $1268907.00        | $1347800.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1316858.00        | $1390090.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1307511.00        | $1371943.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1473492.00        | $902494.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.0000%  | 0.0000% | $1280217.00        | $977421.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1047373.00        | $1096186.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 4.5000%  | 0.0000% | $1448918.00        | $1397741.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 5.2500%  | 0.0000% | $1243112.00        | $89392.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 5.2500%  | 0.0000% | $4103767.00        | $216995.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-15      | 5.2500%  | 0.0000% | $537016.00         | $25289.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-15      | 5.2500%  | 0.0000% | $1033609.00        | $61539.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-15      | 5.2500%  | 0.0000% | $1350839.00        | $10194.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-01-15      | 5.2500%  | 0.0000% | $1939016.00        | $22348.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-01-15      | 5.7000%  | 0.0000% | $819168.00         | $16632.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-01-15      | 5.2500%  | 0.0000% | $1329101.00        | $39098.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-01-15      | 5.2500%  | 0.0000% | $3195168.00        | $137493.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-12-15      | 5.7000%  | 0.0000% | $2648763.00        | $20877.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-10-15      | 4.5000%  | 0.0000% | $41613.00          | $2814.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-08-15      | 6.0000%  | 0.0000% | $44293.00          | $474.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-10-15      | 6.0000%  | 0.0000% | $92698.00          | $1185.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-07-15      | 6.5000%  | 0.0000% | $1840796.00        | $21603.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 6.0000%  | 0.0000% | $1074782.00        | $26776.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-12-15      | 6.5000%  | 0.0000% | $1012631.00        | $46271.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 6.5000%  | 0.0000% | $1004817.00        | $2025.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 6.2500%  | 0.0000% | $25000.00          | $566.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 5.7500%  | 0.0000% | $666818.00         | $35163.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 5.7500%  | 0.0000% | $2574530.00        | $25945.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 5.7500%  | 0.0000% | $674051.00         | $13549.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 5.7500%  | 0.0000% | $1381803.00        | $19293.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 5.7500%  | 0.0000% | $2198560.00        | $33583.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 5.7500%  | 0.0000% | $1386060.00        | $19563.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 5.7500%  | 0.0000% | $2301135.00        | $16892.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 5.7500%  | 0.0000% | $1767130.00        | $68517.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-07-15      | 5.7500%  | 0.0000% | $1922319.00        | $43607.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 5.7500%  | 0.0000% | $942460.00         | $17589.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 5.7500%  | 0.0000% | $3517895.00        | $32545.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 5.7500%  | 0.0000% | $2525240.00        | $30345.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-12-15      | 5.5000%  | 0.0000% | $1088000.00        | $5596.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-11-20      | 5.5000%  | 0.0000% | $24904052.00       | $44044.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-11-15      | 6.5000%  | 0.0000% | $199458.00         | $356.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-10-15      | 6.0000%  | 0.0000% | $1930180.00        | $4310.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-10-15      | 6.0000%  | 0.0000% | $85000.00          | $186.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-08-15      | 6.0000%  | 0.0000% | $26918.00          | $329.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-07-15      | 5.5000%  | 0.0000% | $216000.00         | $3024.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-07-15      | 5.5000%  | 0.0000% | $714000.00         | $15121.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-09-15      | 3.5000%  | 0.0000% | $111678.00         | $33056.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-15      | 4.5000%  | 0.0000% | $104500.00         | $30990.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-15      | 4.5000%  | 0.0000% | $154500.00         | $44400.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-15      | 4.0000%  | 0.0000% | $158686.00         | $9359.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 4.5000%  | 0.0000% | $501318.00         | $56593.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-01-20      | 4.2500%  | 0.0000% | $25000.00          | $10184.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-15      | 4.5000%  | 0.0000% | $122999.00         | $15113.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 4.0000%  | 0.0000% | $308794.00         | $31554.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-15      | 4.5000%  | 0.0000% | $487426.00         | $44359.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 4.5000%  | 0.0000% | $892240.00         | $43653.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-15      | 3.5000%  | 0.0000% | $460853.00         | $40979.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-12-15      | 3.0000%  | 0.0000% | $61417.00          | $17563.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-15      | 3.0000%  | 0.0000% | $100000.00         | $28348.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-15      | 3.5000%  | 0.0000% | $3096137.00        | $112138.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 4.5000%  | 0.0000% | $514594.00         | $39259.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-15      | 4.5000%  | 0.0000% | $36506.00          | $7802.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-15      | 4.0000%  | 0.0000% | $78203.00          | $9037.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-15      | 4.0000%  | 0.0000% | $202426.00         | $15200.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-15      | 4.0000%  | 0.0000% | $208825.00         | $15746.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-15      | 5.0000%  | 0.0000% | $74125.00          | $10074.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-20      | 3.5000%  | 0.0000% | $160012.00         | $24739.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-20      | 3.5000%  | 0.0000% | $187809.00         | $40155.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-20      | 3.5000%  | 0.0000% | $64769.00          | $15756.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-20      | 3.5000%  | 0.0000% | $73762.00          | $20762.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-15      | 4.5000%  | 0.0000% | $122979.00         | $5443.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-15      | 3.0000%  | 0.0000% | $628902.00         | $173496.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-15      | 3.0000%  | 0.0000% | $61410.00          | $18311.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-20      | 3.5000%  | 0.0000% | $790000.00         | $75229.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-20      | 3.0000%  | 0.0000% | $490000.00         | $137265.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-08-15      | 3.0000%  | 0.0000% | $528777.00         | $142327.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-15      | 3.0000%  | 0.0000% | $29380.00          | $2509.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-20      | 3.5000%  | 0.0000% | $250000.00         | $26786.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-05-20      | 3.0000%  | 0.0000% | $2163327.00        | $306818.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-20      | 6.5000%  | 0.0000% | $65000.00          | $7306.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-15      | 4.5000%  | 0.0000% | $130058.00         | $22291.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-08-15      | 4.5000%  | 0.0000% | $535989.00         | $26389.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-03-20      | 4.0000%  | 0.0000% | $198162.00         | $26805.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.0000%  | 0.0000% | $1169075.00        | $28894.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-04-15      | 4.5000%  | 0.0000% | $651993.00         | $62609.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $1034125.00        | $1098791.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $949050.00         | $1031642.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $1065962.00        | $1104312.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1121236.00        | $1116426.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $1081878.00        | $1120805.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1053985.00        | $1049463.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $801005.00         | $850662.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $971619.00         | $1026577.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $1427920.00        | $1507399.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1155907.00        | $1156626.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1023465.00        | $1024101.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1346714.00        | $1347552.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1032676.00        | $1033318.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $1190755.00        | $1256675.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $1063784.00        | $1102061.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1265121.00        | $1292716.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1247142.00        | $1293251.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $1339909.00        | $1414087.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $1077811.00        | $1116592.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1069088.00        | $1108615.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1421514.00        | $1424144.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1399167.00        | $1377699.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1097733.00        | $1093024.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1149908.00        | $1147799.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1001561.00        | $1017773.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1388989.00        | $1411472.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1315268.00        | $1317701.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1160404.00        | $1162551.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1347107.00        | $1341328.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1335933.00        | $1330202.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $1240816.00        | $1310256.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $1436822.00        | $1517230.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $3400634.00        | $12196.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-15      | 6.0000%  | 0.0000% | $58720.00          | $160.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 7.0000%  | 0.0000% | $300000.00         | $595.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.5000%  | 0.0000% | $191179.00         | $492.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.5000%  | 0.0000% | $3135204.00        | $3439.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $75333.00          | $167.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $2206530.00        | $3400.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $87089.00          | $84.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-11-15      | 7.0000%  | 0.0000% | $34797.00          | $213.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $880000.00         | $16293.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 5.0000%  | 0.0000% | $175000.00         | $9809.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 4.0000%  | 0.0000% | $25000.00          | $813.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-15      | 4.5000%  | 0.0000% | $41530.00          | $261.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 5.0000%  | 0.0000% | $223643.00         | $2956.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-10-15      | 4.5000%  | 0.0000% | $963519.00         | $102624.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 5.0000%  | 0.0000% | $55000.00          | $924.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-15      | 5.5000%  | 0.0000% | $1773600.00        | $43431.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 4.5000%  | 0.0000% | $920000.00         | $16943.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 5.0000%  | 0.0000% | $476243.00         | $7064.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-15      | 5.0000%  | 0.0000% | $500000.00         | $33348.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-15      | 4.5000%  | 0.0000% | $375000.00         | $26100.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 5.0000%  | 0.0000% | $2114699.00        | $110862.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-15      | 4.5000%  | 0.0000% | $307961.00         | $5100.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 5.0000%  | 0.0000% | $4285000.00        | $36952.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 4.5000%  | 0.0000% | $127071.00         | $11235.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.0000%  | 0.0000% | $1561032.00        | $18745.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-15      | 5.0000%  | 0.0000% | $2683000.00        | $21606.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 6.5000%  | 0.0000% | $437000.00         | $10130.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-15      | 6.0000%  | 0.0000% | $36000.00          | $472.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 5.5000%  | 0.0000% | $85000.00          | $1923.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 5.0000%  | 0.0000% | $1066261.00        | $13646.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-12-15      | 4.5000%  | 0.0000% | $35129.00          | $530.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 5.0000%  | 0.0000% | $4900000.00        | $403512.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 5.0000%  | 0.0000% | $678000.00         | $9140.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 5.0000%  | 0.0000% | $3696287.00        | $91443.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-03-15      | 4.5000%  | 0.0000% | $700000.00         | $8018.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-15      | 5.0000%  | 0.0000% | $8775000.00        | $85200.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-15      | 5.5000%  | 0.0000% | $309000.00         | $6079.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.0000%  | 0.0000% | $29000.00          | $112.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.5000%  | 0.0000% | $11614640.00       | $37649.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $1597000.00        | $6548.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-15      | 4.5000%  | 0.0000% | $30000.00          | $5279.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-03-15      | 5.0000%  | 0.0000% | $4650421.00        | $510239.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-15      | 4.5000%  | 0.0000% | $4500000.00        | $173529.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $283000.00         | $12018.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $1387936.00        | $14308.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $518408.00         | $441.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $3770436.00        | $18391.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $383009.00         | $3863.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $499800.00         | $245.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $257827.00         | $955.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 6.0000%  | 0.0000% | $67391.00          | $185.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1446135.00        | $10071.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $89066.00          | $827.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-15      | 6.0000%  | 0.0000% | $582912.00         | $2145.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-15      | 6.0000%  | 0.0000% | $242013.00         | $284.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $154947.00         | $1042.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 6.0000%  | 0.0000% | $385831.00         | $547.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-15      | 6.0000%  | 0.0000% | $775555.00         | $2181.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 6.0000%  | 0.0000% | $502170.00         | $1070.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-15      | 7.5000%  | 0.0000% | $2000000.00        | $969.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-15      | 6.0000%  | 0.0000% | $822260.00         | $1198.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-15      | 7.5000%  | 0.0000% | $55000.00          | $51.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $26098.00          | $163.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-06-15      | 6.0000%  | 0.0000% | $853718.00         | $1044.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-06-15      | 6.0000%  | 0.0000% | $888814.00         | $939.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $4945034.00        | $21222.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $2074343.00        | $6898.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $5273929.00        | $22397.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $494420.00         | $6038.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $5000200.00        | $9357.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $2303403.00        | $3566.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-15      | 6.0000%  | 0.0000% | $389380.00         | $6055.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-01-15      | 6.0000%  | 0.0000% | $1000418.00        | $3007.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 6.5000%  | 0.0000% | $1892442.00        | $20770.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $368097.00         | $1971.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.0000%  | 0.0000% | $1303878.00        | $3062.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-05-15      | 8.5000%  | 0.0000% | $1620784.00        | $1445.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 8.5000%  | 0.0000% | $802103.00         | $3413.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 8.5000%  | 0.0000% | $504667.00         | $951.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 7.5000%  | 0.0000% | $30000.00          | $920.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-06-15      | 6.0000%  | 0.0000% | $661361.00         | $12607.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-04-15      | 6.0000%  | 0.0000% | $582401.00         | $27020.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.5000%  | 0.0000% | $1243479.00        | $2484.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 7.5000%  | 0.0000% | $200000.00         | $345.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.0000%  | 0.0000% | $300100.00         | $918.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 8.0000%  | 0.0000% | $162000.00         | $708.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.5000%  | 0.0000% | $209668.00         | $161.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $2374790.00        | $16832.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-03-15      | 8.0000%  | 0.0000% | $3000000.00        | $8487.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-05-15      | 7.5000%  | 0.0000% | $75000.00          | $1807.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 6.5000%  | 0.0000% | $1006970.00        | $48755.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 7.5000%  | 0.0000% | $174128.00         | $1420.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-02-15      | 8.0000%  | 0.0000% | $343408.00         | $1111.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-02-15      | 7.7500%  | 0.0000% | $386000.00         | $703.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 8.0000%  | 0.0000% | $25000.00          | $103.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 9.0000%  | 0.0000% | $1146985.00        | $11805.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-15      | 8.0000%  | 0.0000% | $305985.00         | $3625.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 5.4700%  | 0.0000% | $561771.00         | $19744.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 5.4700%  | 0.0000% | $852441.00         | $16159.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 5.4700%  | 0.0000% | $988043.00         | $15160.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-10-15      | 5.4700%  | 0.0000% | $1427118.00        | $16664.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $429827.00         | $1098.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 7.5000%  | 0.0000% | $10000992.00       | $13703.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.0000%  | 0.0000% | $103748.00         | $87.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 8.5000%  | 0.0000% | $209816.00         | $323.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $135248.00         | $188.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-05-15      | 5.0000%  | 0.0000% | $392000.00         | $4966.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 7.5000%  | 0.0000% | $100484.00         | $67.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 8.0000%  | 0.0000% | $104813.00         | $37.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.0000%  | 0.0000% | $801480.00         | $365.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-03-15      | 6.0000%  | 0.0000% | $68138.00          | $220.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.0000%  | 0.0000% | $789396.00         | $233.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 8.0000%  | 0.0000% | $2926368.00        | $4265.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-15      | 8.0000%  | 0.0000% | $600000.00         | $945.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 7.5000%  | 0.0000% | $50000.00          | $23.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-10-15      | 8.0000%  | 0.0000% | $323637.00         | $607.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 8.0000%  | 0.0000% | $196690.00         | $536.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 8.0000%  | 0.0000% | $100000.00         | $58.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-05-15      | 8.0000%  | 0.0000% | $70045.00          | $51.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 8.0000%  | 0.0000% | $932870.00         | $2205.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-09-15      | 6.0000%  | 0.0000% | $55000.00          | $1128.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-07-15      | 6.0000%  | 0.0000% | $37000.00          | $389.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 7.5000%  | 0.0000% | $331791.00         | $245.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 7.5000%  | 0.0000% | $100000.00         | $33.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-11-15      | 7.5000%  | 0.0000% | $50000.00          | $26.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-11-15      | 7.5000%  | 0.0000% | $75000.00          | $72.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-10-15      | 7.5000%  | 0.0000% | $51054.00          | $28.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 8.0000%  | 0.0000% | $451136.00         | $127.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $54000.00          | $152.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $25000.00          | $31.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 5.4500%  | 0.0000% | $253067.00         | $4265.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 7.5000%  | 0.0000% | $250000.00         | $125.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 7.2500%  | 0.0000% | $103000.00         | $183.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 8.0000%  | 0.0000% | $246834.00         | $1368.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 8.0000%  | 0.0000% | $50068.00          | $50.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-15      | 8.5000%  | 0.0000% | $60000.00          | $141.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $3693521.00        | $16910.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1829495.00        | $18254.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $802883.00         | $5560.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $601358.00         | $8707.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $512475.00         | $17566.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $5898143.00        | $33297.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $2157230.00        | $10990.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $968410.00         | $5735.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $897667.00         | $26887.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $908943.00         | $5158.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $5887192.00        | $36900.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $982026.00         | $5367.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $498869.00         | $1029.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 7.0000%  | 0.0000% | $68736.00          | $339.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $41706.00          | $148.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $414226.00         | $1881.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $236346.00         | $724.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $724085.00         | $6085.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $231811.00         | $7460.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 6.0000%  | 0.0000% | $362510.00         | $10879.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $3135845.00        | $8865.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1500200.00        | $8238.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $10184336.00       | $30964.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-07-15      | 6.5000%  | 0.0000% | $60000.00          | $76.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-06-15      | 7.0000%  | 0.0000% | $810000.00         | $885.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-06-15      | 6.5000%  | 0.0000% | $25000.00          | $121.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $1000100.00        | $10470.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-15      | 7.0000%  | 0.0000% | $2592881.00        | $9320.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-15      | 6.5000%  | 0.0000% | $175968.00         | $167.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1075852.00        | $3198.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-04-15      | 6.5000%  | 0.0000% | $120596.00         | $173.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-03-15      | 6.5000%  | 0.0000% | $6725000.00        | $6996.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 6.0000%  | 0.0000% | $1818819.00        | $20972.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-15      | 7.5000%  | 0.0000% | $118000.00         | $1063.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-15      | 7.5000%  | 0.0000% | $25999.00          | $85.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-07-15      | 6.0000%  | 0.0000% | $37272.00          | $399.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-15      | 6.0000%  | 0.0000% | $396596.00         | $5611.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-10-15      | 6.0000%  | 0.0000% | $550742.00         | $4417.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-05-15      | 5.5000%  | 0.0000% | $15132649.00       | $99314.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-04-15      | 5.0000%  | 0.0000% | $4246358.00        | $36930.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-02-15      | 5.5000%  | 0.0000% | $702000.00         | $7557.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-03-15      | 5.5000%  | 0.0000% | $113000.00         | $3583.00           | Agency Mortgage-Backed Securities |
| GNII SF MA9545 M                         | 2054-03-20      | 7.5000%  | 0.0000% | $100000.00         | $31404.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $6143798.00        | $4462363.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $29309487.00       | $21387802.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $64872.00          | $50390.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 3.5000%  | 0.0000% | $15410000.00       | $11601073.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $31976929.00       | $24694410.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.5000%  | 0.0000% | $4194.00           | $2466.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 5.5000%  | 0.0000% | $150000.00         | $123421.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 5.5000%  | 0.0000% | $300000.00         | $262411.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 2.5000%  | 0.0000% | $1465000.00        | $1022777.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 5.5000%  | 0.0000% | $290000.00         | $230285.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $5824625.00        | $4333885.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.0000%  | 0.0000% | $2879241.00        | $2139010.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $25886009.00       | $18446621.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $499716.00         | $359205.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $46244109.00       | $32967396.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $375000.00         | $275402.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $2549.00           | $2325.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $9154962.00        | $9022078.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.5000%  | 0.0000% | $30764895.00       | $33052118.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $50000.00          | $22107.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.5000%  | 0.0000% | $62728300.00       | $60435888.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.5000%  | 0.0000% | $1395.00           | $765.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $16191.00          | $9063.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $48661.00          | $33580.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-15      | 3.0000%  | 0.0000% | $1074331.00        | $759752.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.0000%  | 0.0000% | $1309.00           | $877.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $17856661.00       | $14486759.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.5000%  | 0.0000% | $7918000.00        | $4867080.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $1210752.00        | $838518.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $33097.00          | $24694.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $19000.00          | $14423.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 5.5000%  | 0.0000% | $50000.00          | $39692.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $2000.00           | $1533.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $3000.00           | $2303.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $460854.00         | $303042.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $45000.00          | $32808.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.0000%  | 0.0000% | $2900000.00        | $2391983.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 6.0000%  | 0.0000% | $9421.00           | $6105.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 6.0000%  | 0.0000% | $1958.00           | $1130.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.0000%  | 0.0000% | $1000.00           | $742.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 5.5000%  | 0.0000% | $1030916.00        | $768565.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-15      | 5.0000%  | 0.0000% | $5746233.00        | $4242484.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-15      | 4.5000%  | 0.0000% | $9373485.00        | $6514785.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 3.5000%  | 0.0000% | $35000.00          | $23657.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 5.5000%  | 0.0000% | $100000.00         | $65618.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 4.5000%  | 0.0000% | $2000.00           | $1404.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.0000%  | 0.0000% | $1500000.00        | $1076786.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $400000.00         | $278852.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $2983.00           | $1942.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-15      | 3.0000%  | 0.0000% | $7727839.00        | $5536505.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-15      | 2.5000%  | 0.0000% | $10785590.00       | $8494862.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-15      | 3.0000%  | 0.0000% | $4893144.00        | $3599237.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $65000.00          | $46509.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $406004.00         | $203558.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $45000.00          | $32298.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $50333763.00       | $31775415.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $7551865.00        | $4369376.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 3.5000%  | 0.0000% | $24000000.00       | $16808487.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-20      | 3.5000%  | 0.0000% | $297280.00         | $211970.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-15      | 4.5000%  | 0.0000% | $3616326.00        | $2667669.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 5.5000%  | 0.0000% | $76510.00          | $51627.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $1849.00           | $1241.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $3784.00           | $2319.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-15      | 4.0000%  | 0.0000% | $8800425.00        | $5366783.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 3.0000%  | 0.0000% | $9150.00           | $5626.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.5000%  | 0.0000% | $1003.00           | $579.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.5000%  | 0.0000% | $499999.00         | $296234.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $3513.00           | $2333.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-03-15      | 5.0000%  | 0.0000% | $555000.00         | $415266.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-15      | 5.0000%  | 0.0000% | $212544.00         | $122329.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-05-15      | 5.0000%  | 0.0000% | $2393668.00        | $1335921.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-15      | 4.5000%  | 0.0000% | $636172.00         | $341675.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $500000.00         | $272050.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-15      | 4.5000%  | 0.0000% | $29662.00          | $10598.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $1900000.00        | $1089754.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-01-20      | 3.5000%  | 0.0000% | $3000000.00        | $1309312.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-15      | 4.5000%  | 0.0000% | $1091964.00        | $489664.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 2.5000%  | 0.0000% | $500000.00         | $283359.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.0000%  | 0.0000% | $25000.00          | $14389.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.5000%  | 0.0000% | $2100000.00        | $1508937.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 5.0000%  | 0.0000% | $100000.00         | $73039.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.5000%  | 0.0000% | $2348204.00        | $1572716.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 3.5000%  | 0.0000% | $20246.00          | $7177.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 5.0000%  | 0.0000% | $1657017.00        | $772204.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-03-15      | 5.5000%  | 0.0000% | $5300291.00        | $1813052.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.0000%  | 0.0000% | $100000.00         | $47463.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.0000%  | 0.0000% | $100000.00         | $50114.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.0000%  | 0.0000% | $100000.00         | $47927.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.0000%  | 0.0000% | $100000.00         | $48368.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-03-15      | 3.0000%  | 0.0000% | $15800000.00       | $5013940.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 3.5000%  | 0.0000% | $1275089.00        | $215409.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 4.5000%  | 0.0000% | $555000.00         | $102876.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-20      | 3.5000%  | 0.0000% | $8824.00           | $2095.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-03-20      | 5.0000%  | 0.0000% | $250000.00         | $37108.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-05-15      | 6.5000%  | 0.0000% | $90164.00          | $6823.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-02-20      | 5.0000%  | 0.0000% | $179000.00         | $2413.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-05-15      | 4.0000%  | 0.0000% | $511137.00         | $40513.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 6.5000%  | 0.0000% | $68060.00          | $10584.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $197983.00         | $143033.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.5000%  | 0.0000% | $124459.00         | $103062.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1165801.00        | $1107680.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $1317864.00        | $1009737.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $1097598.00        | $894744.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1325297.00        | $1377730.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1515885.00        | $1438777.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1387686.00        | $1437518.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1511893.00        | $1275620.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.5000%  | 0.0000% | $604561.00         | $355659.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 7.0000%  | 0.0000% | $1034873.00        | $1081732.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $653954.00         | $680401.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1280273.00        | $1114855.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $564833.00         | $588233.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1307464.00        | $1042588.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1106486.00        | $1155509.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1001239.00        | $1043165.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $1363169.00        | $1437924.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $108901.00         | $92785.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.5000%  | 0.0000% | $885476.00         | $561664.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $937949.00         | $976235.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $1171818.00        | $769946.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.0000%  | 0.0000% | $1066000.00        | $1086441.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1329971.00        | $838710.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.5000%  | 0.0000% | $1174334.00        | $470547.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $245535.00         | $154606.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-20      | 5.5000%  | 0.0000% | $168724.00         | $171824.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-04-20      | 5.5000%  | 0.0000% | $179000.00         | $179927.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-04-20      | 5.0000%  | 0.0000% | $1101819.00        | $1102570.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $467797.00         | $487164.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-20      | 5.0000%  | 0.0000% | $542327.00         | $536295.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $46267.00          | $48235.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $42314.00          | $42332.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.0000%  | 0.0000% | $37786.00          | $35893.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 3.0000%  | 0.0000% | $167353.00         | $135635.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-20      | 6.0000%  | 0.0000% | $30000.00          | $17160.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 3.0000%  | 0.0000% | $148667.00         | $118515.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 5.5000%  | 0.0000% | $305000.00         | $224713.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 7.5000%  | 0.0000% | $2529320.00        | $630185.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 7.0000%  | 0.0000% | $1116449.00        | $1192439.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 7.0000%  | 0.0000% | $1070428.00        | $1143287.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 7.0000%  | 0.0000% | $1126659.00        | $1201857.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $1218309.00        | $1276913.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.0000%  | 0.0000% | $1344759.00        | $1407368.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1149365.00        | $1164750.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 7.5000%  | 0.0000% | $1156471.00        | $1245310.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 7.0000%  | 0.0000% | $1290722.00        | $1377439.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 7.5000%  | 0.0000% | $1118064.00        | $1212715.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $696613.00         | $707154.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1084632.00        | $1079980.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $1107501.00        | $1166992.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $1050000.00        | $1096224.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.5000%  | 0.0000% | $1300831.00        | $1372150.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.5000%  | 0.0000% | $1315930.00        | $1387546.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1082377.00        | $1109161.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $1206472.00        | $1298736.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.5000%  | 0.0000% | $1008101.00        | $1084303.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1033280.00        | $1110464.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $1023124.00        | $1069238.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 7.0000%  | 0.0000% | $886806.00         | $932346.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $895792.00         | $945924.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $1318204.00        | $1363951.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $1127180.00        | $1188761.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $1423289.00        | $1500328.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $1287764.00        | $1358877.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1036242.00        | $1030668.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.0000%  | 0.0000% | $1012739.00        | $1050435.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1497354.00        | $1489276.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1052128.00        | $1046445.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1462546.00        | $1450657.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1087768.00        | $1084676.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1436695.00        | $1417461.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $1223694.00        | $1279358.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 4.5000%  | 0.0000% | $1555218.00        | $1503561.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 4.5000%  | 0.0000% | $1421240.00        | $1375224.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $474526.00         | $481738.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.0000%  | 0.0000% | $1414741.00        | $1479364.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.0000%  | 0.0000% | $1111696.00        | $1170562.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.0000%  | 0.0000% | $1076916.00        | $1134883.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $1162789.00        | $1240541.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1410766.00        | $1506740.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $197175.00         | $200157.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $1309339.00        | $1369145.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $831433.00         | $875455.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $835877.00         | $880134.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $938867.00         | $988577.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $800124.00         | $842488.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $1298583.00        | $1367339.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1107300.00        | $1164504.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1365224.00        | $1436658.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $869071.00         | $882076.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $439407.00         | $447057.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.5000%  | 0.0000% | $1243137.00        | $1270135.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1265802.00        | $1263904.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1142216.00        | $1138553.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1153539.00        | $1145999.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $1369514.00        | $1363924.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 8.0000%  | 0.0000% | $1371932.00        | $1431822.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 8.0000%  | 0.0000% | $1189947.00        | $1242625.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1142638.00        | $1141161.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $931920.00         | $926898.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $1492305.00        | $1480937.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1445187.00        | $1520902.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 7.5000%  | 0.0000% | $323516.00         | $341831.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 7.0000%  | 0.0000% | $103513.00         | $108485.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.5000%  | 0.0000% | $1398003.00        | $1416156.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $1098730.00        | $1090434.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $1153825.00        | $1145222.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 4.0000%  | 0.0000% | $956442.00         | $888063.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1112157.00        | $1170215.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 4.5000%  | 0.0000% | $1265791.00        | $1206958.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1421274.00        | $1412003.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $1090022.00        | $1110192.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $1300143.00        | $1348429.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1433210.00        | $1423748.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1063217.00        | $1055009.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1026548.00        | $1022665.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1114943.00        | $1162044.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $1152197.00        | $1215983.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $382779.00         | $389896.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1109259.00        | $1166891.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1176597.00        | $1236085.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1151306.00        | $1171348.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $1394773.00        | $1482601.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $140907.00         | $141373.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 4.5000%  | 0.0000% | $1221787.00        | $1178965.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1528527.00        | $1518475.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $154912.00         | $162172.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1214385.00        | $1207874.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1478652.00        | $1462561.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1198535.00        | $1256561.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1003476.00        | $1053273.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1160647.00        | $1230340.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1306436.00        | $1375169.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1411584.00        | $1452671.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1354542.00        | $1394088.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1390994.00        | $1473454.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1249350.00        | $1242157.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1431038.00        | $1421813.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1296428.00        | $1323754.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $1377659.00        | $1452275.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.0000%  | 0.0000% | $1386838.00        | $1433016.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.5000%  | 0.0000% | $1129793.00        | $1191298.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 4.5000%  | 0.0000% | $1256334.00        | $1199416.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $1431458.00        | $1420742.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1384948.00        | $1453466.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1365493.00        | $1435971.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 7.0000%  | 0.0000% | $1156203.00        | $1246746.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1391085.00        | $1461160.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $1171552.00        | $1161891.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.0000%  | 0.0000% | $1069741.00        | $1119528.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1105815.00        | $1161037.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1189724.00        | $1183354.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.5000%  | 0.0000% | $1194976.00        | $1259842.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1125029.00        | $1155545.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 7.5000%  | 0.0000% | $1307942.00        | $1405103.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1180520.00        | $1252718.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1103731.00        | $1170940.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.0000%  | 0.0000% | $1325335.00        | $1410089.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.0000%  | 0.0000% | $1413076.00        | $1503152.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 7.5000%  | 0.0000% | $1349222.00        | $1449589.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1012342.00        | $1073751.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1405510.00        | $1477644.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1058341.00        | $1052629.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1409806.00        | $1511491.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $1349340.00        | $1338790.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1127306.00        | $1130168.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1076916.00        | $1132758.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1449932.00        | $1524433.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1361053.00        | $1429162.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1062722.00        | $1081997.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1013650.00        | $1031743.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $1126756.00        | $1115470.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1394384.00        | $1262088.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1004753.00        | $1061225.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.5000%  | 0.0000% | $1040830.00        | $1079755.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 7.0000%  | 0.0000% | $1410601.00        | $1474874.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1423242.00        | $1486869.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1255704.00        | $1094357.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1069381.00        | $1122937.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1001625.00        | $791677.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.0000%  | 0.0000% | $1048028.00        | $1113427.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.5000%  | 0.0000% | $1277136.00        | $1381270.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1299494.00        | $1297269.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $1498255.00        | $1522531.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $833128.00         | $746816.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1083894.00        | $1075737.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1095620.00        | $1090048.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1128465.00        | $1184963.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1052630.00        | $1104304.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1372255.00        | $1441924.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1474908.00        | $1525473.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 7.0000%  | 0.0000% | $1359120.00        | $1437212.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.5000%  | 0.0000% | $1177428.00        | $1205255.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1376319.00        | $1440386.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $517834.00         | $557644.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $1309379.00        | $1364205.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.0000%  | 0.0000% | $1109095.00        | $1184923.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1025899.00        | $1082660.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1122224.00        | $1179004.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1410037.00        | $1410744.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-10-15      | 6.0000%  | 0.0000% | $124959.00         | $1571.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-15      | 5.0000%  | 0.0000% | $1977000.00        | $17038.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-07-15      | 6.0000%  | 0.0000% | $205200.00         | $4817.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 6.0000%  | 0.0000% | $889433.00         | $3533.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-15      | 6.0000%  | 0.0000% | $714000.00         | $7693.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-11-15      | 5.0000%  | 0.0000% | $917000.00         | $11269.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-05-15      | 6.0000%  | 0.0000% | $552440.00         | $11572.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-04-15      | 6.0000%  | 0.0000% | $276220.00         | $9907.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-12-15      | 5.5000%  | 0.0000% | $473655.00         | $686.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-15      | 6.0000%  | 0.0000% | $673429.00         | $2418.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-01-15      | 6.0000%  | 0.0000% | $628242.00         | $6901.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-03-15      | 6.5000%  | 0.0000% | $208084.00         | $6980.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-01-15      | 6.0000%  | 0.0000% | $43605.00          | $264.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-12-15      | 5.0000%  | 0.0000% | $551000.00         | $6735.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-04-15      | 6.0000%  | 0.0000% | $1171781.00        | $6303.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.0000%  | 0.0000% | $1482200.00        | $1509947.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $1143491.00        | $1187492.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $1107736.00        | $1130982.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1060106.00        | $1111687.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1280136.00        | $1339701.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $269065.00         | $58742.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $10018.00          | $9648.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $540891.00         | $495771.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.0000%  | 0.0000% | $1412009.00        | $356210.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 6.5000%  | 0.0000% | $1208790.00        | $812408.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $100233.00         | $96188.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $1126488.00        | $1167878.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.0000%  | 0.0000% | $1178366.00        | $1222645.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1009990.00        | $1051113.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $2458640.00        | $453305.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $82648.00          | $86304.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-05-20      | 7.5000%  | 0.0000% | $850075.00         | $60.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-05-20      | 7.0000%  | 0.0000% | $539166.00         | $110.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-04-20      | 8.0000%  | 0.0000% | $2525000.00        | $151.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-04-20      | 7.5000%  | 0.0000% | $207400.00         | $16.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-04-20      | 7.0000%  | 0.0000% | $3300094.00        | $288.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-04-20      | 6.5000%  | 0.0000% | $50000.00          | $32.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-05-20      | 8.0000%  | 0.0000% | $2188147.00        | $176.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-03-20      | 8.0000%  | 0.0000% | $5180156.00        | $243.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-03-20      | 7.5000%  | 0.0000% | $548000.00         | $56.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-03-20      | 7.0000%  | 0.0000% | $445000.00         | $55.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-02-20      | 8.0000%  | 0.0000% | $5895210.00        | $420.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-02-20      | 7.5000%  | 0.0000% | $1034000.00        | $36.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-01-20      | 7.0000%  | 0.0000% | $839799.00         | $88.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-08-20      | 8.0000%  | 0.0000% | $1008000.00        | $6.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-08-20      | 7.0000%  | 0.0000% | $371200.00         | $7.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-07-20      | 7.5000%  | 0.0000% | $3751373.00        | $9.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-20      | 7.0000%  | 0.0000% | $9761533.00        | $1954.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-20      | 6.5000%  | 0.0000% | $11378585.00       | $8324.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-11-20      | 7.0000%  | 0.0000% | $533000.00         | $340.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-11-20      | 6.5000%  | 0.0000% | $3218000.00        | $1881.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-10-20      | 6.5000%  | 0.0000% | $19601384.00       | $10961.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-20      | 6.5000%  | 0.0000% | $49590000.00       | $23650.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-08-20      | 7.5000%  | 0.0000% | $370000.00         | $86.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-08-20      | 7.0000%  | 0.0000% | $2147962.00        | $984.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-08-20      | 6.5000%  | 0.0000% | $16408327.00       | $7507.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-20      | 7.0000%  | 0.0000% | $1695000.00        | $651.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-06-20      | 7.5000%  | 0.0000% | $3663646.00        | $318.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-06-20      | 7.0000%  | 0.0000% | $192345.00         | $61.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-06-20      | 6.5000%  | 0.0000% | $12300000.00       | $5263.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-06-20      | 6.0000%  | 0.0000% | $25000.00          | $20.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-05-20      | 7.5000%  | 0.0000% | $2086966.00        | $749.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-05-20      | 7.0000%  | 0.0000% | $1829000.00        | $578.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-05-20      | 6.5000%  | 0.0000% | $200000.00         | $83.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-20      | 7.5000%  | 0.0000% | $300000.00         | $126.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-20      | 7.0000%  | 0.0000% | $387000.00         | $185.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-20      | 6.5000%  | 0.0000% | $5640328.00        | $2080.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-10-15      | 6.0000%  | 0.0000% | $190533.00         | $452.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-04-15      | 5.5000%  | 0.0000% | $362245.00         | $5541.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-06-15      | 6.5000%  | 0.0000% | $25000.00          | $1668.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-06-15      | 6.5000%  | 0.0000% | $25000.00          | $2096.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-04-15      | 5.5000%  | 0.0000% | $340000.00         | $6060.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 6.5000%  | 0.0000% | $394247.00         | $856.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-07-15      | 6.5000%  | 0.0000% | $1325111.00        | $17722.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 6.5000%  | 0.0000% | $1156777.00        | $22926.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 6.5000%  | 0.0000% | $534919.00         | $9034.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-05-15      | 5.5000%  | 0.0000% | $16828698.00       | $48627.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-05-15      | 5.5000%  | 0.0000% | $22275261.00       | $34486.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-07-15      | 7.5000%  | 0.0000% | $71519.00          | $651.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-12-15      | 6.0000%  | 0.0000% | $2310583.00        | $11536.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-04-15      | 6.0000%  | 0.0000% | $66982.00          | $161.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-02-15      | 6.0000%  | 0.0000% | $546000.00         | $3475.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-10-15      | 6.0000%  | 0.0000% | $37077.00          | $244.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 7.5000%  | 0.0000% | $25222105.00       | $5891.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.0000%  | 0.0000% | $56000.00          | $137.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $250000.00         | $220.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $846420.00         | $143.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.5000%  | 0.0000% | $10671852.00       | $1859.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $567659.00         | $2560.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-02-20      | 6.5000%  | 0.0000% | $50000.00          | $63.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 9.0000%  | 0.0000% | $125000.00         | $68.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-01-15      | 7.5000%  | 0.0000% | $55000.00          | $128.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 8.0000%  | 0.0000% | $25000.00          | $38.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 8.0000%  | 0.0000% | $280000.00         | $2138.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 7.5000%  | 0.0000% | $421954.00         | $3642.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.0000%  | 0.0000% | $263200.00         | $1239.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $1706425.00        | $7062.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.0000%  | 0.0000% | $256000.00         | $123.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $55350.00          | $81.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $3565062.00        | $1417.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 7.5000%  | 0.0000% | $148108.00         | $88.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.0000%  | 0.0000% | $26982.00          | $137.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 8.5000%  | 0.0000% | $588153.00         | $4789.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.5000%  | 0.0000% | $27991.00          | $25.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.5000%  | 0.0000% | $4999591.00        | $5802.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $506473.00         | $540.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 7.5000%  | 0.0000% | $81679.00          | $2350.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 8.0000%  | 0.0000% | $496412.00         | $53.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.5000%  | 0.0000% | $3026035.00        | $474.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 7.5000%  | 0.0000% | $94684.00          | $72.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 9.0000%  | 0.0000% | $98716.00          | $482.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-11-15      | 7.0000%  | 0.0000% | $1000426.00        | $62291.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 6.0000%  | 0.0000% | $2696455.00        | $6153.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-15      | 6.0000%  | 0.0000% | $173268.00         | $383.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $1035769.00        | $8410.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-06-15      | 6.0000%  | 0.0000% | $180941.00         | $828.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 7.5000%  | 0.0000% | $97151.00          | $130.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-03-15      | 8.0000%  | 0.0000% | $26000.00          | $30.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $361944.00         | $1270.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.0000%  | 0.0000% | $112000.00         | $198.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1021574.00        | $1075040.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1424000.00        | $1447541.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1455000.00        | $1478822.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1116655.00        | $1185793.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $1015545.00        | $1039659.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1274541.00        | $1340623.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1196809.00        | $1256241.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1273064.00        | $1338756.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $1277991.00        | $1300795.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $1453374.00        | $1476461.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 7.5000%  | 0.0000% | $1188668.00        | $1277673.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1366952.00        | $1437345.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1288711.00        | $1363152.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $327946.00         | $331474.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $999999.00         | $1049707.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1259638.00        | $1334907.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1019338.00        | $1070466.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1202428.00        | $1247795.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1192512.00        | $1251268.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $221633.00         | $230251.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1076338.00        | $1130087.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1000921.00        | $1056966.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1409710.00        | $1481558.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1357625.00        | $1468201.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1072193.00        | $1065129.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.5000%  | 0.0000% | $1161276.00        | $1224486.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $1464352.00        | $1454161.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $1021453.00        | $1038900.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1062816.00        | $1080296.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $1371445.00        | $1444867.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1577966.00        | $1522239.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1340820.00        | $1405745.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1088751.00        | $1136332.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $1211288.00        | $1189798.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1189017.00        | $1249592.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.5000%  | 0.0000% | $1453768.00        | $1501185.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1176787.00        | $1170479.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1180974.00        | $1238966.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $1066662.00        | $1054502.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $1104598.00        | $1096520.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1277113.00        | $1338560.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1147000.00        | $1164869.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-10-15      | 3.0000%  | 0.0000% | $3840000.00        | $407030.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 6.5000%  | 0.0000% | $719759.00         | $34839.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-09-15      | 5.5000%  | 0.0000% | $142868.00         | $7118.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-12-15      | 5.0000%  | 0.0000% | $137000.00         | $1031.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-15      | 6.0000%  | 0.0000% | $30444.00          | $34.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-07-15      | 5.5000%  | 0.0000% | $1796079.00        | $10369.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-10-15      | 6.5000%  | 0.0000% | $1027405.00        | $32829.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-11-15      | 5.0000%  | 0.0000% | $324000.00         | $3368.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-10-15      | 4.5000%  | 0.0000% | $100000.00         | $1425.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-10-15      | 4.5000%  | 0.0000% | $250977.00         | $2954.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-10-15      | 4.5000%  | 0.0000% | $125000.00         | $1269.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-09-15      | 4.5000%  | 0.0000% | $66829.00          | $981.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 6.0000%  | 0.0000% | $95965.00          | $700.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-09-15      | 6.0000%  | 0.0000% | $924735.00         | $10224.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-09-15      | 5.0000%  | 0.0000% | $21533342.00       | $289449.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-03-15      | 6.0000%  | 0.0000% | $25000.00          | $1576.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-10-15      | 6.0000%  | 0.0000% | $27611.00          | $915.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-15      | 6.5000%  | 0.0000% | $80200.00          | $2029.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-12-15      | 6.0000%  | 0.0000% | $38161.00          | $72.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-10-15      | 7.0000%  | 0.0000% | $47725.00          | $2327.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-10-15      | 7.0000%  | 0.0000% | $67405.00          | $1238.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-15      | 6.0000%  | 0.0000% | $6475903.00        | $33594.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-15      | 4.7500%  | 0.0000% | $196000.00         | $3304.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-01-15      | 6.0000%  | 0.0000% | $507428.00         | $13007.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 4.5000%  | 0.0000% | $25000.00          | $224.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-07-15      | 6.0000%  | 0.0000% | $454000.00         | $5929.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-10-15      | 6.5000%  | 0.0000% | $4291628.00        | $36004.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-09-15      | 7.0000%  | 0.0000% | $45400.00          | $2377.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-09-15      | 6.5000%  | 0.0000% | $108000.00         | $4023.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-02-15      | 3.5000%  | 0.0000% | $80000.00          | $6317.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-09-20      | 6.5000%  | 0.0000% | $81000.00          | $1572.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-02-15      | 5.5000%  | 0.0000% | $390268.00         | $7169.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-10-15      | 4.5000%  | 0.0000% | $1000000.00        | $12810.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-20      | 6.5000%  | 0.0000% | $140000.00         | $1668.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-20      | 6.5000%  | 0.0000% | $2000000.00        | $75700.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-07-15      | 6.0000%  | 0.0000% | $1689500.00        | $28259.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-09-15      | 4.5000%  | 0.0000% | $1659572.00        | $18589.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-15      | 4.5000%  | 0.0000% | $474000.00         | $5075.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-15      | 5.5000%  | 0.0000% | $3082656.00        | $69856.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-07-15      | 5.2500%  | 0.0000% | $142000.00         | $5858.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-04-15      | 5.7000%  | 0.0000% | $188455.00         | $31051.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-05-15      | 5.2500%  | 0.0000% | $1069577.00        | $25773.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-09-15      | 5.0000%  | 0.0000% | $1919304.00        | $21443.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-20      | 5.0000%  | 0.0000% | $60000.00          | $3958.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-08-20      | 4.5000%  | 0.0000% | $25000.00          | $2022.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-02-20      | 6.5000%  | 0.0000% | $1300000.00        | $51179.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-20      | 6.0000%  | 0.0000% | $1172700.00        | $24922.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-15      | 5.0000%  | 0.0000% | $17313.00          | $780.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-15      | 3.5000%  | 0.0000% | $180000.00         | $10668.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-20      | 6.0000%  | 0.0000% | $1325000.00        | $39048.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-15      | 5.0000%  | 0.0000% | $1153108.00        | $31497.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-04-20      | 4.5000%  | 0.0000% | $800000.00         | $24728.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-15      | 6.0000%  | 0.0000% | $1880000.00        | $45113.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-20      | 6.0000%  | 0.0000% | $2140970.00        | $43711.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-20      | 5.5000%  | 0.0000% | $786630.00         | $10539.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-20      | 6.0000%  | 0.0000% | $700000.00         | $5734.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-15      | 4.5000%  | 0.0000% | $1073761.00        | $40448.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-15      | 4.5000%  | 0.0000% | $163865.00         | $5647.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-15      | 4.5000%  | 0.0000% | $102000000.00      | $4642375.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 5.0000%  | 0.0000% | $653822.00         | $24378.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-20      | 5.0000%  | 0.0000% | $11746950.00       | $358305.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-11-15      | 6.0000%  | 0.0000% | $65840.00          | $2396.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-10-15      | 5.2000%  | 0.0000% | $700000.00         | $13094.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $565000.00         | $33214.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 5.0000%  | 0.0000% | $1082000.00        | $26389.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-20      | 5.5000%  | 0.0000% | $1947515.00        | $8206.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-20      | 6.0000%  | 0.0000% | $25000.00          | $195.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-12-20      | 6.0000%  | 0.0000% | $60000.00          | $2886.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-09-15      | 6.0000%  | 0.0000% | $1451713.00        | $27156.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 6.0000%  | 0.0000% | $238428.00         | $3220.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 5.0000%  | 0.0000% | $295000.00         | $12301.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-05-15      | 3.0000%  | 0.0000% | $55000.00          | $290.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-01-15      | 6.0000%  | 0.0000% | $29238.00          | $471.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 6.5000%  | 0.0000% | $37000.00          | $196.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-07-15      | 4.5000%  | 0.0000% | $81512.00          | $1134.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 6.5000%  | 0.0000% | $2862540.00        | $749.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 6.5000%  | 0.0000% | $2673346.00        | $14935.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-05-15      | 7.5000%  | 0.0000% | $43000.00          | $281.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-04-15      | 6.5000%  | 0.0000% | $53000.00          | $76.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-06-15      | 6.5000%  | 0.0000% | $5357960.00        | $5196.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-15      | 6.0000%  | 0.0000% | $31466.00          | $353.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-06-15      | 5.5000%  | 0.0000% | $108000.00         | $1632.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-15      | 7.5000%  | 0.0000% | $1238824.00        | $7031.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-15      | 6.5000%  | 0.0000% | $428860.00         | $1299.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-15      | 6.0000%  | 0.0000% | $317029.00         | $964.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $11204944.00       | $20175.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 6.0000%  | 0.0000% | $1431863.00        | $7138.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 6.5000%  | 0.0000% | $398861.00         | $397.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-15      | 5.5000%  | 0.0000% | $486000.00         | $1309.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $2275997.00        | $6837.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $25002459.00       | $138423.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $2000000.00        | $13961.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $987937.00         | $5242.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-07-15      | 6.5000%  | 0.0000% | $135647.00         | $152.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $999909.00         | $19915.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-15      | 6.0000%  | 0.0000% | $80000.00          | $512.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1659525.00        | $6493.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-15      | 6.5000%  | 0.0000% | $45000.00          | $130.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-15      | 6.0000%  | 0.0000% | $206826.00         | $707.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1270046.00        | $5703.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $7643518.00        | $20545.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $14494873.00       | $48474.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $5932408.00        | $110061.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $7123272.00        | $30467.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $5000032.00        | $33500.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $224023.00         | $3840.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $23000000.00       | $40912.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $4297001.00        | $23407.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $87172.00          | $492.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $878120.00         | $1562.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 7.5000%  | 0.0000% | $30000.00          | $67.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $490548.00         | $2150.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $5579654.00        | $36178.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $685839.00         | $74.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $993784.00         | $8756.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $946331.00         | $6798.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1058093.00        | $3602.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $914717.00         | $3980.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $498947.00         | $1644.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $94729.00          | $340.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-15      | 6.5000%  | 0.0000% | $36000.00          | $132.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $446515.00         | $1008.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $4000400.00        | $28051.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1287633.00        | $8725.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $590039.00         | $7470.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $749664.00         | $1398.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $2957718.00        | $18897.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1692032.00        | $21250.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $2365155.00        | $11909.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $705002.00         | $7010.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $2394164.00        | $9812.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 8.0000%  | 0.0000% | $102819.00         | $35.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-01-15      | 7.5000%  | 0.0000% | $250000.00         | $993.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-01-15      | 8.5000%  | 0.0000% | $128685.00         | $47.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-01-15      | 7.5000%  | 0.0000% | $194000.00         | $83.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 8.0000%  | 0.0000% | $630000.00         | $1464.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-15      | 6.0000%  | 0.0000% | $387650.00         | $2661.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-15      | 7.5000%  | 0.0000% | $150000.00         | $444.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-15      | 6.0000%  | 0.0000% | $565050.00         | $1182.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-15      | 6.0000%  | 0.0000% | $161614.00         | $594.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-06-15      | 5.0000%  | 0.0000% | $214000.00         | $3122.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 7.5000%  | 0.0000% | $175000.00         | $238.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-01-15      | 8.0000%  | 0.0000% | $25000.00          | $65.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $900220.00         | $14305.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $301938.00         | $8651.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $935509.00         | $15078.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $27003895.00       | $16203234.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.5000%  | 0.0000% | $3705190.00        | $2318182.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.5000%  | 0.0000% | $24126556.00       | $18419745.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.0000%  | 0.0000% | $17532755.00       | $12152071.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $33169835.00       | $25721491.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $18250572.00       | $13378121.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.0000%  | 0.0000% | $16777392.00       | $11302372.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.0000%  | 0.0000% | $42468983.00       | $29846059.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $5231825.00        | $4696461.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.0000%  | 0.0000% | $64000.00          | $11269.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.5000%  | 0.0000% | $49905415.00       | $41831976.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 3.0000%  | 0.0000% | $362000.00         | $278504.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.5000%  | 0.0000% | $9296177.00        | $7160469.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $16091536.00       | $12935501.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 6.0000%  | 0.0000% | $9793091.00        | $8000326.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 3.5000%  | 0.0000% | $24538751.00       | $19756915.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 3.0000%  | 0.0000% | $41852159.00       | $32983406.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 4.5000%  | 0.0000% | $21912098.00       | $17369650.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $182080.00         | $200.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $1699966.00        | $883113.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $626247.00         | $329115.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.0000%  | 0.0000% | $1409433.00        | $1112406.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.0000%  | 0.0000% | $1104770.00        | $1144357.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $2560186.00        | $1446915.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $1020020.00        | $927219.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.5000%  | 0.0000% | $1796748.00        | $391417.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 6.0000%  | 0.0000% | $1015562.00        | $844359.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 8.0000%  | 0.0000% | $1135530.00        | $1067966.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 6.5000%  | 0.0000% | $1357674.00        | $1441676.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.5000%  | 0.0000% | $1093303.00        | $830422.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1009177.00        | $874433.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $10292743.00       | $823236.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.0000%  | 0.0000% | $2163770.00        | $1477707.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.0000%  | 0.0000% | $1482123.00        | $1038620.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.5000%  | 0.0000% | $1259312.00        | $1083992.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.5000%  | 0.0000% | $1749902.00        | $1283517.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $1141850.00        | $722507.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $1023788.00        | $947617.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.0000%  | 0.0000% | $1362030.00        | $1336701.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 8.0000%  | 0.0000% | $1367672.00        | $1444894.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $883204.00         | $920997.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $1599400.00        | $971192.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.0000%  | 0.0000% | $1290005.00        | $1100676.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.0000%  | 0.0000% | $1530520.00        | $1498112.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.5000%  | 0.0000% | $1367006.00        | $682922.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1238126.00        | $1321996.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $1040392.00        | $1112658.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1153028.00        | $1215545.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $1022366.00        | $1068376.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 7.0000%  | 0.0000% | $1366669.00        | $1447129.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $1317259.00        | $874482.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $25309.00          | $19748.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $27756.00          | $18655.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.5000%  | 0.0000% | $1413818.00        | $307848.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.0000%  | 0.0000% | $20211.00          | $17190.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $36693.00          | $21860.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $29743.00          | $12522.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $21182.00          | $17768.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $20760.00          | $18112.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $49315.00          | $47082.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $39486.00          | $23516.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $17945.00          | $8457.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $17385.00          | $9169.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $30481.00          | $21779.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $21076.00          | $17917.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $75341.00          | $69691.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-05-20      | 7.0000%  | 0.0000% | $1042601.00        | $207467.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $1000.00           | $531.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $33472.00          | $27665.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $2141551.00        | $1477252.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 8.0000%  | 0.0000% | $173260.00         | $168497.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 8.0000%  | 0.0000% | $2002.00           | $1735.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 8.0000%  | 0.0000% | $21641.00          | $15061.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 6.0000%  | 0.0000% | $41953.00          | $29996.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $18345.00          | $15316.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $36479.00          | $7817.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 8.0000%  | 0.0000% | $14678.00          | $8900.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $52270.00          | $15880.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $12127.00          | $12411.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $18885.00          | $10875.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $27320.00          | $15623.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $20950.00          | $17878.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 6.0000%  | 0.0000% | $39103.00          | $21086.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $83256.00          | $40253.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $24235.00          | $21337.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $18262.00          | $3111.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.5000%  | 0.0000% | $1163535.00        | $299217.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $97839.00          | $81522.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $220986.00         | $173040.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $957335.00         | $804497.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $93944.00          | $81202.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $56863.00          | $49161.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $95701.00          | $73303.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $59568.00          | $52473.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $1282464.00        | $1128507.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 7.5000%  | 0.0000% | $146883.00         | $154186.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.0000%  | 0.0000% | $196091.00         | $205495.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1468439.00        | $1458953.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $1389289.00        | $1463560.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $1040914.00        | $1096007.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1061839.00        | $1049187.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1344094.00        | $1335526.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1422558.00        | $1413124.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1099897.00        | $1099484.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $1392530.00        | $1381919.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-01-15      | 4.5000%  | 0.0000% | $31790.00          | $9240.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-15      | 3.0000%  | 0.0000% | $38000.00          | $14169.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-20      | 3.0000%  | 0.0000% | $33000.00          | $11459.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-01-15      | 6.0000%  | 0.0000% | $107100.00         | $4429.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-01-15      | 5.5000%  | 0.0000% | $111000.00         | $712.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 6.0000%  | 0.0000% | $25411.00          | $310.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 6.0000%  | 0.0000% | $52530.00          | $1014.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-11-15      | 8.5000%  | 0.0000% | $953972.00         | $665.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-11-15      | 7.5000%  | 0.0000% | $30000.00          | $38.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-10-15      | 7.5000%  | 0.0000% | $640000.00         | $341.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 8.0000%  | 0.0000% | $43855.00          | $38.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 7.0000%  | 0.0000% | $151020.00         | $132.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $466060.00         | $985.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-01-15      | 6.0000%  | 0.0000% | $222092.00         | $1900.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-08-15      | 8.0000%  | 0.0000% | $787167.00         | $11.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-10-15      | 7.5000%  | 0.0000% | $137000.00         | $66.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-08-15      | 7.2500%  | 0.0000% | $197500.00         | $136.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-10-15      | 8.0000%  | 0.0000% | $152995.00         | $71.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 6.5000%  | 0.0000% | $45000.00          | $1857.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-01-15      | 7.0000%  | 0.0000% | $167068.00         | $41.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-01-15      | 7.5000%  | 0.0000% | $495000.00         | $235.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 8.0000%  | 0.0000% | $1011474.00        | $830.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-08-15      | 8.0000%  | 0.0000% | $297422.00         | $54.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-06-15      | 9.0000%  | 0.0000% | $96492.00          | $42.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 7.7500%  | 0.0000% | $25000.00          | $94.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-04-15      | 8.0000%  | 0.0000% | $165000.00         | $603.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1100631.00        | $8845.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 6.0000%  | 0.0000% | $624663.00         | $28256.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $111755.00         | $15096.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-15      | 6.5000%  | 0.0000% | $38000.00          | $3531.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-02-15      | 7.5000%  | 0.0000% | $35000.00          | $255.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-02-15      | 7.5000%  | 0.0000% | $26661.00          | $239.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $500350.00         | $1000.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $1973716.00        | $16019.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-01-15      | 7.5000%  | 0.0000% | $200696.00         | $442.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-02-15      | 7.5000%  | 0.0000% | $241000.00         | $626.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-02-15      | 8.5000%  | 0.0000% | $25000.00          | $159.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-02-15      | 7.5000%  | 0.0000% | $49000.00          | $525.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 7.0000%  | 0.0000% | $862732.00         | $638.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 4.5000%  | 0.0000% | $768579.00         | $10398.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-15      | 4.5000%  | 0.0000% | $1003986.00        | $22616.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 6.0000%  | 0.0000% | $539154.00         | $2069.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 7.0000%  | 0.0000% | $5351013.00        | $11871.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $752966.00         | $3903.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-09-20      | 8.0000%  | 0.0000% | $914966.00         | $58.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-09-20      | 7.0000%  | 0.0000% | $50495176.00       | $7194.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-09-20      | 6.5000%  | 0.0000% | $1446548.00        | $301.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-08-20      | 8.0000%  | 0.0000% | $1141400.00        | $196.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-07-20      | 8.0000%  | 0.0000% | $12433222.00       | $1138.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-07-20      | 7.5000%  | 0.0000% | $538932.00         | $100.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-06-20      | 8.5000%  | 0.0000% | $323804.00         | $14.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-06-20      | 7.5000%  | 0.0000% | $2540000.00        | $196.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 7.5000%  | 0.0000% | $1154207.00        | $606963.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $21295.00          | $12143.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 7.5000%  | 0.0000% | $1175591.00        | $1275097.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.5000%  | 0.0000% | $1175824.00        | $1239954.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 7.5000%  | 0.0000% | $1126058.00        | $1222171.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 7.0000%  | 0.0000% | $1288136.00        | $1351980.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 7.5000%  | 0.0000% | $1042427.00        | $652581.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 7.5000%  | 0.0000% | $2933088.00        | $1263319.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 5.5000%  | 0.0000% | $1000.00           | $527.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 7.5000%  | 0.0000% | $192358.00         | $201474.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-01-15      | 3.0000%  | 0.0000% | $1270025.00        | $329080.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-09-20      | 4.0000%  | 0.0000% | $1439000.00        | $125885.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-20      | 4.0000%  | 0.0000% | $75000.00          | $8059.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-10-20      | 3.5000%  | 0.0000% | $50000.00          | $8747.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-20      | 7.0000%  | 0.0000% | $136000.00         | $6327.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 2.5000%  | 0.0000% | $3853969.00        | $267107.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-15      | 3.0000%  | 0.0000% | $1005861.00        | $90382.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-15      | 4.5000%  | 0.0000% | $289465.00         | $17736.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-06-15      | 3.5000%  | 0.0000% | $476450.00         | $27776.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-15      | 3.0000%  | 0.0000% | $507406.00         | $78727.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-15      | 3.0000%  | 0.0000% | $1460955.00        | $563143.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-15      | 3.0000%  | 0.0000% | $1320633.00        | $537550.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-15      | 3.5000%  | 0.0000% | $427903.00         | $9207.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-03-20      | 3.5000%  | 0.0000% | $55000.00          | $7186.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-03-15      | 3.0000%  | 0.0000% | $2023810.00        | $165623.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-08-15      | 3.0000%  | 0.0000% | $203043.00         | $24314.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-03-15      | 3.5000%  | 0.0000% | $37000.00          | $4466.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-02-15      | 3.5000%  | 0.0000% | $971305.00         | $71564.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-01-15      | 3.0000%  | 0.0000% | $264872.00         | $29859.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-10-15      | 4.0000%  | 0.0000% | $2120939.00        | $154330.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-07-20      | 5.5000%  | 0.0000% | $95000.00          | $825.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $76602.00          | $69510.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $75084.00          | $78460.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $73970.00          | $77406.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $119074.00         | $87992.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $1107896.00        | $1151522.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1488908.00        | $1090562.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $1173804.00        | $726960.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $1162553.00        | $1210831.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 5.0000%  | 0.0000% | $1056404.00        | $1043881.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1284464.00        | $1066015.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1993800.00        | $258093.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1516444.00        | $1445716.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $68891.00          | $71933.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $1373791.00        | $1441583.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $1087743.00        | $878417.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $74252.00          | $66280.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $865783.00         | $905549.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $1354887.00        | $1087672.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $1336033.00        | $997923.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $89550.00          | $93611.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $104883.00         | $109837.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $78900.00          | $82606.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $85418.00          | $89472.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.0000%  | 0.0000% | $1000000.00        | $895454.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $552342.00         | $393186.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1091930.00        | $783295.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1345660.00        | $922717.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $1001507.00        | $1066220.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.0000%  | 0.0000% | $1515585.00        | $1489201.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $1879215.00        | $1532048.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1173410.00        | $1237958.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $2045875.00        | $1384568.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.5000%  | 0.0000% | $1525894.00        | $1400262.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $773362.00         | $699265.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $82345.00          | $64469.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1027897.00        | $735070.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $822380.00         | $704764.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $97623.00          | $85520.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $63775.00          | $66624.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $974753.00         | $982326.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $501165.00         | $519032.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.5000%  | 0.0000% | $99039.00          | $103806.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $615055.00         | $641902.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1494624.00        | $355541.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1315708.00        | $819827.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $2619831.00        | $1101584.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.5000%  | 0.0000% | $1648679.00        | $1213730.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.5000%  | 0.0000% | $1077900.00        | $1124815.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.5000%  | 0.0000% | $1390732.00        | $1081722.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.5000%  | 0.0000% | $1177616.00        | $738073.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1541180.00        | $638340.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1313009.00        | $1099331.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.5000%  | 0.0000% | $1200291.00        | $1250589.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.5000%  | 0.0000% | $1383780.00        | $993537.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $1051948.00        | $1071137.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $54874.00          | $48987.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $81638.00          | $68745.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $4157819.00        | $1464912.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $3607305.00        | $742264.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1145331.00        | $1190575.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1159824.00        | $585310.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1598989.00        | $674954.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $59247.00          | $61789.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 5.5000%  | 0.0000% | $1003432.00        | $879392.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.5000%  | 0.0000% | $319046.00         | $214317.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $1419417.00        | $1482303.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.0000%  | 0.0000% | $1489280.00        | $1077796.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.0000%  | 0.0000% | $1388388.00        | $1108961.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $1159050.00        | $600599.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1982678.00        | $1401972.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $660955.00         | $694777.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.0000%  | 0.0000% | $815391.00         | $856759.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 6.5000%  | 0.0000% | $1314501.00        | $1397156.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.0000%  | 0.0000% | $554656.00         | $166823.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 6.0000%  | 0.0000% | $1025534.00        | $1062162.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.0000%  | 0.0000% | $416816.00         | $380262.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 5.5000%  | 0.0000% | $1450707.00        | $1365967.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1797328.00        | $834708.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.0000%  | 0.0000% | $1655818.00        | $1123030.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $107443.00         | $80707.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $88572.00          | $76708.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $73696.00          | $63740.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $1175141.00        | $602468.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $1184886.00        | $974465.00         | Agency Mortgage-Backed Securities |

### Security 315: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 3.620002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR106A4C, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR106A4C7791564JP
- **C.18 - Value (incl. sponsor support):** $784999136.50
- **C.18.a - Value (excl. sponsor support):** $784999136.50
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 5 BOND 45     | 2045-05-15      | 5.0000%  | 0.0000% | $534249600.00      | $537845193.00      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55 | 2055-02-15      | 4.6250%  | 0.0000% | $277363300.00      | $265326989.00      | U.S. Treasuries (including strips) |

### Security 316: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 3.620002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR106B6C, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR106B6C7791567JP
- **C.18 - Value (incl. sponsor support):** $4279996576.00
- **C.18.a - Value (excl. sponsor support):** $4279996576.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | 0.0000% | $1497749400.00     | $1510571467.00     | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  | 0.0000% | $1771334400.00     | $1821078735.00     | U.S. Treasuries (including strips) |
| 4 3/4 BOND 56    | 2056-02-15      | 4.7500%  | 0.0000% | $183418000.00      | $179334601.00      | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  | 0.0000% | $1025148800.00     | $688197030.00      | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | 0.0000% | $279900700.00      | $179896966.00      | U.S. Treasuries (including strips) |

### Security 317: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 3.620002%
- **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: TPR106B6D, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR106B6D7791565JP
- **C.18 - Value (incl. sponsor support):** $1969998424.00
- **C.18.a - Value (excl. sponsor support):** $1969998424.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $4514448.00        | $4435195.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 4.5000%  | 0.0000% | $2462400.00        | $2370520.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.0000%  | 0.0000% | $19348576.00       | $18788695.00       | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-02-01      | 5.0000%  | 0.0000% | $7765072.00        | $6990264.00        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-02-01      | 5.0000%  | 0.0000% | $1615380.00        | $1591968.00        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-02-01      | 5.0000%  | 0.0000% | $615905.00         | $605565.00         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-02-01      | 5.5000%  | 0.0000% | $1118950.00        | $1138178.00        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-01-01      | 7.0000%  | 0.0000% | $18978.00          | $20156.00          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-12-01      | 6.5000%  | 0.0000% | $13856.00          | $14718.00          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-01-01      | 5.0000%  | 0.0000% | $1779042.00        | $1696308.00        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-12-01      | 5.5000%  | 0.0000% | $20194.00          | $19830.00          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-12-01      | 6.5000%  | 0.0000% | $5509130.00        | $5311324.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.5000%  | 0.0000% | $1168278.00        | $436601.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $10785440.00       | $8755796.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-02-01      | 4.5000%  | 0.0000% | $116534528.00      | $110463383.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 4.5000%  | 0.0000% | $137437184.00      | $131590233.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.0000%  | 0.0000% | $15712.00          | $15564.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.5000%  | 0.0000% | $11435184.00       | $11584079.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.0000%  | 0.0000% | $2884752.00        | $2854159.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.5000%  | 0.0000% | $20187.00          | $20527.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.0000%  | 0.0000% | $17972.00          | $17772.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $17426820.00       | $17199363.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $1013500.00        | $1027512.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.5000%  | 0.0000% | $3416512.00        | $3462337.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $13951920.00       | $14150160.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $6420136.00        | $6505009.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $2786748.00        | $2763197.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.5000%  | 0.0000% | $19883.00          | $20373.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $29394560.00       | $29007092.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 6.0000%  | 0.0000% | $19768.00          | $20260.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 4.5000%  | 0.0000% | $4288824.00        | $4135721.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $17838.00          | $17647.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $3703908.00        | $3673273.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.5000%  | 0.0000% | $19216.00          | $20262.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.5000%  | 0.0000% | $19232.00          | $20365.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 4.5000%  | 0.0000% | $23502.00          | $22620.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 3.0000%  | 0.0000% | $5000000.00        | $2829916.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 4.0000%  | 0.0000% | $6500000.00        | $1525230.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-01-01      | 2.0000%  | 0.0000% | $3475928.00        | $2026318.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-02-01      | 2.0000%  | 0.0000% | $815000.00         | $316371.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-04-01      | 2.5000%  | 0.0000% | $258000.00         | $85697.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-12-01      | 2.0000%  | 0.0000% | $52011.00          | $20380.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-05-01      | 4.5000%  | 0.0000% | $20432.00          | $20280.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-02-01      | 6.0000%  | 0.0000% | $90338.00          | $40665.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-03-01      | 2.0000%  | 0.0000% | $98211.00          | $62563.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-11-01      | 1.5000%  | 0.0000% | $217303.00         | $142831.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-10-01      | 3.0000%  | 0.0000% | $42020480.00       | $36863578.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-06-01      | 2.5000%  | 0.0000% | $121504.00         | $10657.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-02-01      | 5.0000%  | 0.0000% | $390059.00         | $42360.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-11-01      | 3.5000%  | 0.0000% | $620000.00         | $66120.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 4.5000%  | 0.0000% | $131209.00         | $19777.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-09-01      | 3.5000%  | 0.0000% | $1150700.00        | $110562.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-05-01      | 3.0000%  | 0.0000% | $158108.00         | $20299.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-09-01      | 5.5000%  | 0.0000% | $1100000.00        | $30621.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-04-01      | 6.5000%  | 0.0000% | $3000000.00        | $37842.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-05-01      | 7.5000%  | 0.0000% | $1050000.00        | $28856.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-04-01      | 7.0000%  | 0.0000% | $108994560.00      | $74364.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-10-01      | 5.0000%  | 0.0000% | $1642832.00        | $177494.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-01-01      | 4.5000%  | 0.0000% | $1350000.00        | $89865.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-06-01      | 3.5000%  | 0.0000% | $553000.00         | $63833.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 5.5000%  | 0.0000% | $1045246.00        | $48639.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 4.5000%  | 0.0000% | $1210000.00        | $167426.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-03-01      | 3.5000%  | 0.0000% | $1837570.00        | $85666.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-08-01      | 4.5000%  | 0.0000% | $1196900.00        | $65880.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-07-01      | 6.5000%  | 0.0000% | $1104514.00        | $20386.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.5000%  | 0.0000% | $27000000.00       | $11052291.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-07-01      | 3.5000%  | 0.0000% | $4000000.00        | $370043.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.0000%  | 0.0000% | $6817856.00        | $6307091.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 5.0000%  | 0.0000% | $3535580.00        | $3489433.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 5.5000%  | 0.0000% | $11163200.00       | $11308554.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $4369832.00        | $4428444.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%  | 0.0000% | $1162892.00        | $552828.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-09-01      | 5.5000%  | 0.0000% | $4500000.00        | $1232628.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 7.0000%  | 0.0000% | $12301808.00       | $10258940.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-09-01      | 6.0000%  | 0.0000% | $333999999.00      | $1396209.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-03-01      | 4.0000%  | 0.0000% | $298338.00         | $7192.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-10-01      | 3.0000%  | 0.0000% | $1058000.00        | $79669.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-07-01      | 5.0000%  | 0.0000% | $10088446.00       | $8951.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.5000%  | 0.0000% | $123000.00         | $70476.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-20      | 6.5000%  | 0.0000% | $10473472.00       | $7196.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-08-20      | 3.0000%  | 0.0000% | $3774996.00        | $449754.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $2112690.00        | $329955.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $472641536.00      | $477402349.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $21600256.00       | $21096286.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $4878024.00        | $4901705.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $6447304.00        | $6678444.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $3248880.00        | $2480068.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 7.0000%  | 0.0000% | $1616018.00        | $1705280.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA7880 M                         | 2052-02-20      | 2.0000%  | 0.0000% | $426309632.00      | $252459691.00      | Agency Mortgage-Backed Securities   |
| GNII SF MA0008 M                         | 2027-04-20      | 3.5000%  | 0.0000% | $2572709.00        | $8956.00           | Agency Mortgage-Backed Securities   |
| FHDN 06/26/26                            | 2026-06-26      | 0.0000%  | 0.0000% | $47949000.00       | $47831477.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $32590.00          | $20124.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.0000%  | 0.0000% | $17000.00          | $12649.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $441690.00         | $332547.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.0000%  | 0.0000% | $3549856.00        | $2152457.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 3.0000%  | 0.0000% | $1229232.00        | $858745.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-07-01      | 2.0000%  | 0.0000% | $18704580.00       | $9364484.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.0000%  | 0.0000% | $205000.00         | $152165.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.5000%  | 0.0000% | $126991.00         | $64752.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.0000%  | 0.0000% | $1462168.00        | $1332688.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.0000%  | 0.0000% | $1253126.00        | $1096110.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $31789.00          | $20785.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 5.5000%  | 0.0000% | $193793792.00      | $144149887.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $102986240.00      | $73327346.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 6.0000%  | 0.0000% | $7000000.00        | $4337065.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $560000.00         | $497357.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 4.0000%  | 0.0000% | $92575.00          | $19870.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 2.0000%  | 0.0000% | $17000.00          | $7792.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 3.0000%  | 0.0000% | $73556.00          | $20347.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-04-01      | 4.0000%  | 0.0000% | $1006000.00        | $161665.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-08-01      | 4.0000%  | 0.0000% | $84000.00          | $7883.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $55349248.00       | $40407855.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 4.5000%  | 0.0000% | $48400.00          | $41680.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $596000.00         | $480993.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 5.5000%  | 0.0000% | $200000.00         | $148178.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.0000%  | 0.0000% | $26500.00          | $19881.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.5000%  | 0.0000% | $734418.00         | $404065.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 4.5000%  | 0.0000% | $23104288.00       | $15932525.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 4.5000%  | 0.0000% | $117000.00         | $84544.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 4.5000%  | 0.0000% | $24447.00          | $20900.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $5206816.00        | $2997133.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $2420420.00        | $528323.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.0000%  | 0.0000% | $1213436.00        | $704027.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.5000%  | 0.0000% | $1020786.00        | $387475.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.5000%  | 0.0000% | $795417.00         | $393660.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-10-01      | 4.5000%  | 0.0000% | $44012.00          | $19919.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 4.5000%  | 0.0000% | $44000.00          | $32948.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $62083.00          | $52216.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 4.5000%  | 0.0000% | $20185376.00       | $19325849.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 4.5000%  | 0.0000% | $19876032.00       | $19086175.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $21037.00          | $20425.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.0000%  | 0.0000% | $19772928.00       | $16190114.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%  | 0.0000% | $25453.00          | $20245.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $70194688.00       | $68588666.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $34416192.00       | $34765762.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 3.0000%  | 0.0000% | $42436800.00       | $37354929.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 4.5000%  | 0.0000% | $41520.00          | $39325.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 4.5000%  | 0.0000% | $75625984.00       | $71978736.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 4.5000%  | 0.0000% | $212804.00         | $205607.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $1490700.00        | $1066894.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-12-01      | 3.0000%  | 0.0000% | $3493472.00        | $3072457.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 7.0000%  | 0.0000% | $23497600.00       | $20534953.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 4.0000%  | 0.0000% | $82000.00          | $69561.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $1306472.00        | $1305323.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $3527024.00        | $3159052.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $4886632.00        | $5048046.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $7156872.00        | $7015828.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 7.0000%  | 0.0000% | $1088150.00        | $1150285.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $1176900.00        | $976604.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 7.0000%  | 0.0000% | $18006.00          | $17568.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 7.0000%  | 0.0000% | $19198.00          | $20322.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $12137312.00       | $8798464.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $789189.00         | $804215.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $11497100.00       | $11356135.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $9244272.00        | $9396261.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.0000%  | 0.0000% | $3792444.00        | $2997953.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 7.0000%  | 0.0000% | $1050920.00        | $1112991.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 5.0000%  | 0.0000% | $819429.00         | $772381.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $20113056.00       | $17851228.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.0000%  | 0.0000% | $48826.00          | $41621.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $19709664.00       | $18065405.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $1443940.00        | $1298696.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 7.0000%  | 0.0000% | $1643958.00        | $1205451.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $531254.00         | $335630.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $8823264.00        | $5839385.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 7.0000%  | 0.0000% | $1119426.00        | $901032.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $32676.00          | $20146.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-05-01      | 6.5000%  | 0.0000% | $19273.00          | $20204.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 5.5000%  | 0.0000% | $3303712.00        | $3195358.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-02-01      | 6.0000%  | 0.0000% | $15778.00          | $16132.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-10-01      | 3.5000%  | 0.0000% | $727925.00         | $669418.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-10-01      | 6.0000%  | 0.0000% | $1013042.00        | $797920.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-10-01      | 6.5000%  | 0.0000% | $1009370.00        | $1030823.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-04-01      | 6.0000%  | 0.0000% | $1447960.00        | $1430768.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-03-01      | 6.0000%  | 0.0000% | $908771.00         | $359098.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-08-01      | 6.5000%  | 0.0000% | $1179704.00        | $920294.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-11-01      | 4.0000%  | 0.0000% | $370997.00         | $214093.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%  | 0.0000% | $1838218.00        | $1217187.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.5000%  | 0.0000% | $10297.00          | $5057.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-04-01      | 3.5000%  | 0.0000% | $977000.00         | $265803.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-03-01      | 2.5000%  | 0.0000% | $239287.00         | $20413.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-04-01      | 5.0000%  | 0.0000% | $1729226.00        | $723667.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-07-01      | 6.5000%  | 0.0000% | $1730566.00        | $1331258.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-04-01      | 2.5000%  | 0.0000% | $291609.00         | $161639.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-06-01      | 2.5000%  | 0.0000% | $77381.00          | $20107.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-08-01      | 4.0000%  | 0.0000% | $7135000.00        | $4496366.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-07-01      | 2.0000%  | 0.0000% | $54376.00          | $20431.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-06-01      | 2.0000%  | 0.0000% | $40608.00          | $14844.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.5000%  | 0.0000% | $111701.00         | $81193.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.5000%  | 0.0000% | $95553.00          | $82104.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.5000%  | 0.0000% | $250000.00         | $141631.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 1.5000%  | 0.0000% | $3406324.00        | $2126767.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $3499750.00        | $3470995.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-02-01      | 2.0000%  | 0.0000% | $1000000.00        | $628811.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-01-01      | 1.5000%  | 0.0000% | $47938.00          | $24697.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-01-01      | 1.5000%  | 0.0000% | $30621888.00       | $17091533.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-09-01      | 2.5000%  | 0.0000% | $344000.00         | $119866.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-08-01      | 2.0000%  | 0.0000% | $58760.00          | $20261.00          | Agency Mortgage-Backed Securities   |

### Security 318: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.620002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR107222, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR1072227791563CR
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 7/8 NOTE AN 29 | 2029-05-15      | 3.8750%  | 0.0000% | $45142400.00       | $44999352.00       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28 | 2028-12-15      | 3.5000%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  | 0.0000% | $45361600.00       | $44999238.00       | U.S. Treasuries (including strips) |
| TRFR BF 07/31/27 | 2027-07-31      | 3.8226%  | 0.0000% | $1051700.00        | $1055988.00        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | 0.0000% | $44154400.00       | $44999193.00       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  | 0.0000% | $45697000.00       | $43276520.00       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | 0.0000% | $1400.00           | $1210.00           | U.S. Treasuries (including strips) |
| 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  | 0.0000% | $37168000.00       | $44997979.00       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  | 0.0000% | $32469600.00       | $44999227.00       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 41    | 2041-02-15      | 2.1250%  | 0.0000% | $24956500.00       | $36671094.00       | U.S. Treasuries (including strips) |

### Security 319: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.620002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR107E04, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR107E047791565CR
- **C.18 - Value (incl. sponsor support):** $1213889733.00
- **C.18.a - Value (excl. sponsor support):** $1213889733.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TINT 02/15/29    | 2029-02-15      | 0.0000%  | 0.0000% | $7.00              | $6.00              | U.S. Treasuries (including strips) |
| 3 3/4 NOTE U 31  | 2031-01-31      | 3.7500%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| 1 1/8 TRIN AE 30 | 2030-10-15      | 1.1250%  | 0.0000% | $27730000.00       | $27904342.00       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27 | 2027-07-31      | 3.8750%  | 0.0000% | $109695200.00      | $111010250.00      | U.S. Treasuries (including strips) |
| 4 NOTE M 32      | 2032-06-30      | 4.0000%  | 0.0000% | $129550400.00      | $130170958.00      | U.S. Treasuries (including strips) |
| 4 NOTE W 30      | 2030-03-31      | 4.0000%  | 0.0000% | $140844600.00      | $141276019.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  | 0.0000% | $89383800.00       | $89716602.00       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | 0.0000% | $200.00            | $199.00            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  | 0.0000% | $74419200.00       | $74414913.00       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  | 0.0000% | $200.00            | $202.00            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  | 0.0000% | $108930600.00      | $108852669.00      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | 0.0000% | $135455000.00      | $130794070.00      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  | 0.0000% | $145795400.00      | $139061698.00      | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $87.00             | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  | 0.0000% | $100.00            | $139.00            | U.S. Treasuries (including strips) |
| 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  | 0.0000% | $100.00            | $125.00            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  | 0.0000% | $200.00            | $193.00            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  | 0.0000% | $103928800.00      | $99941662.00       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  | 0.0000% | $96245100.00       | $84638410.00       | U.S. Treasuries (including strips) |
| 3 BOND 52        | 2052-08-15      | 3.0000%  | 0.0000% | $200.00            | $142.00            | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-08-15      | 3.0000%  | 0.0000% | $137851000.00      | $101517048.00      | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-05-15      | 3.0000%  | 0.0000% | $200.00            | $148.00            | U.S. Treasuries (including strips) |

### Security 320: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.620002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR107E06, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR107E06779156ACR
- **C.18 - Value (incl. sponsor support):** $1998172400.00
- **C.18.a - Value (excl. sponsor support):** $1998172400.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 3/4 NOTE U 31  | 2031-01-31      | 3.7500%  | 0.0000% | $35589600.00       | $35456237.00       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32  | 2032-08-31      | 3.8750%  | 0.0000% | $241342800.00      | $238881804.00      | U.S. Treasuries (including strips) |
| 1 5/8 TRIN X 30  | 2030-04-15      | 1.6250%  | 0.0000% | $19548400.00       | $20341503.00       | U.S. Treasuries (including strips) |
| 2 1/8 TRIN A 35  | 2035-01-15      | 2.1250%  | 0.0000% | $41420300.00       | $44169784.00       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  | 0.0000% | $221478400.00      | $225852165.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  | 0.0000% | $119377800.00      | $120401654.00      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  | 0.0000% | $222625600.00      | $227745484.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  | 0.0000% | $252304400.00      | $254845185.00      | U.S. Treasuries (including strips) |
| 4NOTE AA 28      | 2028-06-30      | 4.0000%  | 0.0000% | $237324800.00      | $241189181.00      | U.S. Treasuries (including strips) |
| 4 NOTE V 28      | 2028-02-29      | 4.0000%  | 0.0000% | $400.00            | $404.00            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  | 0.0000% | $89811800.00       | $86170969.00       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  | 0.0000% | $100.00            | $139.00            | U.S. Treasuries (including strips) |
| 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  | 0.0000% | $187794200.00      | $234168326.00      | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  | 0.0000% | $159557400.00      | $214050963.00      | U.S. Treasuries (including strips) |
| 3 BOND 52        | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $71.00             | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $64.00             | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-05-15      | 3.0000%  | 0.0000% | $130849000.00      | $96726107.00       | U.S. Treasuries (including strips) |

### Security 321: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.620002%
- **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: TPR10804B, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR10804B7791567BA
- **C.18 - Value (incl. sponsor support):** $1844919927.00
- **C.18.a - Value (excl. sponsor support):** $1844919927.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-15      | 6.0000%  | 0.0000% | $174866.00         | $14480.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 6.0000%  | 0.0000% | $325542.00         | $5209.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-20      | 6.0000%  | 0.0000% | $752417.00         | $7358.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $36976080.00       | $36664879.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 5.5000%  | 0.0000% | $4987589.00        | $1396526.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-15      | 5.0000%  | 0.0000% | $264230.00         | $41031.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-15      | 5.0000%  | 0.0000% | $2947993.00        | $117928.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-08-15      | 4.5000%  | 0.0000% | $2632616.00        | $97708.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.0000%  | 0.0000% | $4324545.00        | $4419127.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $1956598.00        | $1757289.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 7.0000%  | 0.0000% | $7643843.00        | $7911501.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $44377.00          | $45242.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $136399703.00      | $136917382.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $27030560.00       | $26699693.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.0000%  | 0.0000% | $93394739.00       | $94860621.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 4.0000%  | 0.0000% | $156981199.00      | $145281352.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $974205.00         | $951425.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.0000%  | 0.0000% | $12723370.00       | $7636909.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 5.5000%  | 0.0000% | $12249252.00       | $9024802.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $1362157.00        | $993753.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $90167927.00       | $88573532.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $8208368.00        | $8252017.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $761561.00         | $757479.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 6.5000%  | 0.0000% | $2067060.00        | $2111045.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.0000%  | 0.0000% | $5000.00           | $5222.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $8123252.00        | $7853216.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.0000%  | 0.0000% | $13332647.00       | $13947184.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1822.00           | $1885.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $4278536.00        | $4372059.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1858.00           | $1876.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $12167.00          | $12131.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $7729869.00        | $7850244.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $5000.00           | $5089.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $990891.00         | $983840.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 7.0000%  | 0.0000% | $1016781.00        | $1058756.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $5002.00           | $5214.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $7426251.00        | $7770411.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.0000%  | 0.0000% | $4214256.00        | $4188596.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.0000%  | 0.0000% | $1268621.00        | $1261104.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $5839.00           | $5875.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $1510151.00        | $1595498.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $1318249.00        | $1037941.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1269130.00        | $977681.00         | Agency Mortgage-Backed Securities |
| GNMI SF CK0445 X                         | 2052-02-15      | 4.0000%  | 0.0000% | $87912.00          | $51654.00          | Agency Mortgage-Backed Securities |
| GNMI SF BE6271 X                         | 2048-03-15      | 3.5000%  | 0.0000% | $215633.00         | $79164.00          | Agency Mortgage-Backed Securities |
| GNMI SF BD4716 X                         | 2047-10-15      | 4.5000%  | 0.0000% | $365587.00         | $5641.00           | Agency Mortgage-Backed Securities |
| GNMI SF BB2257 X                         | 2047-08-15      | 4.5000%  | 0.0000% | $197813.00         | $28617.00          | Agency Mortgage-Backed Securities |
| GNII SF MA9488 M                         | 2054-02-20      | 5.5000%  | 0.0000% | $49025244.00       | $32990603.00       | Agency Mortgage-Backed Securities |
| GNII SF MA9362 M                         | 2053-12-20      | 5.5000%  | 0.0000% | $2135169.00        | $1571886.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7881 M                         | 2052-02-20      | 2.5000%  | 0.0000% | $59520116.00       | $35817240.00       | Agency Mortgage-Backed Securities |
| GNII SF MA7826 M                         | 2052-01-20      | 2.0000%  | 0.0000% | $505570870.00      | $296810954.00      | Agency Mortgage-Backed Securities |
| GNII SF MA7767 M                         | 2051-12-20      | 2.5000%  | 0.0000% | $18364434.00       | $10780429.00       | Agency Mortgage-Backed Securities |
| GNII SF MA7766 M                         | 2051-12-20      | 2.0000%  | 0.0000% | $609069690.00      | $350340008.00      | Agency Mortgage-Backed Securities |
| GNII SF MA7649 M                         | 2051-10-20      | 2.5000%  | 0.0000% | $456414284.00      | $261023319.00      | Agency Mortgage-Backed Securities |
| GNII SF MA7533 M                         | 2051-08-20      | 2.0000%  | 0.0000% | $467373509.00      | $249770265.00      | Agency Mortgage-Backed Securities |
| GNII SF MA7367 M                         | 2051-05-20      | 2.5000%  | 0.0000% | $1147039.00        | $569016.00         | Agency Mortgage-Backed Securities |
| GNII SF MA7986 M                         | 2052-04-20      | 2.0000%  | 0.0000% | $47287864.00       | $28231297.00       | Agency Mortgage-Backed Securities |
| GNII SF MA7057 M                         | 2050-12-20      | 5.0000%  | 0.0000% | $40000.00          | $8770.00           | Agency Mortgage-Backed Securities |
| GNII SF MA6867 M                         | 2050-09-20      | 3.5000%  | 0.0000% | $940153.00         | $253439.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6821 M                         | 2050-08-20      | 3.5000%  | 0.0000% | $909117.00         | $234026.00         | Agency Mortgage-Backed Securities |
| GNII SF MA5818 M                         | 2049-03-20      | 4.5000%  | 0.0000% | $315974.00         | $22115.00          | Agency Mortgage-Backed Securities |
| GNII SF MA5018 M                         | 2048-02-20      | 3.0000%  | 0.0000% | $12151405.00       | $1581728.00        | Agency Mortgage-Backed Securities |
| GNII SF MA4901 M                         | 2047-12-20      | 4.0000%  | 0.0000% | $8761214.00        | $888338.00         | Agency Mortgage-Backed Securities |
| GNII SF MA3937 M                         | 2046-09-20      | 3.5000%  | 0.0000% | $570908.00         | $63536.00          | Agency Mortgage-Backed Securities |
| GNII SF MA1678 M                         | 2044-02-20      | 4.0000%  | 0.0000% | $1148.00           | $62.00             | Agency Mortgage-Backed Securities |
| GNII SF MA0624 M                         | 2042-12-20      | 3.0000%  | 0.0000% | $25998000.00       | $2619483.00        | Agency Mortgage-Backed Securities |
| GNMI SF 775131 X                         | 2041-09-15      | 4.0000%  | 0.0000% | $1254370.00        | $92809.00          | Agency Mortgage-Backed Securities |

### Security 322: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.620002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR10804D, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR10804D7791565BA
- **C.18 - Value (incl. sponsor support):** $919960072.00
- **C.18.a - Value (excl. sponsor support):** $919960072.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TINT 05/15/49    | 2049-05-15      | 0.0000%  | 0.0000% | $246.00            | $75.00             | U.S. Treasuries (including strips) |
| TINT 02/15/49    | 2049-02-15      | 0.0000%  | 0.0000% | $229.00            | $70.00             | U.S. Treasuries (including strips) |
| TINT 05/15/44    | 2044-05-15      | 0.0000%  | 0.0000% | $363.00            | $144.00            | U.S. Treasuries (including strips) |
| TINT 08/15/42    | 2042-08-15      | 0.0000%  | 0.0000% | $49049811.00       | $21550574.00       | U.S. Treasuries (including strips) |
| TINT 02/15/42    | 2042-02-15      | 0.0000%  | 0.0000% | $285.00            | $129.00            | U.S. Treasuries (including strips) |
| TINT 08/15/28    | 2028-08-15      | 0.0000%  | 0.0000% | $24038765.00       | $22000975.00       | U.S. Treasuries (including strips) |
| TINT 02/15/27    | 2027-02-15      | 0.0000%  | 0.0000% | $97939925.00       | $95354703.00       | U.S. Treasuries (including strips) |
| TINT 11/15/30    | 2030-11-15      | 0.0000%  | 0.0000% | $287.00            | $239.00            | U.S. Treasuries (including strips) |
| TINT 08/15/32    | 2032-08-15      | 0.0000%  | 0.0000% | $140164688.00      | $107763238.00      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 36  | 2036-05-15      | 4.3750%  | 0.0000% | $200.00            | $199.00            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  | 0.0000% | $200.00            | $198.00            | U.S. Treasuries (including strips) |
| 4 NOTE F 35      | 2035-11-15      | 4.0000%  | 0.0000% | $231040400.00      | $223873467.00      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | 0.0000% | $422039000.00      | $428368001.00      | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BC 26 | 2026-05-31      | 5.0000%  | 0.0000% | $5900.00           | $6042.00           | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | 0.0000% | $1300.00           | $1307.00           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  | 0.0000% | $200.00            | $201.00            | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  | 0.0000% | $19063900.00       | $18876446.00       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | 0.0000% | $200.00            | $178.00            | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  | 0.0000% | $200.00            | $198.00            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  | 0.0000% | $200.00            | $174.00            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  | 0.0000% | $5000600.00        | $4753565.00        | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  | 0.0000% | $5045200.00        | $3928339.00        | U.S. Treasuries (including strips) |
| 5 1/2 BOND 28    | 2028-08-15      | 5.5000%  | 0.0000% | $1200.00           | $1256.00           | U.S. Treasuries (including strips) |
| 3 1/8 TPRN 44    | 2044-08-15      | 0.0000%  | 0.0000% | $200.00            | $80.00             | U.S. Treasuries (including strips) |
| 3 1/8 TPRN 43    | 2043-02-15      | 0.0000%  | 0.0000% | $599700.00         | $260499.00         | U.S. Treasuries (including strips) |
| 3 7/8 TPRN 40    | 2040-08-15      | 0.0000%  | 0.0000% | $24000000.00       | $12131832.00       | U.S. Treasuries (including strips) |
| BILL 06/23/26    | 2026-06-23      | 0.0000%  | 0.0000% | $200.00            | $200.00            | U.S. Treasuries (including strips) |

### Security 323: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.620002%
- **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: TPR108571, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR1085717791568BA
- **C.18 - Value (incl. sponsor support):** $1999791600.00
- **C.18.a - Value (excl. sponsor support):** $1999791600.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-15      | 5.5000%  | 0.0000% | $936842.00         | $47611.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-01-15      | 4.0000%  | 0.0000% | $1396000.00        | $147288.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-20      | 6.0000%  | 0.0000% | $2635428.00        | $46930.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-20      | 4.5000%  | 0.0000% | $2455000.00        | $92498.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-20      | 5.0000%  | 0.0000% | $12906422.00       | $397205.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-20      | 6.0000%  | 0.0000% | $1031631.00        | $28493.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-20      | 5.5000%  | 0.0000% | $675749.00         | $6782.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-12-20      | 5.5000%  | 0.0000% | $1124.00           | $9.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-04-20      | 5.5000%  | 0.0000% | $721233.00         | $7502.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-01-20      | 5.5000%  | 0.0000% | $1920855.00        | $21999.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-20      | 5.5000%  | 0.0000% | $1193064.00        | $22760.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 5.0000%  | 0.0000% | $501555.00         | $45231.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-15      | 4.5000%  | 0.0000% | $555501.00         | $81785.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $6588362.00        | $6559586.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $5836570.00        | $5954525.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $4095584.00        | $4065211.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $5040.00           | $5144.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $2966.00           | $3068.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $9286587.00        | $9022046.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $2014.00           | $2034.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $150673.00         | $135666.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 5.5000%  | 0.0000% | $15161320.00       | $11896334.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $1431122.00        | $1152895.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $14273901.00       | $8209074.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 5.5000%  | 0.0000% | $1440762.00        | $1018587.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 4.0000%  | 0.0000% | $145912832.00      | $128731119.00      | Agency Mortgage-Backed Securities |
| GNMI SF CL6189 X                         | 2052-03-15      | 4.0000%  | 0.0000% | $2154508.00        | $1257458.00        | Agency Mortgage-Backed Securities |
| GNMI SF CJ2163 X                         | 2052-04-15      | 3.0000%  | 0.0000% | $1730514.00        | $1293156.00        | Agency Mortgage-Backed Securities |
| GNII SF CE9917 C                         | 2051-07-20      | 3.5000%  | 0.0000% | $16042.00          | $11776.00          | Agency Mortgage-Backed Securities |
| GNII SF BX4938 C                         | 2050-08-20      | 3.5000%  | 0.0000% | $1277735.00        | $859680.00         | Agency Mortgage-Backed Securities |
| GNMI SF BT3502 X                         | 2050-02-15      | 3.5000%  | 0.0000% | $1934686.00        | $133541.00         | Agency Mortgage-Backed Securities |
| GNMI SF BD4016 X                         | 2049-10-15      | 3.0000%  | 0.0000% | $26493636.00       | $4354574.00        | Agency Mortgage-Backed Securities |
| GNMI SF BB8885 X                         | 2047-07-15      | 5.0000%  | 0.0000% | $1685678.00        | $268653.00         | Agency Mortgage-Backed Securities |
| GNII SF MA8877 M                         | 2053-05-20      | 4.5000%  | 0.0000% | $11458747.00       | $8975990.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8876 M                         | 2053-05-20      | 4.0000%  | 0.0000% | $595000.00         | $446119.00         | Agency Mortgage-Backed Securities |
| GNII SF MA7880 M                         | 2052-02-20      | 2.0000%  | 0.0000% | $424097280.00      | $251149541.00      | Agency Mortgage-Backed Securities |
| GNII SF MA8100 M                         | 2052-06-20      | 4.0000%  | 0.0000% | $113020.00         | $76556.00          | Agency Mortgage-Backed Securities |
| GNII SF MA8098 M                         | 2052-06-20      | 3.0000%  | 0.0000% | $16511990.00       | $10520566.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8045 M                         | 2052-05-20      | 4.0000%  | 0.0000% | $99996800.00       | $67566545.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8041 M                         | 2052-05-20      | 2.0000%  | 0.0000% | $122906722.00      | $74386421.00       | Agency Mortgage-Backed Securities |
| GNII SF MA7987 M                         | 2052-04-20      | 2.5000%  | 0.0000% | $127845.00         | $77257.00          | Agency Mortgage-Backed Securities |
| GNII SF MA7986 M                         | 2052-04-20      | 2.0000%  | 0.0000% | $151620734.00      | $90518994.00       | Agency Mortgage-Backed Securities |
| GNII SF MA6994 M                         | 2050-11-20      | 2.0000%  | 0.0000% | $33512.00          | $15111.00          | Agency Mortgage-Backed Securities |
| GNII SF MA6656 M                         | 2050-05-20      | 3.0000%  | 0.0000% | $477471695.00      | $108893106.00      | Agency Mortgage-Backed Securities |
| GNII SF MA6476 M                         | 2050-02-20      | 4.0000%  | 0.0000% | $910000.00         | $120213.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6409 M                         | 2050-01-20      | 3.0000%  | 0.0000% | $179622732.00      | $30022303.00       | Agency Mortgage-Backed Securities |
| GNII SF MA7192 M                         | 2051-02-20      | 2.0000%  | 0.0000% | $97280306.00       | $46192771.00       | Agency Mortgage-Backed Securities |
| GNII SF MA7135 M                         | 2051-01-20      | 2.0000%  | 0.0000% | $751000.00         | $350881.00         | Agency Mortgage-Backed Securities |
| GNII SF MA5984 M                         | 2049-06-20      | 3.0000%  | 0.0000% | $91367936.00       | $11706260.00       | Agency Mortgage-Backed Securities |
| GNII SF MA5652 M                         | 2048-12-20      | 4.5000%  | 0.0000% | $1998984.00        | $126302.00         | Agency Mortgage-Backed Securities |
| GNII SF MA5595 M                         | 2048-11-20      | 4.0000%  | 0.0000% | $1500000.00        | $129498.00         | Agency Mortgage-Backed Securities |
| GNII SF MA5468 M                         | 2048-09-20      | 5.0000%  | 0.0000% | $232876.00         | $16861.00          | Agency Mortgage-Backed Securities |
| GNII SF MA4718 M                         | 2047-09-20      | 3.0000%  | 0.0000% | $310000.00         | $42510.00          | Agency Mortgage-Backed Securities |
| GNII SF MA4320 M                         | 2047-03-20      | 3.0000%  | 0.0000% | $1106000.00        | $151266.00         | Agency Mortgage-Backed Securities |
| GNII SF MA4198 M                         | 2047-01-20      | 4.5000%  | 0.0000% | $8726000.00        | $802581.00         | Agency Mortgage-Backed Securities |
| GNII SF MA3939 M                         | 2046-09-20      | 4.5000%  | 0.0000% | $4093000.00        | $359859.00         | Agency Mortgage-Backed Securities |
| GNII SF MA4451 M                         | 2047-05-20      | 3.5000%  | 0.0000% | $933356328.00      | $101200852.00      | Agency Mortgage-Backed Securities |
| GNII SF MA2891 M                         | 2045-06-20      | 3.0000%  | 0.0000% | $3338330.00        | $305499.00         | Agency Mortgage-Backed Securities |
| GNII SF MA3597 M                         | 2046-04-20      | 3.5000%  | 0.0000% | $719922.00         | $70600.00          | Agency Mortgage-Backed Securities |
| GNII SF MA1012 M                         | 2043-05-20      | 3.5000%  | 0.0000% | $1018560.00        | $95931.00          | Agency Mortgage-Backed Securities |
| GNII SF MA0625 M                         | 2042-12-20      | 3.5000%  | 0.0000% | $514449.00         | $45161.00          | Agency Mortgage-Backed Securities |
| GNII SF MA0318 M                         | 2042-08-20      | 3.5000%  | 0.0000% | $5390000.00        | $405467.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-05-15      | 6.0000%  | 0.0000% | $2739548.00        | $5344.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-06-15      | 5.5000%  | 0.0000% | $1639666.00        | $25011.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-09-15      | 6.5000%  | 0.0000% | $2284471.00        | $10901.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 6.0000%  | 0.0000% | $1242839.00        | $11688.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1354906.00        | $1338830.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.5000%  | 0.0000% | $614937.00         | $420327.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 5.5000%  | 0.0000% | $8966988.00        | $2510758.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 6.0000%  | 0.0000% | $58426.00          | $8651.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-20      | 3.5000%  | 0.0000% | $628000.00         | $68127.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $4633876.00        | $4608767.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $3927740.00        | $4060241.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $6482454.00        | $6619126.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $5000.00           | $5072.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $999817.00         | $1066612.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $5699615.00        | $5846197.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1750899.00        | $1782051.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $134508374.00      | $133435789.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-20      | 5.0000%  | 0.0000% | $9428975.00        | $9423684.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-20      | 4.5000%  | 0.0000% | $11898049.00       | $11811657.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $78000000.00       | $77237345.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 4.5000%  | 0.0000% | $12300.00          | $11844.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $504842514.00      | $514151951.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $2027.00           | $2035.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $52644480.00       | $51864152.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $90000000.00       | $86424148.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.5000%  | 0.0000% | $50000000.00       | $44512649.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $420773.00         | $355497.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 5.0000%  | 0.0000% | $24665.00          | $22874.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.5000%  | 0.0000% | $719416.00         | $566954.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $92206000.00       | $92696320.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $2757689.00        | $2743315.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $4822010.00        | $4922375.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $5003.00           | $5311.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $7986074.00        | $8159856.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $2630689.00        | $2574979.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-15      | 2.5000%  | 0.0000% | $367793.00         | $127426.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.0000%  | 0.0000% | $953198.00         | $13083.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.0000%  | 0.0000% | $702334.00         | $16346.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 4.5000%  | 0.0000% | $3609664.00        | $853425.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-15      | 5.5000%  | 0.0000% | $2733795.00        | $29228.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.0000%  | 0.0000% | $109248.00         | $5325.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-15      | 5.5000%  | 0.0000% | $1936983.00        | $12005.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-06-15      | 6.0000%  | 0.0000% | $1385674.00        | $18345.00          | Agency Mortgage-Backed Securities |

### Security 324: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.620002%
- **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: TPR108679, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR1086797791566BA
- **C.18 - Value (incl. sponsor support):** $999999200.00
- **C.18.a - Value (excl. sponsor support):** $999999200.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.0000%  | 0.0000% | $2442821.00        | $2494231.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $293210.00         | $301971.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $347826.00         | $354609.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.5000%  | 0.0000% | $1384733.00        | $5545.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 5.0000%  | 0.0000% | $53901.00          | $269.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-15      | 6.0000%  | 0.0000% | $68778.00          | $2587.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-15      | 6.0000%  | 0.0000% | $1027669.00        | $13695.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-03-15      | 6.5000%  | 0.0000% | $30797.00          | $1691.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-15      | 5.5000%  | 0.0000% | $5069632.00        | $28252.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.5000%  | 0.0000% | $153345.00         | $677.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.0000%  | 0.0000% | $2065.00           | $28.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 6.5000%  | 0.0000% | $105705.00         | $1271.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 5.0000%  | 0.0000% | $479535.00         | $4065.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.0000%  | 0.0000% | $1805507.00        | $4218.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 5.5000%  | 0.0000% | $9543420.00        | $27689.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 5.5000%  | 0.0000% | $74160.00          | $733.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 5.0000%  | 0.0000% | $1007660.00        | $32419.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 5.5000%  | 0.0000% | $407098.00         | $3518.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 6.0000%  | 0.0000% | $45740.00          | $306.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 6.0000%  | 0.0000% | $1275570.00        | $18562.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 6.0000%  | 0.0000% | $997595.00         | $2251.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.0000%  | 0.0000% | $77018.00          | $2048.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.0000%  | 0.0000% | $25000.00          | $206.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.0000%  | 0.0000% | $25000.00          | $254.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-09-15      | 6.0000%  | 0.0000% | $5010.00           | $24.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 6.0000%  | 0.0000% | $273724.00         | $14935.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 6.0000%  | 0.0000% | $49000.00          | $1699.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-09-15      | 6.0000%  | 0.0000% | $208886.00         | $313.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-09-15      | 6.5000%  | 0.0000% | $153918.00         | $1014.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 4.5000%  | 0.0000% | $145000.00         | $1076.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-15      | 5.0000%  | 0.0000% | $35414488.00       | $97388.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.5000%  | 0.0000% | $2325084.00        | $4024.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.0000%  | 0.0000% | $1003.00           | $5.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 6.5000%  | 0.0000% | $690490.00         | $4114.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-20      | 6.5000%  | 0.0000% | $937075.00         | $15143.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-09-20      | 6.0000%  | 0.0000% | $25999000.00       | $210906.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-08-20      | 6.5000%  | 0.0000% | $21512.00          | $182.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-12-20      | 5.5000%  | 0.0000% | $422863.00         | $5647.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-15      | 6.0000%  | 0.0000% | $390508.00         | $5525.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-15      | 4.5000%  | 0.0000% | $658449.00         | $59923.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $12974992.00       | $13195123.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-15      | 5.5000%  | 0.0000% | $4439114.00        | $29379.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-15      | 5.5000%  | 0.0000% | $27554.00          | $521.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-05-15      | 5.5000%  | 0.0000% | $522749.00         | $2107.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-09-15      | 6.5000%  | 0.0000% | $1010502.00        | $7338.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 6.0000%  | 0.0000% | $1992.00           | $6.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 6.0000%  | 0.0000% | $32662.00          | $389.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-07-15      | 5.5000%  | 0.0000% | $59000.00          | $531.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 6.0000%  | 0.0000% | $1870009.00        | $13544.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.0000%  | 0.0000% | $24000.00          | $168.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.0000%  | 0.0000% | $1245892.00        | $19139.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-09-15      | 6.5000%  | 0.0000% | $38660.00          | $1419.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-09-15      | 6.0000%  | 0.0000% | $457983.00         | $1787.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-09-15      | 6.0000%  | 0.0000% | $1330000.00        | $2280.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 6.0000%  | 0.0000% | $1571970.00        | $14696.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 6.0000%  | 0.0000% | $988000.00         | $10888.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-07-15      | 5.0000%  | 0.0000% | $1743061.00        | $34306.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-15      | 5.5000%  | 0.0000% | $2001.00           | $21.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-04-15      | 6.0000%  | 0.0000% | $353978.00         | $17325.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-05-15      | 6.5000%  | 0.0000% | $92140.00          | $4586.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-11-15      | 6.0000%  | 0.0000% | $24386.00          | $1622.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-04-15      | 5.5000%  | 0.0000% | $3924527.00        | $10027.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-03-15      | 6.0000%  | 0.0000% | $904270.00         | $37664.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.0000%  | 0.0000% | $4015.00           | $196.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 6.0000%  | 0.0000% | $1444.00           | $95.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-01-15      | 6.0000%  | 0.0000% | $2161149.00        | $18321.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-15      | 6.5000%  | 0.0000% | $1179922.00        | $57621.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-03-15      | 5.5000%  | 0.0000% | $2864454.00        | $11614.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.0000%  | 0.0000% | $1008160.00        | $2892.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-15      | 4.5000%  | 0.0000% | $4000.00           | $117.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-07-15      | 5.5000%  | 0.0000% | $241193.00         | $958.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-11-15      | 6.0000%  | 0.0000% | $25000.00          | $136.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-10-15      | 6.0000%  | 0.0000% | $24000.00          | $82.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-01-15      | 5.5000%  | 0.0000% | $22028994.00       | $82445.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-02-15      | 5.5000%  | 0.0000% | $609348.00         | $5251.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-12-15      | 6.0000%  | 0.0000% | $2559607.00        | $12478.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 6.0000%  | 0.0000% | $657402.00         | $7094.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 6.0000%  | 0.0000% | $132430.00         | $12020.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-06-15      | 6.0000%  | 0.0000% | $1357934.00        | $9268.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-03-15      | 6.0000%  | 0.0000% | $2659216.00        | $43618.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-06-15      | 6.0000%  | 0.0000% | $1596867.00        | $21141.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-02-15      | 6.0000%  | 0.0000% | $253715.00         | $5000.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-08-15      | 6.5000%  | 0.0000% | $4794680.00        | $16082.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-08-15      | 6.5000%  | 0.0000% | $1792963.00        | $10377.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-12-15      | 6.0000%  | 0.0000% | $760926.00         | $3306.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-10-15      | 6.5000%  | 0.0000% | $2623424.00        | $7515.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-11-15      | 6.0000%  | 0.0000% | $1518306.00        | $17560.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-09-15      | 6.5000%  | 0.0000% | $2748800.00        | $46381.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-01-15      | 6.0000%  | 0.0000% | $4845.00           | $76.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-10-15      | 6.5000%  | 0.0000% | $2256068.00        | $15344.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-09-15      | 6.5000%  | 0.0000% | $1410340.00        | $7296.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-09-15      | 6.0000%  | 0.0000% | $14420.00          | $111.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-15      | 5.0000%  | 0.0000% | $4596256.00        | $63108.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-04-15      | 6.0000%  | 0.0000% | $120072.00         | $6666.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-08-15      | 5.0000%  | 0.0000% | $4325631.00        | $126329.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-20      | 5.5000%  | 0.0000% | $1692382.00        | $22673.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-12-15      | 6.0000%  | 0.0000% | $688995.00         | $14815.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-20      | 5.5000%  | 0.0000% | $7740728.00        | $191407.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-02-15      | 5.5000%  | 0.0000% | $214641.00         | $5661.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-20      | 4.5000%  | 0.0000% | $129402.00         | $5840.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-20      | 4.5000%  | 0.0000% | $128818.00         | $6071.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-15      | 6.0000%  | 0.0000% | $162262.00         | $7824.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-15      | 6.0000%  | 0.0000% | $1384218.00        | $10916.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-15      | 5.5000%  | 0.0000% | $1606767.00        | $14680.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-09-15      | 6.5000%  | 0.0000% | $2306999.00        | $20003.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 5.5000%  | 0.0000% | $5077931.00        | $30623.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-15      | 4.0000%  | 0.0000% | $877764.00         | $124657.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $5790035.00        | $5741304.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $54997.00          | $54344.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $2286215.00        | $2265273.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 4.5000%  | 0.0000% | $52556992.00       | $50463612.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $13293328.00       | $8681917.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-01-15      | 4.0000%  | 0.0000% | $3495000.00        | $324174.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-11-15      | 4.5000%  | 0.0000% | $5776520.00        | $256483.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-15      | 4.5000%  | 0.0000% | $2229000.00        | $80800.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 4.0000%  | 0.0000% | $550000.00         | $91182.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 5.0000%  | 0.0000% | $1105636.00        | $18494.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-20      | 4.5000%  | 0.0000% | $7156680.00        | $320718.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-20      | 4.5000%  | 0.0000% | $10736432.00       | $431400.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $6533244.00        | $6812397.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.0000%  | 0.0000% | $1281471.00        | $1342735.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 6.5000%  | 0.0000% | $640775.00         | $655041.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $6411455.00        | $6527096.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.0000%  | 0.0000% | $2432664.00        | $2547145.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $9664116.00        | $9700794.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $78713041.00       | $77531514.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $11081568.00       | $10823017.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 4.0000%  | 0.0000% | $235108.00         | $215479.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-20      | 6.0000%  | 0.0000% | $2729164.00        | $2357722.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $330747.00         | $279437.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.0000%  | 0.0000% | $2022.00           | $1214.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.0000%  | 0.0000% | $14362.00          | $5753.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.0000%  | 0.0000% | $474149.00         | $271689.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $329565.00         | $333058.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $4538999.00        | $4634048.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $3150272.00        | $3152242.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 6.5000%  | 0.0000% | $2182130.00        | $2228438.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $6036.00           | $6021.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $6004.00           | $5940.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.0000%  | 0.0000% | $5002.00           | $5100.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $11335866.00       | $11574102.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $4000.00           | $4087.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $2716562.00        | $2707803.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.0000%  | 0.0000% | $2579982.00        | $2627850.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $4133.00           | $4124.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $2032238.00        | $1857497.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $2969076.00        | $2960282.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $26102716.00       | $26604546.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $40688589.00       | $41085390.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $1521810.00        | $1548983.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 6.0000%  | 0.0000% | $2997392.00        | $3046959.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $4040.00           | $4024.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $2869041.00        | $2849360.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.5000%  | 0.0000% | $3818.00           | $4037.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.5000%  | 0.0000% | $1191360.00        | $1260129.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.5000%  | 0.0000% | $1353778.00        | $1431072.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $1149377.00        | $1184220.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-15      | 4.0000%  | 0.0000% | $1035508.00        | $324073.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-15      | 2.5000%  | 0.0000% | $104280.00         | $47717.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-15      | 2.5000%  | 0.0000% | $950633.00         | $137251.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 7.0000%  | 0.0000% | $18949.00          | $7317.00           | Agency Mortgage-Backed Securities |
| GNMI SF BQ8599 X                         | 2050-01-15      | 3.0000%  | 0.0000% | $414572.00         | $81298.00          | Agency Mortgage-Backed Securities |
| GNMI SF BQ7371 X                         | 2049-11-15      | 3.5000%  | 0.0000% | $2623500.00        | $339835.00         | Agency Mortgage-Backed Securities |
| GNMI SF BO3004 X                         | 2049-06-15      | 3.5000%  | 0.0000% | $2916532.00        | $335319.00         | Agency Mortgage-Backed Securities |
| GNMI SF BJ2870 X                         | 2048-10-15      | 5.5000%  | 0.0000% | $57706.00          | $4958.00           | Agency Mortgage-Backed Securities |
| GNII SF CP6904 C                         | 2052-10-20      | 5.0000%  | 0.0000% | $2227473.00        | $1769691.00        | Agency Mortgage-Backed Securities |
| GNMI SF BC2040 X                         | 2047-08-15      | 4.5000%  | 0.0000% | $1388410.00        | $106747.00         | Agency Mortgage-Backed Securities |
| GNMI SF BB7097 X                         | 2047-08-15      | 4.5000%  | 0.0000% | $1455226.00        | $69231.00          | Agency Mortgage-Backed Securities |
| GNII SF MA9366 M                         | 2053-12-20      | 7.5000%  | 0.0000% | $91328.00          | $15718.00          | Agency Mortgage-Backed Securities |
| GNII SF MA9361 M                         | 2053-12-20      | 5.0000%  | 0.0000% | $2599000.00        | $2252852.00        | Agency Mortgage-Backed Securities |
| GNII SF MA9241 M                         | 2053-10-20      | 5.5000%  | 0.0000% | $160000.00         | $110570.00         | Agency Mortgage-Backed Securities |
| GNII SF MA9104 M                         | 2053-08-20      | 4.5000%  | 0.0000% | $180351.00         | $146869.00         | Agency Mortgage-Backed Securities |
| GNII SF MA8489 M                         | 2052-12-20      | 4.5000%  | 0.0000% | $1909000.00        | $1412867.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7417 M                         | 2051-06-20      | 2.0000%  | 0.0000% | $39036782.00       | $20053459.00       | Agency Mortgage-Backed Securities |
| GNII SF MA7987 M                         | 2052-04-20      | 2.5000%  | 0.0000% | $411146752.00      | $248458436.00      | Agency Mortgage-Backed Securities |
| GNII SF MA7986 M                         | 2052-04-20      | 2.0000%  | 0.0000% | $678305492.00      | $404954715.00      | Agency Mortgage-Backed Securities |
| GNII SF MA6658 M                         | 2050-05-20      | 4.0000%  | 0.0000% | $1677926.00        | $321407.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6409 M                         | 2050-01-20      | 3.0000%  | 0.0000% | $98937.00          | $16536.00          | Agency Mortgage-Backed Securities |
| GNII SF MA5709 M                         | 2049-01-20      | 3.5000%  | 0.0000% | $949999.00         | $117267.00         | Agency Mortgage-Backed Securities |
| GNII SF MA5597 M                         | 2048-11-20      | 5.0000%  | 0.0000% | $38988624.00       | $2217800.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6218 M                         | 2049-10-20      | 3.0000%  | 0.0000% | $61517.00          | $9029.00           | Agency Mortgage-Backed Securities |
| GNII SF MA5265 M                         | 2048-06-20      | 4.5000%  | 0.0000% | $1301790.00        | $88677.00          | Agency Mortgage-Backed Securities |
| GNII SF MA4963 M                         | 2048-01-20      | 4.0000%  | 0.0000% | $1210000.00        | $115197.00         | Agency Mortgage-Backed Securities |
| GNII SF MA4263 M                         | 2047-02-20      | 4.0000%  | 0.0000% | $6397941.00        | $552763.00         | Agency Mortgage-Backed Securities |
| GNII SF MA3874 M                         | 2046-08-20      | 3.5000%  | 0.0000% | $152372.00         | $16584.00          | Agency Mortgage-Backed Securities |
| GNII SF MA3804 M                         | 2046-07-20      | 4.0000%  | 0.0000% | $2339000.00        | $207931.00         | Agency Mortgage-Backed Securities |
| GNII SF MA3663 M                         | 2046-05-20      | 3.5000%  | 0.0000% | $170997760.00      | $16731816.00       | Agency Mortgage-Backed Securities |
| GNII SF MA4382 M                         | 2047-04-20      | 3.5000%  | 0.0000% | $1535284.00        | $166586.00         | Agency Mortgage-Backed Securities |
| GNII SF MA3311 M                         | 2045-12-20      | 4.0000%  | 0.0000% | $795161.00         | $65757.00          | Agency Mortgage-Backed Securities |
| GNII SF MA3173 M                         | 2045-10-20      | 3.5000%  | 0.0000% | $245023.00         | $21183.00          | Agency Mortgage-Backed Securities |
| GNII SF MA3033 M                         | 2045-08-20      | 3.0000%  | 0.0000% | $10728181.00       | $1277992.00        | Agency Mortgage-Backed Securities |
| GNII SF MA2826 M                         | 2045-05-20      | 3.5000%  | 0.0000% | $3374524.00        | $249019.00         | Agency Mortgage-Backed Securities |
| GNII SF MA2303 M                         | 2044-10-20      | 3.5000%  | 0.0000% | $1003456.00        | $68919.00          | Agency Mortgage-Backed Securities |
| GNII SF MA1920 M                         | 2044-05-20      | 4.0000%  | 0.0000% | $3516040.00        | $189189.00         | Agency Mortgage-Backed Securities |
| GNII SF MA0088 M                         | 2042-05-20      | 3.5000%  | 0.0000% | $302250.00         | $20304.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $93009.00          | $91479.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 6.0000%  | 0.0000% | $9266905.00        | $9499909.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-20      | 3.5000%  | 0.0000% | $2045521.00        | $604485.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-15      | 4.5000%  | 0.0000% | $224978.00         | $9646.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-09-15      | 6.0000%  | 0.0000% | $25000.00          | $173.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 5.5000%  | 0.0000% | $5269823.00        | $8373.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 6.0000%  | 0.0000% | $462393.00         | $3451.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.0000%  | 0.0000% | $2872.00           | $67.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 4.5000%  | 0.0000% | $2164.00           | $512.00            | Agency Mortgage-Backed Securities |

### Security 325: WELLS FARGO SECURITIES, LLC

- **C.1 - Title:** WELLS FARGO SECURITIES, LLC 3.620002%
- **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: TPR108A66, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: TPR108A667791566WE
- **C.18 - Value (incl. sponsor support):** $1969982861.00
- **C.18.a - Value (excl. sponsor support):** $1969982861.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-02-01      | 4.5000%  | 0.0000% | $4731004.00        | $4505118.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-03-01      | 6.0000%  | 0.0000% | $705851.00         | $704693.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 4.0000%  | 0.0000% | $29088055.00       | $26960756.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 5.5000%  | 0.0000% | $938931.00         | $894757.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-09-01      | 2.5000%  | 0.0000% | $6000.00           | $3265.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-01-01      | 5.0000%  | 0.0000% | $100000.00         | $73544.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-04-01      | 6.0000%  | 0.0000% | $140000.00         | $84144.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-10-01      | 4.5000%  | 0.0000% | $182828.00         | $135518.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-04-01      | 3.0000%  | 0.0000% | $301000.00         | $206100.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-09-01      | 4.0000%  | 0.0000% | $12884644.00       | $9515152.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-01-01      | 3.5000%  | 0.0000% | $4839000.00        | $2618720.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $59600.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $608.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $654.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 3.0000%  | 0.0000% | $140000.00         | $85746.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-12-01      | 3.5000%  | 0.0000% | $100000.00         | $62314.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 3.5000%  | 0.0000% | $400000.00         | $242260.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $601.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-02-01      | 2.5000%  | 0.0000% | $175000.00         | $110139.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-12-01      | 2.5000%  | 0.0000% | $54211.00          | $35857.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-01-01      | 2.5000%  | 0.0000% | $575000.00         | $351778.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-04-01      | 2.5000%  | 0.0000% | $800000.00         | $526489.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-11-01      | 3.5000%  | 0.0000% | $268000.00         | $149944.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-05-01      | 3.5000%  | 0.0000% | $99990.00          | $63707.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-12-01      | 2.5000%  | 0.0000% | $11000.00          | $6716.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-08-01      | 2.5000%  | 0.0000% | $50000.00          | $24491.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-02-01      | 2.5000%  | 0.0000% | $100000.00         | $50422.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-02-01      | 3.5000%  | 0.0000% | $30000.00          | $13318.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-04-01      | 3.5000%  | 0.0000% | $1466000.00        | $697028.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-06-01      | 1.5000%  | 0.0000% | $235150.00         | $103379.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-05-01      | 2.5000%  | 0.0000% | $1942149.00        | $866427.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-07-01      | 3.0000%  | 0.0000% | $703086.00         | $407160.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-03-01      | 2.5000%  | 0.0000% | $7471397.00        | $4050187.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2044-05-01      | 5.5000%  | 0.0000% | $87000.00          | $33249.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-01-01      | 3.5000%  | 0.0000% | $25345.00          | $10448.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-12-01      | 3.0000%  | 0.0000% | $136000.00         | $66404.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-11-01      | 2.5000%  | 0.0000% | $515000.00         | $216794.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-11-01      | 3.5000%  | 0.0000% | $7540947.00        | $2870463.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-08-01      | 2.5000%  | 0.0000% | $346000.00         | $154587.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-12-01      | 5.0000%  | 0.0000% | $805000.00         | $250976.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-03-01      | 4.0000%  | 0.0000% | $266000.00         | $40017.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-02-01      | 3.0000%  | 0.0000% | $95000.00          | $37950.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-02-01      | 3.0000%  | 0.0000% | $290000.00         | $132977.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-02-01      | 3.5000%  | 0.0000% | $176525.00         | $36713.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-09-01      | 3.0000%  | 0.0000% | $275000.00         | $66060.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-08-01      | 3.0000%  | 0.0000% | $50000.00          | $15529.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2032-07-01      | 2.5000%  | 0.0000% | $10195889.00       | $1533979.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-06-01      | 4.5000%  | 0.0000% | $12062442.00       | $11857959.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-06-01      | 4.0000%  | 0.0000% | $54451779.00       | $51649914.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-07-01      | 3.0000%  | 0.0000% | $22009499.00       | $19039368.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-02-01      | 5.0000%  | 0.0000% | $201573045.00      | $198054378.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-04-01      | 3.5000%  | 0.0000% | $16019154.00       | $14192812.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-03-01      | 4.0000%  | 0.0000% | $18255507.00       | $16743069.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-09-01      | 3.5000%  | 0.0000% | $1200827.00        | $1045939.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-07-01      | 6.0000%  | 0.0000% | $26385218.00       | $22734815.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-01-01      | 4.0000%  | 0.0000% | $43048556.00       | $38245062.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-09-01      | 6.5000%  | 0.0000% | $9495938.00        | $8273164.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-07-01      | 5.0000%  | 0.0000% | $87310942.00       | $75885345.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-06-01      | 6.5000%  | 0.0000% | $6224423.00        | $5368053.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 6.0000%  | 0.0000% | $8844897.00        | $7831495.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 5.0000%  | 0.0000% | $1923131.00        | $1731663.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-03-01      | 6.0000%  | 0.0000% | $600000.00         | $421722.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-10-01      | 6.0000%  | 0.0000% | $166000.00         | $142014.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-09-01      | 6.0000%  | 0.0000% | $20035905.00       | $12015465.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-11-01      | 5.0000%  | 0.0000% | $46210.00          | $31332.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-07-01      | 4.0000%  | 0.0000% | $5535000.00        | $4547084.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-06-01      | 6.0000%  | 0.0000% | $5267901.00        | $5474596.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-06-01      | 5.5000%  | 0.0000% | $2465148.00        | $2498153.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-06-01      | 5.0000%  | 0.0000% | $6935974.00        | $6845445.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-06-01      | 6.0000%  | 0.0000% | $4836059.00        | $4994869.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-06-01      | 6.0000%  | 0.0000% | $3676550.00        | $3826486.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-05-01      | 6.0000%  | 0.0000% | $1032582.00        | $1080573.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-05-01      | 6.0000%  | 0.0000% | $1230534.00        | $1265444.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-05-01      | 4.0000%  | 0.0000% | $3294111.00        | $3205747.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-05-01      | 6.0000%  | 0.0000% | $1268611.00        | $1308602.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-05-01      | 6.0000%  | 0.0000% | $3459892.00        | $3601632.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-05-01      | 5.5000%  | 0.0000% | $5838813.00        | $5929554.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-06-01      | 5.5000%  | 0.0000% | $6270222.00        | $6373015.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-05-01      | 5.5000%  | 0.0000% | $7019170.00        | $7108424.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 3.5000%  | 0.0000% | $492370.00         | $448144.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 5.5000%  | 0.0000% | $9040000.00        | $9134554.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2026-10-01      | 4.5000%  | 0.0000% | $10609690.00       | $2553.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-11-01      | 3.5000%  | 0.0000% | $300000.00         | $38842.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-10-01      | 6.5000%  | 0.0000% | $600000.00         | $14628.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-03-01      | 3.5000%  | 0.0000% | $19000000.00       | $2492345.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2026-10-01      | 4.0000%  | 0.0000% | $4819537.00        | $7643.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2032-05-01      | 8.0000%  | 0.0000% | $173538.00         | $3014.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2032-03-01      | 8.0000%  | 0.0000% | $1423673.00        | $1290.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2031-10-01      | 7.0000%  | 0.0000% | $460003.00         | $24540.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2034-11-01      | 5.5000%  | 0.0000% | $31000.00          | $2644.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2028-02-01      | 5.0000%  | 0.0000% | $444735.00         | $783.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2032-02-01      | 7.0000%  | 0.0000% | $565000.00         | $817.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 5.5000%  | 0.0000% | $9473762.00        | $9555410.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 5.5000%  | 0.0000% | $3059651.00        | $3105583.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 5.5000%  | 0.0000% | $1020694.00        | $1034232.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-10-01      | 5.5000%  | 0.0000% | $11056761.00       | $9056955.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 3.5000%  | 0.0000% | $1000.00           | $878.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-09-01      | 6.0000%  | 0.0000% | $300146.00         | $203980.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-08-01      | 6.0000%  | 0.0000% | $10241148.00       | $9122176.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-07-01      | 5.0000%  | 0.0000% | $1070843.00        | $777316.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 7.5000%  | 0.0000% | $8422344.00        | $5170553.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 7.5000%  | 0.0000% | $10836063.00       | $5805710.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-02-01      | 4.5000%  | 0.0000% | $2292700.00        | $1610007.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-02-01      | 4.0000%  | 0.0000% | $57934483.00       | $51022454.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-11-01      | 5.0000%  | 0.0000% | $93000.00          | $65155.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2044-10-01      | 5.5000%  | 0.0000% | $1550000.00        | $985528.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-07-01      | 6.5000%  | 0.0000% | $22546028.00       | $10265635.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-11-01      | 5.0000%  | 0.0000% | $604402.00         | $361795.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-09-01      | 6.0000%  | 0.0000% | $14625000.00       | $8526371.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-08-01      | 5.5000%  | 0.0000% | $6769476.00        | $4844616.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-06-01      | 5.0000%  | 0.0000% | $5069642.00        | $2698108.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-04-01      | 3.0000%  | 0.0000% | $59853.00          | $44620.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-02-01      | 5.0000%  | 0.0000% | $145914419.00      | $107363158.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-03-01      | 5.0000%  | 0.0000% | $267000.00         | $197607.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-01-01      | 5.5000%  | 0.0000% | $386206.00         | $256934.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-05-01      | 1.5000%  | 0.0000% | $11593728.00       | $7005644.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 3.5000%  | 0.0000% | $2586000.00        | $1540316.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-02-01      | 2.5000%  | 0.0000% | $1040000.00        | $651184.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-04-01      | 2.0000%  | 0.0000% | $10000.00          | $5505.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-12-01      | 2.0000%  | 0.0000% | $60020000.00       | $30605468.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-09-01      | 3.0000%  | 0.0000% | $1764734.00        | $512473.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-08-01      | 3.0000%  | 0.0000% | $100000.00         | $24402.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-08-01      | 2.0000%  | 0.0000% | $61415916.00       | $18446700.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-05-01      | 2.5000%  | 0.0000% | $1000000.00        | $168072.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-04-01      | 2.5000%  | 0.0000% | $12500000.00       | $2387243.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2029-07-01      | 3.5000%  | 0.0000% | $151439.00         | $9317.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-11-01      | 2.0000%  | 0.0000% | $15984343.00       | $9746812.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-10-01      | 3.0000%  | 0.0000% | $8000.00           | $4360.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-08-01      | 1.5000%  | 0.0000% | $1177671.00        | $598578.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-07-01      | 2.5000%  | 0.0000% | $923000.00         | $435982.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-07-01      | 2.0000%  | 0.0000% | $3007000.00        | $1755938.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-06-01      | 4.5000%  | 0.0000% | $190000.00         | $16603.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-02-01      | 4.0000%  | 0.0000% | $6500000.00        | $745326.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-02-01      | 4.0000%  | 0.0000% | $6225000.00        | $587695.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2034-08-01      | 4.0000%  | 0.0000% | $25000.00          | $2167.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2029-09-01      | 4.5000%  | 0.0000% | $7000000.00        | $61511.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2027-08-01      | 3.5000%  | 0.0000% | $794000.00         | $9091.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2026-09-01      | 3.5000%  | 0.0000% | $14000000.00       | $17004.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2028-04-01      | 5.0000%  | 0.0000% | $2707474.00        | $15844.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-04-01      | 5.0000%  | 0.0000% | $50000.00          | $577.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-11-01      | 5.5000%  | 0.0000% | $3212395.00        | $125997.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-07-01      | 6.0000%  | 0.0000% | $210000.00         | $1383.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-02-01      | 5.5000%  | 0.0000% | $128802.00         | $757.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-03-01      | 7.0000%  | 0.0000% | $1681000.00        | $10807.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-07-01      | 6.0000%  | 0.0000% | $500327.00         | $1666.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-02-01      | 6.0000%  | 0.0000% | $100000.00         | $57653.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-11-01      | 6.0000%  | 0.0000% | $397108.00         | $329892.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-09-01      | 6.0000%  | 0.0000% | $232944815.00      | $187032112.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-07-01      | 6.5000%  | 0.0000% | $5851887.00        | $5669113.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-03-01      | 5.5000%  | 0.0000% | $103641733.00      | $92692642.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-09-01      | 5.0000%  | 0.0000% | $165000.00         | $131524.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-09-01      | 6.0000%  | 0.0000% | $4555000.00        | $3790752.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-02-01      | 2.0000%  | 0.0000% | $55251000.00       | $39313047.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-07-01      | 6.5000%  | 0.0000% | $1470007.00        | $774446.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 2.0000%  | 0.0000% | $50000000.00       | $36522315.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-05-01      | 6.0000%  | 0.0000% | $597000.00         | $382800.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-02-01      | 1.5000%  | 0.0000% | $200000.00         | $141047.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-07-01      | 2.5000%  | 0.0000% | $387281.00         | $286357.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-01-01      | 6.5000%  | 0.0000% | $13219000.00       | $9341995.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-07-01      | 3.5000%  | 0.0000% | $3375000.00        | $2495180.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-06-01      | 3.0000%  | 0.0000% | $201767.00         | $150816.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-08-01      | 5.5000%  | 0.0000% | $100000.00         | $69427.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-06-01      | 3.5000%  | 0.0000% | $28118351.00       | $20951409.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-06-01      | 2.0000%  | 0.0000% | $100000.00         | $70205.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-12-01      | 5.0000%  | 0.0000% | $10345664.00       | $6885521.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1480.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-11-01      | 6.5000%  | 0.0000% | $223000.00         | $155077.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-12-01      | 5.0000%  | 0.0000% | $1600000.00        | $986076.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-03-01      | 5.0000%  | 0.0000% | $39969573.00       | $29639819.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-03-01      | 4.5000%  | 0.0000% | $1680635.00        | $1655526.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-05-01      | 5.0000%  | 0.0000% | $8175503.00        | $8113499.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-03-01      | 5.0000%  | 0.0000% | $5077403.00        | $4980532.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-03-01      | 5.5000%  | 0.0000% | $3060975.00        | $3090437.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 4.5000%  | 0.0000% | $1714990.00        | $1648267.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 6.0000%  | 0.0000% | $1228665.00        | $1275787.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-02-01      | 5.5000%  | 0.0000% | $1412155.00        | $1434473.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-03-01      | 5.5000%  | 0.0000% | $1013333.00        | $1026501.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-03-01      | 5.0000%  | 0.0000% | $1565615.00        | $1549279.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-02-01      | 6.0000%  | 0.0000% | $1051836.00        | $735157.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 5.5000%  | 0.0000% | $2894528.00        | $2937371.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 6.0000%  | 0.0000% | $4546005.00        | $4668890.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 4.0000%  | 0.0000% | $816114.00         | $762294.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 5.0000%  | 0.0000% | $1875354.00        | $1862461.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 5.0000%  | 0.0000% | $1220250.00        | $1199371.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 4.5000%  | 0.0000% | $894157.00         | $847490.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 5.5000%  | 0.0000% | $5223011.00        | $5318941.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-05-01      | 5.5000%  | 0.0000% | $91932695.00       | $78407875.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-01-01      | 6.5000%  | 0.0000% | $182000.00         | $111969.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-01-01      | 6.5000%  | 0.0000% | $78916051.00       | $50785023.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-11-01      | 6.5000%  | 0.0000% | $2542399.00        | $1624591.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-10-01      | 6.5000%  | 0.0000% | $6654847.00        | $4833179.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-08-01      | 4.5000%  | 0.0000% | $2625000.00        | $2041077.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-09-01      | 5.5000%  | 0.0000% | $699000.00         | $610322.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-11-01      | 4.5000%  | 0.0000% | $379500.00         | $290140.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-09-01      | 5.0000%  | 0.0000% | $1556000.00        | $734691.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-09-01      | 3.5000%  | 0.0000% | $37000.00          | $25989.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-08-01      | 3.5000%  | 0.0000% | $6489048.00        | $4455769.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-07-01      | 3.5000%  | 0.0000% | $1007000.00        | $690808.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 3.5000%  | 0.0000% | $240000.00         | $151292.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-05-01      | 3.0000%  | 0.0000% | $627000.00         | $434923.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-11-01      | 2.5000%  | 0.0000% | $300000.00         | $180950.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-08-01      | 3.5000%  | 0.0000% | $241396.00         | $88433.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-06-01      | 3.0000%  | 0.0000% | $382647.00         | $119664.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-08-01      | 2.5000%  | 0.0000% | $451000.00         | $261631.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-07-01      | 1.5000%  | 0.0000% | $775000.00         | $450493.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-06-01      | 3.0000%  | 0.0000% | $9502000.00        | $5735136.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-05-01      | 1.5000%  | 0.0000% | $3000000.00        | $1463196.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-04-01      | 3.0000%  | 0.0000% | $2319000.00        | $1152220.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-04-01      | 2.0000%  | 0.0000% | $2407408.00        | $1500425.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-12-01      | 2.5000%  | 0.0000% | $300000.00         | $168988.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-12-01      | 1.5000%  | 0.0000% | $1005000.00        | $514985.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-07-01      | 3.0000%  | 0.0000% | $12732648.00       | $4812508.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-12-01      | 3.0000%  | 0.0000% | $1584505.00        | $504166.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-10-01      | 3.0000%  | 0.0000% | $1900000.00        | $997243.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-08-01      | 3.0000%  | 0.0000% | $1694000.00        | $375313.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-07-01      | 2.5000%  | 0.0000% | $112000.00         | $35395.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-06-01      | 4.0000%  | 0.0000% | $154145594.00      | $35421247.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-01-01      | 3.5000%  | 0.0000% | $1058294.00        | $305172.00         | Agency Mortgage-Backed Securities |
| Fannie Mae                            | 2053-09-01      | 6.5000%  | 0.0000% | $301398.00         | $305863.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-12-01      | 4.0000%  | 0.0000% | $500000.00         | $377251.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-04-01      | 5.5000%  | 0.0000% | $3870000.00        | $2657325.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-01-01      | 6.0000%  | 0.0000% | $31427893.00       | $17601349.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-11-01      | 4.5000%  | 0.0000% | $120000.00         | $97635.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-11-01      | 5.5000%  | 0.0000% | $5761818.00        | $3689619.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-12-01      | 5.5000%  | 0.0000% | $2629864.00        | $1489815.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-11-01      | 4.5000%  | 0.0000% | $3000.00           | $2312.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-03-01      | 6.0000%  | 0.0000% | $2791181.00        | $2885199.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-06-01      | 4.5000%  | 0.0000% | $28280.00          | $18895.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 2.0000%  | 0.0000% | $6700000.00        | $4275462.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-09-01      | 6.0000%  | 0.0000% | $3938609.00        | $3667018.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 3.5000%  | 0.0000% | $1894366.00        | $1531002.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-04-01      | 2.5000%  | 0.0000% | $94554.00          | $48116.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-02-01      | 5.0000%  | 0.0000% | $6930757.00        | $6227980.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-06-01      | 6.0000%  | 0.0000% | $5126809.00        | $4844847.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-07-01      | 6.0000%  | 0.0000% | $29697532.00       | $15382239.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-08-01      | 6.5000%  | 0.0000% | $19105240.00       | $14847732.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-10-01      | 2.5000%  | 0.0000% | $37389.00          | $22882.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-07-01      | 2.0000%  | 0.0000% | $4394491.00        | $1644738.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-06-01      | 3.0000%  | 0.0000% | $1905929.00        | $1066974.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-06-01      | 3.5000%  | 0.0000% | $1048224.00        | $352578.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-07-01      | 2.5000%  | 0.0000% | $12000000.00       | $3806238.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-06-01      | 4.5000%  | 0.0000% | $3320100.00        | $672209.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2034-07-01      | 3.0000%  | 0.0000% | $340000.00         | $48192.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-02-01      | 3.0000%  | 0.0000% | $3342333.00        | $2889839.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-10-01      | 2.5000%  | 0.0000% | $100000.00         | $67156.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-12-01      | 5.0000%  | 0.0000% | $922265.00         | $95340.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-03-01      | 4.0000%  | 0.0000% | $56917.00          | $17751.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2033-06-01      | 3.0000%  | 0.0000% | $15012000.00       | $2379679.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-10-01      | 2.5000%  | 0.0000% | $1007758.00        | $583259.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-09-01      | 4.0000%  | 0.0000% | $3062160.00        | $959904.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2032-11-01      | 2.5000%  | 0.0000% | $2230591.00        | $201161.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-11-01      | 3.5000%  | 0.0000% | $3707364.00        | $418310.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-05-01      | 5.5000%  | 0.0000% | $19077516.00       | $19239365.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-05-01      | 6.5000%  | 0.0000% | $3263577.00        | $3431738.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 5.5000%  | 0.0000% | $21308573.00       | $21402444.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-03-01      | 4.0000%  | 0.0000% | $150000.00         | $140666.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 6.5000%  | 0.0000% | $1675999.00        | $1751679.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-12-01      | 5.5000%  | 0.0000% | $1210625.00        | $1208206.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 5.0000%  | 0.0000% | $7950000.00        | $7816845.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 5.5000%  | 0.0000% | $3107612.00        | $2981574.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 6.0000%  | 0.0000% | $1404755.00        | $1458810.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 5.0000%  | 0.0000% | $103000.00         | $100843.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-11-01      | 5.0000%  | 0.0000% | $11215000.00       | $10929667.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-11-01      | 4.5000%  | 0.0000% | $658599.00         | $630108.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 5.5000%  | 0.0000% | $627625.00         | $601774.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-03-01      | 5.0000%  | 0.0000% | $1705844.00        | $1723350.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-02-01      | 4.0000%  | 0.0000% | $4506593.00        | $4328989.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-10-01      | 5.0000%  | 0.0000% | $1009400.00        | $908455.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 4.5000%  | 0.0000% | $121987.00         | $116424.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 5.5000%  | 0.0000% | $3384414.00        | $3301181.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 6.0000%  | 0.0000% | $1072276.00        | $1106529.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-09-01      | 6.5000%  | 0.0000% | $3125494.00        | $2562650.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-09-01      | 5.5000%  | 0.0000% | $9072465.00        | $8622345.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-08-01      | 6.0000%  | 0.0000% | $1022352.00        | $905466.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-09-01      | 6.0000%  | 0.0000% | $1441257.00        | $1293556.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-08-01      | 4.5000%  | 0.0000% | $1700000.00        | $1533135.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-01-01      | 5.0000%  | 0.0000% | $1410754.00        | $1410371.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-08-01      | 5.5000%  | 0.0000% | $9784320.00        | $9568411.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-07-01      | 5.0000%  | 0.0000% | $493330.00         | $480123.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 4.0000%  | 0.0000% | $1011680.00        | $938790.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-09-01      | 6.5000%  | 0.0000% | $1380985.00        | $1448096.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-06-01      | 6.0000%  | 0.0000% | $1629177.00        | $1295427.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-06-01      | 5.5000%  | 0.0000% | $1172517.00        | $1118897.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-06-01      | 6.5000%  | 0.0000% | $85257.00          | $68692.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-06-01      | 6.0000%  | 0.0000% | $1445665.00        | $1475236.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-06-01      | 6.0000%  | 0.0000% | $10335532.00       | $9033976.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-02-01      | 6.0000%  | 0.0000% | $1284922.00        | $1132501.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-02-01      | 6.5000%  | 0.0000% | $200000.00         | $155710.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-01-01      | 6.0000%  | 0.0000% | $3238537.00        | $3338949.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-01-01      | 5.0000%  | 0.0000% | $1175255.00        | $1010475.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-10-01      | 6.0000%  | 0.0000% | $201000.00         | $161880.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-10-01      | 5.5000%  | 0.0000% | $10379000.00       | $9688988.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-09-01      | 6.0000%  | 0.0000% | $718960.00         | $442700.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-09-01      | 5.0000%  | 0.0000% | $2053294.00        | $1059878.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-09-01      | 6.5000%  | 0.0000% | $8279.00           | $6764.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-08-01      | 5.5000%  | 0.0000% | $14412000.00       | $13907387.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-07-01      | 7.0000%  | 0.0000% | $1165238.00        | $913114.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-05-01      | 4.5000%  | 0.0000% | $8999499.00        | $8661172.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-12-01      | 7.5000%  | 0.0000% | $1077900.00        | $312491.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-01-01      | 6.5000%  | 0.0000% | $1833288.00        | $1035420.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-07-01      | 6.0000%  | 0.0000% | $5000000.00        | $15144.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-10-01      | 5.5000%  | 0.0000% | $410210.00         | $861.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-07-01      | 5.0000%  | 0.0000% | $1284261.00        | $4679.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-07-01      | 5.0000%  | 0.0000% | $9660141.00        | $55949.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2033-11-01      | 6.0000%  | 0.0000% | $123000.00         | $502.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2033-11-01      | 6.0000%  | 0.0000% | $56795.00          | $657.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2034-11-01      | 6.0000%  | 0.0000% | $185000.00         | $845.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2034-03-01      | 5.0000%  | 0.0000% | $245000.00         | $1820.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2032-08-01      | 6.0000%  | 0.0000% | $1000000.00        | $2227.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-06-01      | 3.5000%  | 0.0000% | $1140000.00        | $219561.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-06-01      | 3.5000%  | 0.0000% | $36442591.00       | $10820670.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2026-12-01      | 2.5000%  | 0.0000% | $68682035.00       | $623934.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-08-01      | 3.0000%  | 0.0000% | $1394238.00        | $475365.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-04-01      | 3.0000%  | 0.0000% | $44000.00          | $5699.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-02-01      | 3.5000%  | 0.0000% | $230000.00         | $39509.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-08-01      | 3.5000%  | 0.0000% | $26000.00          | $2165.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-05-01      | 3.0000%  | 0.0000% | $8000.00           | $983.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-04-01      | 3.5000%  | 0.0000% | $4000000.00        | $492744.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-11-01      | 3.5000%  | 0.0000% | $200000.00         | $28115.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 4.5000%  | 0.0000% | $20000000.00       | $1576582.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-02-01      | 5.0000%  | 0.0000% | $543993.00         | $21754.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-04-01      | 6.0000%  | 0.0000% | $285000.00         | $3929.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-10-01      | 6.0000%  | 0.0000% | $6015000.00        | $82637.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-07-01      | 4.5000%  | 0.0000% | $3927863.00        | $37351.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-06-01      | 3.0000%  | 0.0000% | $3039786.00        | $2894950.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-06-01      | 4.0000%  | 0.0000% | $19091393.00       | $17924548.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-05-01      | 5.5000%  | 0.0000% | $8341240.00        | $8209827.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-05-01      | 3.0000%  | 0.0000% | $1870534.00        | $1772310.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-05-01      | 4.0000%  | 0.0000% | $125354109.00      | $117371517.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-02-01      | 6.5000%  | 0.0000% | $1880795.00        | $1587913.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-04-01      | 5.0000%  | 0.0000% | $491198.00         | $485414.00         | Agency Mortgage-Backed Securities |

### Security 326: FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE) 3.620000%
- **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: TPR108D42, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR108D427791566BN
- **C.18 - Value (incl. sponsor support):** $9000000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000000.00
- **C.19 - Percentage of Net Assets:** 3.3500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE)

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $565.00            | Agency Mortgage-Backed Securities  |
| Fannie Mae                             | 2052-08-01      | 5.0000%  | 0.0000% | $1653280.00        | $1415260.00        | Agency Mortgage-Backed Securities  |
| Fannie Mae                             | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $627.00            | Agency Mortgage-Backed Securities  |
| Fannie Mae                             | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $709.00            | Agency Mortgage-Backed Securities  |
| Fannie Mae                             | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $517.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $1453666.00        | $1268279.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $9026235.00        | $7516981.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $4430352.00        | $4377667.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $941.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $8905840.00        | $6532954.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $26112928.00       | $14264461.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $762.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $560.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | 0.0000% | $167516928.00      | $100507693.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | 0.0000% | $159850496.00      | $89308990.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $170115871.00      | $93240733.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $178830592.00      | $97706297.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $168033280.00      | $88817586.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $147843072.00      | $74596855.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $22951904.00       | $12285671.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.5000%  | 0.0000% | $59870480.00       | $21263565.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.5000%  | 0.0000% | $49641536.00       | $18349244.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.0000%  | 0.0000% | $15366067.00       | $6397994.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | 0.0000% | $94348733.00       | $34428104.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $411.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.0000%  | 0.0000% | $256526032.00      | $86038188.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $212.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $298.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $138.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 3.5000%  | 0.0000% | $785192536.00      | $101145682.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $250.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $370.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $491.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.5000%  | 0.0000% | $12202169.00       | $4581266.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-12-01      | 5.0000%  | 0.0000% | $1000.00           | $461.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.0000%  | 0.0000% | $40754816.00       | $6328046.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $408.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.0000%  | 0.0000% | $21545760.00       | $2620785.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-01-01      | 4.0000%  | 0.0000% | $158773708.00      | $34318532.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 4.0000%  | 0.0000% | $114879020.00      | $32840734.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-10-01      | 2.5000%  | 0.0000% | $48727094.00       | $37152572.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $180.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.5000%  | 0.0000% | $177062912.00      | $24286221.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | 0.0000% | $53459598.00       | $9048541.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $11105631.00       | $10878757.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $6567943.00        | $6624380.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $10782353.00       | $10615719.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $4547191.00        | $4484876.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $12000.00          | $12078.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $15571664.00       | $12332333.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $893.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $20688760.00       | $20313271.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $21433390.00       | $20024610.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | 0.0000% | $17352254.00       | $14939644.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $18275360.00       | $16951228.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $10845461.00       | $10654051.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $22070040.00       | $20666484.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $19638160.00       | $16036450.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | 0.0000% | $756880.00         | $731085.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | 0.0000% | $7824312.00        | $5377651.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 4.5000%  | 0.0000% | $853440.00         | $745850.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $22950656.00       | $17250957.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $1432994.00        | $1475384.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $7335141.00        | $5646262.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | 0.0000% | $20639433.00       | $18921550.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $9387847.00        | $6656334.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | 0.0000% | $5075248.00        | $4058002.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $2892937.00        | $1855823.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.0000%  | 0.0000% | $5008929.00        | $4557868.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 3.5000%  | 0.0000% | $1000.00           | $147.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | 0.0000% | $97749760.00       | $14441412.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 3.5000%  | 0.0000% | $54237184.00       | $9369329.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | 0.0000% | $116467800.00      | $16370425.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-10-01      | 4.0000%  | 0.0000% | $1000.00           | $337.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.0000%  | 0.0000% | $504818688.00      | $84544461.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | 0.0000% | $665919490.00      | $76845501.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.0000%  | 0.0000% | $32857216.00       | $6789354.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 3.0000%  | 0.0000% | $61512000.00       | $15375007.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.5000%  | 0.0000% | $205296240.00      | $18088263.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.0000%  | 0.0000% | $372996534.00      | $73206684.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.5000%  | 0.0000% | $34315810.00       | $7486497.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-01-01      | 3.5000%  | 0.0000% | $603886592.00      | $93420575.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | 0.0000% | $100112024.00      | $25612662.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | 0.0000% | $29211000.00       | $7990934.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 4.0000%  | 0.0000% | $70582021.00       | $14740602.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 3.0000%  | 0.0000% | $478020751.00      | $98251018.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 3.5000%  | 0.0000% | $50856600.00       | $9889794.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.0000%  | 0.0000% | $149729594.00      | $20345575.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $2044.00           | $2022.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $6962000.00        | $6796540.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | 0.0000% | $1008.00           | $755.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $710.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.5000%  | 0.0000% | $31336256.00       | $15901479.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.5000%  | 0.0000% | $4563.00           | $2118.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $609000.00         | $433615.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.0000%  | 0.0000% | $146445267.00      | $86804056.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $109988820.00      | $97685167.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $85580200.00       | $80053800.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 5.5000%  | 0.0000% | $2082500.00        | $1788223.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.0000%  | 0.0000% | $102533926.00      | $84923778.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $10987168.00       | $7445290.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-02-01      | 6.5000%  | 0.0000% | $35138183.00       | $20100681.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-02-01      | 6.0000%  | 0.0000% | $1891.00           | $11.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-11-01      | 5.5000%  | 0.0000% | $1021.00           | $21.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-11-01      | 6.0000%  | 0.0000% | $1032.00           | $24.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-09-01      | 5.5000%  | 0.0000% | $6553.00           | $65.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-01-01      | 4.5000%  | 0.0000% | $8213.00           | $66.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.5000%  | 0.0000% | $1000.00           | $136.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-05-01      | 6.0000%  | 0.0000% | $6783.00           | $136.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $930.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $21598432.00       | $20626670.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $892.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 2.5000%  | 0.0000% | $16397344.00       | $12124243.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $761.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | 0.0000% | $358000.00         | $247412.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $803.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $174174.00         | $131097.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | 0.0000% | $2008.00           | $2150.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $11570336.00       | $11996141.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1033.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $12614426.00       | $11998211.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 2.5000%  | 0.0000% | $21394110.00       | $17808042.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $115002112.00      | $111825975.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $918.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $13710254.00       | $13258142.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 5.5000%  | 0.0000% | $268987776.00      | $249646713.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $115180928.00      | $91137261.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $679.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.0000%  | 0.0000% | $73659281.00       | $66939597.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $821.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $858.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 3.0000%  | 0.0000% | $1000.00           | $830.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.5000%  | 0.0000% | $148635840.00      | $117013440.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $131454720.00      | $88440160.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 5.0000%  | 0.0000% | $4254480.00        | $3733165.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $1120.00           | $858.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | 0.0000% | $542120.00         | $535044.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.5000%  | 0.0000% | $12485008.00       | $12612190.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $962.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $594772.00         | $591336.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.5000%  | 0.0000% | $206308.00         | $209495.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $986.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 4.5000%  | 0.0000% | $6001.00           | $5762.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $21297086.00       | $19076356.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $112834313.00      | $96115628.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $4806173.00        | $4497154.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $87978113.00       | $80107655.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | 0.0000% | $89245716.00       | $82941049.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $112049984.00      | $95753642.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $103610784.00      | $92151664.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $5192192.00        | $4910192.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $110611058.00      | $101105660.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $875.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $89124992.00       | $75032520.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $102520575.00      | $82702820.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $101682687.00      | $86499414.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $93415468.00       | $79180151.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $103107855.00      | $81821198.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $100197248.00      | $82155291.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $111191486.00      | $89270132.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.5000%  | 0.0000% | $90652587.00       | $74915300.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.5000%  | 0.0000% | $1024.00           | $491.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | 0.0000% | $150010799.00      | $105179440.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | 0.0000% | $133574665.00      | $96277160.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1662.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $12781900.00       | $8933511.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.5000%  | 0.0000% | $120100000.00      | $98209730.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $105103104.00      | $77960702.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | 0.0000% | $98606704.00       | $75677416.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $123643008.00      | $92386529.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $123701182.00      | $94856813.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $95829579.00       | $63130488.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $100160384.00      | $76732026.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $93375546.00       | $79371020.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $151232.00         | $113710.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $115307046.00      | $77836893.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | 0.0000% | $104487552.00      | $82447853.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | 0.0000% | $125197160.00      | $96443675.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $95610399.00       | $81728455.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $12974016.00       | $10674804.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $42972557.00       | $34270029.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $106630814.00      | $84836427.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $781.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $725.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $125635579.00      | $92478053.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $26516000.00       | $20023472.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | 0.0000% | $9620720.00        | $6582695.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | 0.0000% | $96928666.00       | $80451662.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.0000%  | 0.0000% | $26210400.00       | $17810068.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $649.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $125162787.00      | $90263887.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $145465344.00      | $104347837.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $58519559.00       | $39605266.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $109319230.00      | $78012367.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1008.00           | $964.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $981.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.0000%  | 0.0000% | $32598912.00       | $23205202.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | 0.0000% | $19887723.00       | $15177073.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 6.5000%  | 0.0000% | $9491597.00        | $6698544.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $1120.00           | $798.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | 0.0000% | $18611720.00       | $11807502.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $40391000.00       | $29505569.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $50388928.00       | $36903656.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.0000%  | 0.0000% | $110025216.00      | $86523142.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | 0.0000% | $1003.00           | $854.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $512.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $8587309.00        | $6707240.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $8158911.00        | $6192154.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.0000%  | 0.0000% | $8837216.00        | $6219493.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $693.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 4.5000%  | 0.0000% | $12745332.00       | $10877057.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.0000%  | 0.0000% | $45278600.00       | $20775910.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $617.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $583.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | 0.0000% | $9203008.00        | $6564401.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $528.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 6.0000%  | 0.0000% | $8907471.00        | $6607631.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $501.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $551.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $7301412.00        | $5018765.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $6964299.00        | $4989353.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.0000%  | 0.0000% | $13067781.00       | $6582439.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $936.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $9760784.00        | $5842087.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.5000%  | 0.0000% | $10297720.00       | $5893052.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $627.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 4.0000%  | 0.0000% | $27506134.00       | $6172730.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-07-01      | 4.0000%  | 0.0000% | $1162230.00        | $50353.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 4.0000%  | 0.0000% | $19157381.00       | $6283731.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-02-01      | 4.0000%  | 0.0000% | $8056016.00        | $1341007.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-11-01      | 4.0000%  | 0.0000% | $10360512.00       | $1630786.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-02-01      | 4.5000%  | 0.0000% | $16672840.00       | $1280151.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-12-01      | 4.5000%  | 0.0000% | $10450112.00       | $1303165.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | 0.0000% | $18700159.00       | $13416210.00       | Agency Mortgage-Backed Securities  |
| Freddie Mac                            | 2052-10-01      | 5.0000%  | 0.0000% | $162271008.00      | $117833049.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-09-01      | 4.0000%  | 0.0000% | $29298885.00       | $5017944.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 3.5000%  | 0.0000% | $104158848.00      | $13477615.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-03-01      | 3.5000%  | 0.0000% | $532046642.00      | $35587715.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-12-01      | 3.5000%  | 0.0000% | $628928558.00      | $38287544.00       | Agency Mortgage-Backed Securities  |
| 3 1/2 NOTE AG 30                       | 2030-11-30      | 3.5000%  | 0.0000% | $132031300.00      | $130976593.00      | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.5000%  | 0.0000% | $15077718.00       | $10819581.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $802.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.0000%  | 0.0000% | $15595266.00       | $13007524.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $17770090.00       | $16292335.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $11253860.00       | $8805814.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.0000%  | 0.0000% | $25669882.00       | $21035212.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-05-01      | 2.5000%  | 0.0000% | $12694090.00       | $6517667.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-06-01      | 4.5000%  | 0.0000% | $34070625.00       | $33245946.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.0000%  | 0.0000% | $145362061.00      | $99010372.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $31525181.00       | $24317407.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 3.0000%  | 0.0000% | $8464032.00        | $5353066.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $7491912.00        | $4515046.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 3.0000%  | 0.0000% | $7304025.00        | $4775279.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | 0.0000% | $95000.00          | $65993.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | 0.0000% | $150126505.00      | $102879041.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 3.0000%  | 0.0000% | $71331543.00       | $48833720.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | 0.0000% | $35104720.00       | $20349179.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $22093824.00       | $12250481.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-01-01      | 2.5000%  | 0.0000% | $350000.00         | $149939.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $328509262.00      | $159395997.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $52263187.00       | $25135388.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $210056400.00      | $97956311.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $223621888.00      | $89856594.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | 0.0000% | $32946187.00       | $15010709.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $219672320.00      | $92132722.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $250643053.00      | $98586774.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $256850912.00      | $98894941.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $250507520.00      | $93750013.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $219937184.00      | $77086319.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.5000%  | 0.0000% | $251938048.00      | $86812626.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $210052119.00      | $88086794.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | 0.0000% | $250280191.00      | $95823941.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | 0.0000% | $250393856.00      | $101114347.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $386.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 2.5000%  | 0.0000% | $42663345.00       | $15970846.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.0000%  | 0.0000% | $486072320.00      | $96089775.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $37070016.00       | $9859799.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | 0.0000% | $88514177.00       | $23443533.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 4.5000%  | 0.0000% | $489124551.00      | $34103947.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.0000%  | 0.0000% | $100779392.00      | $12321881.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-10-01      | 4.0000%  | 0.0000% | $755000.00         | $91496.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-07-01      | 4.5000%  | 0.0000% | $2080.00           | $351.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.5000%  | 0.0000% | $24704172.00       | $7247665.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | 0.0000% | $295103630.00      | $34283962.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 3.0000%  | 0.0000% | $79500640.00       | $14702856.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 3.5000%  | 0.0000% | $48732480.00       | $7083873.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 3.5000%  | 0.0000% | $199952400.00      | $20760148.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 4.0000%  | 0.0000% | $379001.00         | $99944.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 3.5000%  | 0.0000% | $199832064.00      | $19530395.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-12-01      | 4.5000%  | 0.0000% | $42329655.00       | $10910077.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $111230897.00      | $86682904.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $58235590.00       | $33994207.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $521.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | 0.0000% | $4937080.00        | $3716706.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | 0.0000% | $11521760.00       | $9038039.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $5961738.00        | $5096296.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-06-01      | 3.0000%  | 0.0000% | $67405184.00       | $8572898.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 3.5000%  | 0.0000% | $37196400.00       | $6332655.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $102710784.00      | $7913007.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 3.5000%  | 0.0000% | $60092672.00       | $14297841.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.0000%  | 0.0000% | $153114112.00      | $19539208.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.5000%  | 0.0000% | $79458688.00       | $12801717.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | 0.0000% | $99908970.00       | $14714981.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.0000%  | 0.0000% | $104823424.00      | $12962504.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-09-01      | 3.5000%  | 0.0000% | $67335040.00       | $9112389.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.5000%  | 0.0000% | $46772000.00       | $6812521.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-07-01      | 3.5000%  | 0.0000% | $45030528.00       | $6729034.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $62388224.00       | $9909661.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | 0.0000% | $62466800.00       | $12543004.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.0000%  | 0.0000% | $36866048.00       | $23655133.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $3512712.00        | $1515455.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $927.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $955.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $920.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | 0.0000% | $2348840.00        | $1383395.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $30709953.00       | $23217077.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $922.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $810.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | 0.0000% | $21978629.00       | $16912003.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $606.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | 0.0000% | $20805056.00       | $16388923.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $658.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $1998316.00        | $1456265.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $866.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $735.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | 0.0000% | $27441840.00       | $18583844.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | 0.0000% | $56446.00          | $37339.00          | Agency Mortgage-Backed Securities  |

### Security 327: FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE) 3.620000%
- **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: TPR108D43, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR108D437791568BN
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE)

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION     | 2027-10-15      | 4.0000%  | 0.0000% | $50000000.00       | $50113444.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION     | 2031-03-03      | 4.1000%  | 0.0000% | $25000000.00       | $24749611.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION     | 2029-02-12      | 3.7000%  | 0.0000% | $25000000.00       | $25015156.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION     | 2030-08-12      | 4.0000%  | 0.0000% | $25000000.00       | $24914797.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION     | 2030-08-05      | 4.0000%  | 0.0000% | $15000000.00       | $15028825.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION     | 2030-07-29      | 4.1250%  | 0.0000% | $11730000.00       | $11775149.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION     | 2028-08-07      | 4.2500%  | 0.0000% | $10000000.00       | $10120672.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION | 2026-09-15      | 3.7200%  | 0.0000% | $25000000.00       | $25174167.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION | 2029-05-25      | 5.0200%  | 0.0000% | $15000000.00       | $15007017.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION | 2027-06-16      | 4.1500%  | 0.0000% | $25000000.00       | $25463507.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION | 2029-06-29      | 3.7500%  | 0.0000% | $25000000.00       | $24975600.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION | 2029-11-19      | 3.7700%  | 0.0000% | $25000000.00       | $24700681.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION | 2026-06-15      | 0.0000%  | 0.0000% | $100000000.00      | $99819000.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION | 2026-10-15      | 0.0000%  | 0.0000% | $100000000.00      | $98577800.00       | Agency Debentures and Agency Strips |
| BILL 04/15/27                             | 2027-04-15      | 0.0000%  | 0.0000% | $100692100.00      | $97426353.00       | U.S. Treasuries (including strips)  |
| BILL 10/01/26                             | 2026-10-01      | 0.0000%  | 0.0000% | $112000000.00      | $110592160.00      | U.S. Treasuries (including strips)  |
| BILL 07/09/26                             | 2026-07-09      | 0.0000%  | 0.0000% | $150000000.00      | $149380500.00      | U.S. Treasuries (including strips)  |
| 4.20 FCOR 27-29 KW                        | 2029-05-07      | 4.2000%  | 0.0000% | $15000000.00       | $14996200.00       | Agency Debentures and Agency Strips |
| 3.57 FCOR 27-28 MT                        | 2028-02-11      | 3.5700%  | 0.0000% | $25000000.00       | $25054825.00       | Agency Debentures and Agency Strips |
| 3.91 FCOR 26-28 MA                        | 2028-05-12      | 3.9100%  | 0.0000% | $25000000.00       | $24911510.00       | Agency Debentures and Agency Strips |
| 4.00 FCOR 26-29 KD                        | 2029-12-26      | 4.0000%  | 0.0000% | $26646000.00       | $26800867.00       | Agency Debentures and Agency Strips |
| 1.60 FCOR 22-26 JP                        | 2026-12-14      | 1.6000%  | 0.0000% | $10000000.00       | $9950533.00        | Agency Debentures and Agency Strips |
| 0.99 FCOR 22-26 IV                        | 2026-07-13      | 0.9900%  | 0.0000% | $10000000.00       | $10002900.00       | Agency Debentures and Agency Strips |
| 0.90 FCOR 22-26 IR                        | 2026-06-15      | 0.9000%  | 0.0000% | $15000000.00       | $15041025.00       | Agency Debentures and Agency Strips |
| 1.12 FCOR 21-28 EL                        | 2028-09-01      | 1.1200%  | 0.0000% | $1000000.00        | $935658.00         | Agency Debentures and Agency Strips |
| 1.23 FCOR 21-30 DY                        | 2030-07-29      | 1.2300%  | 0.0000% | $500000.00         | $444989.00         | Agency Debentures and Agency Strips |
| 4.40 FHOR 26-29 SH                        | 2029-05-04      | 4.4000%  | 0.0000% | $15000000.00       | $14970833.00       | Agency Debentures and Agency Strips |
| 4.30 FHOR 26-29 SF                        | 2029-05-04      | 4.3000%  | 0.0000% | $15000000.00       | $14991692.00       | Agency Debentures and Agency Strips |
| 3.89 FHOR 26-28 1S                        | 2028-03-17      | 3.8900%  | 0.0000% | $25000000.00       | $25083800.00       | Agency Debentures and Agency Strips |
| 4.045 FHOR 26-29 MK                       | 2029-12-03      | 4.0450%  | 0.0000% | $25000000.00       | $25253639.00       | Agency Debentures and Agency Strips |
| 3.86 FHOR 26-28 UK                        | 2028-03-23      | 3.8600%  | 0.0000% | $25000000.00       | $25053067.00       | Agency Debentures and Agency Strips |
| 4.50 FHOR 26-30 8T                        | 2030-08-05      | 4.5000%  | 0.0000% | $16550000.00       | $16688027.00       | Agency Debentures and Agency Strips |
| 4.125 FHOR 27-30 ZK                       | 2030-04-04      | 4.1250%  | 0.0000% | $10000000.00       | $9968321.00        | Agency Debentures and Agency Strips |
| 4.02 FHOR 26-28 CD                        | 2028-09-25      | 4.0200%  | 0.0000% | $15000000.00       | $15015250.00       | Agency Debentures and Agency Strips |
| 4.06 FHOR 26-28 BR                        | 2028-06-14      | 4.0600%  | 0.0000% | $10000000.00       | $10142683.00       | Agency Debentures and Agency Strips |
| 4.70 FHOR 26-29 7U                        | 2029-06-21      | 4.7000%  | 0.0000% | $10000000.00       | $10228678.00       | Agency Debentures and Agency Strips |
| 4.125 FHLB 27 G6795                       | 2027-01-15      | 4.1250%  | 0.0000% | $15000000.00       | $15257133.00       | Agency Debentures and Agency Strips |
| 1.10 FHOR 21-26 QL                        | 2026-09-28      | 1.1000%  | 0.0000% | $25000000.00       | $24821597.00       | Agency Debentures and Agency Strips |
| 1.00 FHOR 21-26 HQ                        | 2026-07-27      | 1.0000%  | 0.0000% | $10000000.00       | $9989789.00        | Agency Debentures and Agency Strips |
| 1.00 FHOR 21-26 HC                        | 2026-07-29      | 1.0000%  | 0.0000% | $19000000.00       | $18973653.00       | Agency Debentures and Agency Strips |
| FCDN 06/10/26                             | 2026-06-10      | 0.0000%  | 0.0000% | $50000000.00       | $49934500.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION    | 2029-03-12      | 4.1500%  | 0.0000% | $25000000.00       | $25167785.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION    | 2029-03-23      | 4.2500%  | 0.0000% | $25000000.00       | $25121567.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION    | 2030-05-14      | 4.1250%  | 0.0000% | $25000000.00       | $24814719.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION    | 2028-11-13      | 4.0200%  | 0.0000% | $25000000.00       | $24909017.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION    | 2026-09-25      | 3.3750%  | 0.0000% | $10000000.00       | $10044170.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION    | 2027-06-23      | 3.6250%  | 0.0000% | $5000000.00        | $5055692.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION    | 2026-06-08      | 3.6000%  | 0.0000% | $25000000.00       | $25423500.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION    | 2026-07-01      | 0.0000%  | 0.0000% | $200000000.00      | $199318000.00      | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION    | 2026-09-15      | 0.0000%  | 0.0000% | $200000000.00      | $197800000.00      | Agency Debentures and Agency Strips |

### Security 328: FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR108D45, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR108D457791563SS
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $769177700.00      | $765000000.00      | U.S. Treasuries (including strips) |

### Security 329: FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR108D4A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR108D4A779156STA
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.0000%  | 0.0000% | $7058.00           | $6990.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.0000%  | 0.0000% | $1000.00           | $993.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-05-01      | 5.5000%  | 0.0000% | $1340205.00        | $1361108.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $997.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-05-01      | 5.0000%  | 0.0000% | $4877058.00        | $4792015.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $33885081.00       | $33146918.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.0000%  | 0.0000% | $2046.00           | $2019.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $963.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $9884754.00        | $9523892.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $49765840.00       | $47386736.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $47300.00          | $39782.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1008.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $12628368.00       | $12361263.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1008.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $1300400.00        | $1248608.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $26067812.00       | $24519659.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $8769760.00        | $8396583.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $943.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $120637766.00      | $104579759.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $1525085.00        | $1459566.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1987.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $371210.00         | $314350.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $41285031.00       | $39094144.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $12041.00          | $10594.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | 0.0000% | $19888202.00       | $18664433.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.5000%  | 0.0000% | $111631.00         | $75130.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $9755514.00        | $8873621.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | 0.0000% | $7092705.00        | $6589243.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.0000%  | 0.0000% | $1008.00           | $934.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | 0.0000% | $68534370.00       | $61826389.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $18468800.00       | $15759939.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | 0.0000% | $1010.00           | $861.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $3464382.00        | $2986921.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $5715622.00        | $5083126.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | 0.0000% | $18435.00          | $14206.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $144355.00         | $128751.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 5.5000%  | 0.0000% | $4528790.00        | $4158265.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.0000%  | 0.0000% | $3140968.00        | $3087604.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | 0.0000% | $1008.00           | $917.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $38335424.00       | $38010925.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1000.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $228972.00         | $229587.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | 0.0000% | $170456625.00      | $162470004.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.0000%  | 0.0000% | $5165699.00        | $4938189.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | 0.0000% | $179012.00         | $176916.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $809693.00         | $573720.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $19189088.00       | $15681409.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $50824640.00       | $44438474.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $612372.00         | $455241.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $2192271.00        | $2044759.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 4.5000%  | 0.0000% | $8000.00           | $7123.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | 0.0000% | $1008.00           | $872.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | 0.0000% | $1008.00           | $861.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $102730624.00      | $89997738.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $38838640.00       | $32629751.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 7.0000%  | 0.0000% | $818103.00         | $869617.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $982.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $18679.00          | $17446.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $5375266.00        | $5195786.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $957.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $5376550.00        | $5448728.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $28043840.00       | $25712965.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $49024000.00       | $44521777.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $42357568.00       | $41132969.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | 0.0000% | $444472.00         | $451886.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | 0.0000% | $1256966.00        | $1137811.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $481.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 3.0000%  | 0.0000% | $1417427.00        | $267729.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 5.5000%  | 0.0000% | $1012.00           | $815.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $1039.00           | $868.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $835.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $1051.00           | $668.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 4.5000%  | 0.0000% | $1024.00           | $120.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $135.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $95.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $198.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 4.5000%  | 0.0000% | $8043754.00        | $2014654.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 3.0000%  | 0.0000% | $1000.00           | $185.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $209.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-07-01      | 2.0000%  | 0.0000% | $1000.00           | $187.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 3.5000%  | 0.0000% | $2000.00           | $359.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $1001.00           | $888.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1010.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $896.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $978.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $749.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | 0.0000% | $1008.00           | $759.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $855.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $698.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $832.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $249837.00         | $215806.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $782.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-01-01      | 6.5000%  | 0.0000% | $1000.00           | $361.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1001.00           | $844.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $975.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $752.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1291.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $706.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $843.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $801.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $941.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $659.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $709.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $416.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $596.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $938.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1440.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-02-01      | 4.5000%  | 0.0000% | $1000.00           | $573.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $706.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $542.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $481.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $1053.00           | $691.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $577.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $892.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | 0.0000% | $1013.00           | $723.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $664.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $8000.00           | $7322.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $686.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $642.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $496.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $724.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $918.00            | Agency Mortgage-Backed Securities  |
| Fannie Mae                             | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $720.00            | Agency Mortgage-Backed Securities  |
| Fannie Mae                             | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $731.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $588.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $1005.00           | $764.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $775.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $645.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $894.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $698.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $692.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $789.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $847.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 5.0000%  | 0.0000% | $1000.00           | $936.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $1013.00           | $750.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $668.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $797.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $1005.00           | $742.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | 0.0000% | $2018.00           | $1603.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $745.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $623.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $2212.00           | $1583.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $610.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $606.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $650.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $780.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $776.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $671.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $1020.00           | $745.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $678.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | 0.0000% | $1004.00           | $715.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | 0.0000% | $1008.00           | $745.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $717.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $692.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $737.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $1206.00           | $793.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 2.5000%  | 0.0000% | $9971.00           | $6607.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $654.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $701.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 3.5000%  | 0.0000% | $7014.00           | $4633.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 5.5000%  | 0.0000% | $1000.00           | $590.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $652.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $619.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.5000%  | 0.0000% | $2008.00           | $1216.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.5000%  | 0.0000% | $1045.00           | $778.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.5000%  | 0.0000% | $1104.00           | $711.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $541.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-01-01      | 3.5000%  | 0.0000% | $1024.00           | $366.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-07-01      | 3.5000%  | 0.0000% | $1000.00           | $540.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-03-01      | 3.5000%  | 0.0000% | $13002.00          | $1771.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-09-01      | 3.5000%  | 0.0000% | $1000.00           | $66.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $218.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-07-01      | 6.0000%  | 0.0000% | $1000.00           | $254.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.0000%  | 0.0000% | $1043.00           | $208.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.5000%  | 0.0000% | $4278.00           | $936.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-12-01      | 4.0000%  | 0.0000% | $1000.00           | $158.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 3.5000%  | 0.0000% | $1002.00           | $99.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-06-01      | 5.5000%  | 0.0000% | $1000.00           | $88.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-11-01      | 3.5000%  | 0.0000% | $2112.00           | $235.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-08-01      | 4.5000%  | 0.0000% | $1079.00           | $245.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.5000%  | 0.0000% | $1086.00           | $181.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-01-01      | 4.5000%  | 0.0000% | $99228810.00       | $17976199.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-12-01      | 3.5000%  | 0.0000% | $2724.00           | $106.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 4.5000%  | 0.0000% | $1014.00           | $274.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.5000%  | 0.0000% | $2049.00           | $684.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 4.5000%  | 0.0000% | $1839.00           | $394.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-10-01      | 3.5000%  | 0.0000% | $13003.00          | $2115.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 4.5000%  | 0.0000% | $1204.00           | $299.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-12-01      | 3.5000%  | 0.0000% | $1001.00           | $196.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 4.5000%  | 0.0000% | $1770.00           | $428.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-03-01      | 3.5000%  | 0.0000% | $3419.00           | $330.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 4.5000%  | 0.0000% | $7730726.00        | $7425398.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $45824.00          | $44525.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $965.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-11-01      | 5.5000%  | 0.0000% | $6577.00           | $4519.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 4.5000%  | 0.0000% | $21000.00          | $18891.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-10-01      | 6.0000%  | 0.0000% | $361684.00         | $154109.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $5144124.00        | $2990155.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $87616016.00       | $60128648.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $17000.00          | $11509.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $235769899.00      | $169349970.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 3.0000%  | 0.0000% | $8000.00           | $5231.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $46000.00          | $31043.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $38000.00          | $26391.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $4401908.00        | $2374204.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 2.5000%  | 0.0000% | $153006.00         | $72273.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-01-01      | 3.5000%  | 0.0000% | $209064.00         | $27431.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-07-01      | 2.5000%  | 0.0000% | $593659.00         | $67444.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-07-01      | 3.5000%  | 0.0000% | $1779998.00        | $105876.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.5000%  | 0.0000% | $1408.00           | $265.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.0000%  | 0.0000% | $1024.00           | $154.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.0000%  | 0.0000% | $1025.00           | $137.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-02-01      | 4.0000%  | 0.0000% | $1000.00           | $72.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-06-01      | 3.5000%  | 0.0000% | $1024.00           | $118.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-04-01      | 3.0000%  | 0.0000% | $1002.00           | $35.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-11-01      | 3.5000%  | 0.0000% | $1000.00           | $35.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-10-01      | 5.0000%  | 0.0000% | $1000.00           | $173.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.5000%  | 0.0000% | $1024.00           | $190.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | 0.0000% | $15657.00          | $2652.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.5000%  | 0.0000% | $1024.00           | $153.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.5000%  | 0.0000% | $1023.00           | $188.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.0000%  | 0.0000% | $1008.00           | $164.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $82.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $669.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $860.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $902.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 4.5000%  | 0.0000% | $1000.00           | $853.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-11-01      | 2.0000%  | 0.0000% | $1001.00           | $470.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $664.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $709.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-01      | 2.0000%  | 0.0000% | $282676.00         | $194978.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $715.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $579.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $497.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $526.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $75003.00          | $48143.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $817.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $676.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $641.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $611.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.5000%  | 0.0000% | $2001.00           | $1677.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $1001.00           | $638.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-03-01      | 6.0000%  | 0.0000% | $1000.00           | $811.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 4.5000%  | 0.0000% | $1000.00           | $937.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 7.5000%  | 0.0000% | $1001.00           | $692.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 7.5000%  | 0.0000% | $1003.00           | $366.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $480.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $1002.00           | $637.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $858.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | 0.0000% | $1004.00           | $751.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $777.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $571.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $637.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1011.00           | $890.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $773.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.0000%  | 0.0000% | $2593972.00        | $1382363.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $606.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-10-01      | 6.0000%  | 0.0000% | $1000.00           | $908.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $468.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $539.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $579.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $525.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.0000%  | 0.0000% | $1001.00           | $606.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | 0.0000% | $6964919.00        | $3496362.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $574.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $1027.00           | $581.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $363.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $405.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-11-01      | 1.5000%  | 0.0000% | $1000.00           | $423.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 1.5000%  | 0.0000% | $1020.00           | $563.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $553.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-02-01      | 2.0000%  | 0.0000% | $1000.00           | $478.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $2000.00           | $980.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $488.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $548.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.0000%  | 0.0000% | $1020.00           | $471.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | 0.0000% | $1024.00           | $471.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.5000%  | 0.0000% | $1280.00           | $473.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $237.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 5.0000%  | 0.0000% | $1000.00           | $165.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 4.0000%  | 0.0000% | $1000.00           | $457.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-11-01      | 5.0000%  | 0.0000% | $1000.00           | $386.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 4.0000%  | 0.0000% | $2000.00           | $299.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $171.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $320.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.0000%  | 0.0000% | $1024.00           | $193.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 4.5000%  | 0.0000% | $5824.00           | $1280.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $1028.00           | $230.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | 0.0000% | $2000.00           | $646.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $5281.00           | $1044.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-07-01      | 4.5000%  | 0.0000% | $1000.00           | $374.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 4.0000%  | 0.0000% | $2000.00           | $1317.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $268.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-12-01      | 4.5000%  | 0.0000% | $1008.00           | $261.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $169.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.0000%  | 0.0000% | $1002.00           | $87.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | 0.0000% | $1046.00           | $286.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $312.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $4114.00           | $883.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-10-01      | 4.0000%  | 0.0000% | $1000.00           | $151.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 4.0000%  | 0.0000% | $1037.00           | $212.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.0000%  | 0.0000% | $1008.00           | $80.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $3245.00           | $813.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.0000%  | 0.0000% | $1024.00           | $254.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.0000%  | 0.0000% | $3092.00           | $560.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 4.5000%  | 0.0000% | $3084.00           | $790.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.0000%  | 0.0000% | $2000.00           | $164.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 3.5000%  | 0.0000% | $3000.00           | $436.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 3.5000%  | 0.0000% | $1024.00           | $296.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $72.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.5000%  | 0.0000% | $8077900.00        | $1884173.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-01-01      | 3.5000%  | 0.0000% | $1054.00           | $226.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-01-01      | 3.5000%  | 0.0000% | $1024.00           | $233.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.5000%  | 0.0000% | $1120.00           | $239.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $164.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $1024.00           | $211.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $148.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 4.0000%  | 0.0000% | $1034.00           | $229.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $192.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $194.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $157.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $153.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $2024.00           | $522.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 3.0000%  | 0.0000% | $1000.00           | $145.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.5000%  | 0.0000% | $1089.00           | $82.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-06-01      | 3.0000%  | 0.0000% | $1057.00           | $144.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.5000%  | 0.0000% | $1024.00           | $223.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $1024.00           | $267.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-04-01      | 3.0000%  | 0.0000% | $1000.00           | $130.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | 0.0000% | $1000.00           | $106.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $160.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $178.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $19537329.00       | $2912253.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $1120.00           | $115.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 3.5000%  | 0.0000% | $3083.00           | $584.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | 0.0000% | $1120.00           | $112.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $223.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | 0.0000% | $2013.00           | $326.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $101.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.0000%  | 0.0000% | $1024.00           | $124.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | 0.0000% | $1024.00           | $80.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | 0.0000% | $1085.00           | $88.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.0000%  | 0.0000% | $1024.00           | $127.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | 0.0000% | $1021.00           | $81.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.5000%  | 0.0000% | $1000.00           | $150.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.5000%  | 0.0000% | $1000.00           | $169.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.5000%  | 0.0000% | $1024.00           | $85.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 4.0000%  | 0.0000% | $1000.00           | $195.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $154.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-11-01      | 4.0000%  | 0.0000% | $1000.00           | $113.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-02-01      | 3.5000%  | 0.0000% | $1056.00           | $171.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-04-01      | 5.0000%  | 0.0000% | $1000.00           | $207.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-09-01      | 4.5000%  | 0.0000% | $1034.00           | $155.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 3.5000%  | 0.0000% | $2089.00           | $271.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-10-01      | 5.0000%  | 0.0000% | $828633.00         | $37656.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | 0.0000% | $1025.00           | $102.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $53.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $218.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | 0.0000% | $1024.00           | $148.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | 0.0000% | $1024.00           | $174.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | 0.0000% | $1001.00           | $146.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.0000%  | 0.0000% | $1008.00           | $291.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $168.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 2.5000%  | 0.0000% | $1000.00           | $166.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $1052.00           | $143.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $2234147.00        | $1845784.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | 0.0000% | $1040.00           | $138.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $85.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $140.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.5000%  | 0.0000% | $1025.00           | $73.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $111.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 3.5000%  | 0.0000% | $2024.00           | $323.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.5000%  | 0.0000% | $1000.00           | $90.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-07-01      | 3.5000%  | 0.0000% | $1120.00           | $124.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $100.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.0000%  | 0.0000% | $1024.00           | $93.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-06-01      | 4.0000%  | 0.0000% | $1000.00           | $128.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 4.0000%  | 0.0000% | $1143.00           | $94.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-02-01      | 2.7750%  | 0.0000% | $1000.00           | $251.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-06-01      | 3.5000%  | 0.0000% | $1000.00           | $186.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-06-01      | 3.5000%  | 0.0000% | $1000.00           | $77.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.5000%  | 0.0000% | $1024.00           | $246.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 3.0000%  | 0.0000% | $1024.00           | $178.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 4.0000%  | 0.0000% | $1000.00           | $157.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-09-01      | 3.5000%  | 0.0000% | $3002.00           | $286.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-03-01      | 8.0000%  | 0.0000% | $3000.00           | $256.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-10-01      | 6.5000%  | 0.0000% | $1000.00           | $113.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-11-01      | 3.5000%  | 0.0000% | $1000.00           | $83.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-01-01      | 4.0000%  | 0.0000% | $1002.00           | $129.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-02-01      | 3.5000%  | 0.0000% | $1000.00           | $163.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-11-01      | 3.5000%  | 0.0000% | $1280.00           | $223.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $1024.00           | $170.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $1024.00           | $320.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $1027.00           | $183.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 3.5000%  | 0.0000% | $1000.00           | $215.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $278.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.0000%  | 0.0000% | $3072.00           | $299.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-06-01      | 3.0000%  | 0.0000% | $1000.00           | $282.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $183.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.0000%  | 0.0000% | $1000.00           | $164.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-10-01      | 4.0000%  | 0.0000% | $1000.00           | $63.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.0000%  | 0.0000% | $1024.00           | $212.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $123.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 3.5000%  | 0.0000% | $1000.00           | $144.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-09-01      | 3.5000%  | 0.0000% | $2161.00           | $255.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.5000%  | 0.0000% | $1024.00           | $122.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-07-01      | 6.0000%  | 0.0000% | $2000.00           | $58.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 4.0000%  | 0.0000% | $2010.00           | $103.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-12-01      | 4.0000%  | 0.0000% | $1024.00           | $86.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-12-01      | 3.5000%  | 0.0000% | $1254.00           | $76.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-12-01      | 3.5000%  | 0.0000% | $1000.00           | $42.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-01-01      | 3.5000%  | 0.0000% | $1000.00           | $133.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-01-01      | 5.0000%  | 0.0000% | $26664.00          | $71.00             | Agency Mortgage-Backed Securities  |
| 2 3/4 NOTE L 29                        | 2029-05-31      | 2.7500%  | 0.0000% | $6824700.00        | $6668516.00        | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29                        | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $95.00             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28                        | 2028-06-30      | 1.2500%  | 0.0000% | $400.00            | $380.00            | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 3.5000%  | 0.0000% | $3199.00           | $412.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $303.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $1069.00           | $184.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 4.5000%  | 0.0000% | $3025.00           | $527.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.5000%  | 0.0000% | $2176.00           | $817.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $159.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.0000%  | 0.0000% | $1024.00           | $205.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-06-01      | 4.0000%  | 0.0000% | $1003.00           | $112.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $86.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $26117172.00       | $25902769.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $78674560.00       | $76215218.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $44195726.00       | $40251027.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $325474.00         | $319934.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $3065856.00        | $3001847.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $64423296.00       | $63559489.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $992.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $832416.00         | $811864.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $960.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 7.0000%  | 0.0000% | $1024.00           | $788.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $658.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $8192.00           | $7384.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 7.0000%  | 0.0000% | $3231284.00        | $2301689.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $761.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $4702050.00        | $2913922.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $8000.00           | $5489.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 3.5000%  | 0.0000% | $4350928.00        | $2585196.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | 0.0000% | $25218178.00       | $14303167.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $537.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $553.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-06-01      | 3.0000%  | 0.0000% | $1001.00           | $213.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $23590915.00       | $23152297.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $22933952.00       | $22512296.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 2.5000%  | 0.0000% | $1008.00           | $912.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $606568.00         | $507719.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $185715450.00      | $171006278.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $980.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1045.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $2961987.00        | $3006703.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $986.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-04-01      | 4.5000%  | 0.0000% | $1000.00           | $995.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $12698468.00       | $11681570.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 7.0000%  | 0.0000% | $2048.00           | $1541.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $782.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $1008.00           | $754.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | 0.0000% | $2111.00           | $1754.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | 0.0000% | $1052.00           | $850.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $1078.00           | $687.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $753.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.5000%  | 0.0000% | $1029.00           | $852.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $679.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 6.0000%  | 0.0000% | $5922898.00        | $4086824.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $736.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $765.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $809.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-04-01      | 4.5000%  | 0.0000% | $10422554.00       | $10033319.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $728.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $898.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $775.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $759.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $1030.00           | $867.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $1001.00           | $711.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $4059746.00        | $3093421.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $787.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | 0.0000% | $1359.00           | $1008.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.5000%  | 0.0000% | $1120.00           | $859.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $1002.00           | $729.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $739.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | 0.0000% | $1024.00           | $732.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $746.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $720.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $684.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $662.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | 0.0000% | $5200.00           | $3299.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $713.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $732.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $639.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $573.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-09-01      | 3.5000%  | 0.0000% | $45560768.00       | $17111582.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 4.0000%  | 0.0000% | $154000.00         | $43588.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $846.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 7.0000%  | 0.0000% | $8987501.00        | $7037237.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $726.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 5.5000%  | 0.0000% | $1024.00           | $803.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $905.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 5.5000%  | 0.0000% | $1024.00           | $706.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $798.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $952.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 5.5000%  | 0.0000% | $1020.00           | $787.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.0000%  | 0.0000% | $1008.00           | $729.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $930.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 6.0000%  | 0.0000% | $1008.00           | $773.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $728.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.5000%  | 0.0000% | $1008.00           | $791.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $868.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $1018.00           | $939.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $906.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.5000%  | 0.0000% | $1008.00           | $802.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | 0.0000% | $2868144.00        | $1851677.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $684.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $6209.00           | $3565.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $789.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.0000%  | 0.0000% | $1023.00           | $677.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $578.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $1008.00           | $706.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $766.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $1008.00           | $608.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $842.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $616.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1005.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.5000%  | 0.0000% | $1008.00           | $333.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $680.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.0000%  | 0.0000% | $1008.00           | $742.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | 0.0000% | $1999.00           | $1343.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $663.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.5000%  | 0.0000% | $1021.00           | $694.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $822.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.5000%  | 0.0000% | $3521.00           | $1973.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.5000%  | 0.0000% | $1049.00           | $644.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $624.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $3211360.00        | $2356058.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $1003.00           | $657.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $1013.00           | $695.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $1003.00           | $646.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $1015.00           | $788.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $703.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $578.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $549.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $697.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $754.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.5000%  | 0.0000% | $6627614.00        | $4578848.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.0000%  | 0.0000% | $1011.00           | $754.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | 0.0000% | $1022.00           | $688.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.5000%  | 0.0000% | $1008.00           | $577.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $545.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $563.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.0000%  | 0.0000% | $1001.00           | $499.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 5.0000%  | 0.0000% | $1000.00           | $406.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.0000%  | 0.0000% | $1024.00           | $363.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $485.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-12-20      | 5.8750%  | 0.0000% | $1008.00           | $96.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 3.5000%  | 0.0000% | $543391.00         | $104533.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-02-01      | 3.5000%  | 0.0000% | $1000.00           | $267.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-12-01      | 7.0000%  | 0.0000% | $1182.00           | $68.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-09-01      | 6.5000%  | 0.0000% | $1004.00           | $139.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 4.5000%  | 0.0000% | $3072.00           | $429.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-03-01      | 4.5000%  | 0.0000% | $1014.00           | $224.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-11-01      | 4.0000%  | 0.0000% | $2027.00           | $567.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $201.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-07-01      | 4.0000%  | 0.0000% | $1024.00           | $165.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-03-01      | 4.0000%  | 0.0000% | $1008.00           | $255.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-08-01      | 4.0000%  | 0.0000% | $1024.00           | $145.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 4.5000%  | 0.0000% | $2000.00           | $333.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 4.0000%  | 0.0000% | $1009.00           | $235.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-02-01      | 4.0000%  | 0.0000% | $1031.00           | $184.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-09-01      | 3.5000%  | 0.0000% | $1024.00           | $128.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-11-01      | 3.5000%  | 0.0000% | $1057.00           | $136.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-10-01      | 4.5000%  | 0.0000% | $1049.00           | $45.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-02-01      | 4.0000%  | 0.0000% | $2004.00           | $420.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-05-01      | 3.5000%  | 0.0000% | $1000.00           | $126.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-07-01      | 4.5000%  | 0.0000% | $1024.00           | $69.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-03-01      | 6.0000%  | 0.0000% | $1000.00           | $234.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | 0.0000% | $3134.00           | $2445.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | 0.0000% | $1041.00           | $827.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $390867.00         | $285922.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $617.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $786.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $1049.00           | $956.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | 0.0000% | $1155.00           | $913.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.5000%  | 0.0000% | $8192.00           | $3803.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $1024.00           | $735.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1179.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 5.0000%  | 0.0000% | $1000.00           | $844.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 5.0000%  | 0.0000% | $1001.00           | $816.00            | Agency Mortgage-Backed Securities  |
| Freddie Mac                            | 2053-10-01      | 6.0000%  | 0.0000% | $6346.00           | $3807.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $619.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $738.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 5.0000%  | 0.0000% | $2018.00           | $1704.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $635.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $1008.00           | $738.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 3.5000%  | 0.0000% | $73000.00          | $53618.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | 0.0000% | $1002.00           | $609.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $2965.00           | $2137.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $716.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.0000%  | 0.0000% | $1088206.00        | $822522.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $1093.00           | $756.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $2144007.00        | $1548893.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $1009.00           | $735.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.5000%  | 0.0000% | $1706001.00        | $1256168.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $742.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 2.0000%  | 0.0000% | $42000.00          | $27456.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $710.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.5000%  | 0.0000% | $30000.00          | $18028.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.0000%  | 0.0000% | $24150.00          | $14652.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $551.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $558.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-03-01      | 1.5000%  | 0.0000% | $1000.00           | $546.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.0000%  | 0.0000% | $2007.00           | $1061.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $916.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $652.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $2117.00           | $1691.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 5.5000%  | 0.0000% | $1007.00           | $808.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 5.5000%  | 0.0000% | $28017199.00       | $22215844.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.5000%  | 0.0000% | $1046.00           | $769.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 4.0000%  | 0.0000% | $1001.00           | $704.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $717.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $618.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.5000%  | 0.0000% | $1025.00           | $600.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 3.0000%  | 0.0000% | $1013.00           | $345.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.5000%  | 0.0000% | $1024.00           | $190.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $1044.00           | $948.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $770.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $1007.00           | $818.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $9812283.00        | $7090814.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $1087.00           | $799.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | 0.0000% | $8000.00           | $6857.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $789.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.5000%  | 0.0000% | $1024.00           | $875.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1008.00           | $771.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | 0.0000% | $1087.00           | $762.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $1008.00           | $833.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $776.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.0000%  | 0.0000% | $1037.00           | $838.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1394.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $617.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1585.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $815.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $1001.00           | $908.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $793.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $810.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $560.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $998.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $972.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $677.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $988.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1063.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $767.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $4304.00           | $4362.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $873.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $880.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $895.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $759.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $729.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $409.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $2427000.00        | $2415601.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $956.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | 0.0000% | $2015.00           | $1596.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $806.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | 0.0000% | $1022.00           | $953.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1594.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.5000%  | 0.0000% | $2000.00           | $538.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $823.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-03-01      | 4.5000%  | 0.0000% | $1000.00           | $931.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 7.0000%  | 0.0000% | $1001.00           | $559.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $820.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | 0.0000% | $84072.00          | $65474.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $659.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $843.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $786.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 4.5000%  | 0.0000% | $1007.00           | $895.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1036.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1068.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.0000%  | 0.0000% | $3000.00           | $1221.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $817.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $395.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $531.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | 0.0000% | $1001.00           | $986.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $875.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $1019.00           | $886.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | 0.0000% | $1002.00           | $797.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $597.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 6.0000%  | 0.0000% | $1022.00           | $9.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-12-01      | 6.0000%  | 0.0000% | $1002.00           | $16.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-10-01      | 6.0000%  | 0.0000% | $1038.00           | $20.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-05-01      | 8.5000%  | 0.0000% | $1308907.00        | $25174.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-07-01      | 5.0000%  | 0.0000% | $2280138.00        | $19729.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $1000.00           | $131.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $1024.00           | $178.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-04-01      | 5.5000%  | 0.0000% | $1007.00           | $600.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-05-01      | 2.0000%  | 0.0000% | $1000.00           | $309.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-10-01      | 2.5000%  | 0.0000% | $1000.00           | $563.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $809.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-09-01      | 3.0000%  | 0.0000% | $451999.00         | $130379.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $338.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-09-01      | 2.5000%  | 0.0000% | $1905000.00        | $337767.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-10-01      | 3.0000%  | 0.0000% | $3016.00           | $425.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 4.0000%  | 0.0000% | $1003.00           | $94.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.5000%  | 0.0000% | $1987.00           | $168.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $862.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $828.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $784.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 4.5000%  | 0.0000% | $52934.00          | $45429.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | 0.0000% | $1025.00           | $926.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.0000%  | 0.0000% | $1034.00           | $914.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | 0.0000% | $1069.00           | $770.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.0000%  | 0.0000% | $1008.00           | $822.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.0000%  | 0.0000% | $1024.00           | $848.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $825.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $787.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.0000%  | 0.0000% | $5114.00           | $4055.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $818.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $140000.00         | $119627.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.0000%  | 0.0000% | $9608992.00        | $7437579.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.0000%  | 0.0000% | $410000.00         | $335776.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.0000%  | 0.0000% | $2217.00           | $1878.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $790.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $712.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 5.5000%  | 0.0000% | $12110.00          | $9776.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $748.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.0000%  | 0.0000% | $2016.00           | $1649.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $657.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $677.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $1037.00           | $785.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $748.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-09-01      | 2.5000%  | 0.0000% | $1000.00           | $66.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 3.0000%  | 0.0000% | $1000.00           | $203.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $112.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-11-01      | 3.0000%  | 0.0000% | $1000.00           | $141.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $277.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $124.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-09-01      | 3.5000%  | 0.0000% | $1023.00           | $690.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2061-11-01      | 4.0000%  | 0.0000% | $1001.00           | $720.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2060-09-01      | 3.0000%  | 0.0000% | $1000.00           | $375.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-02-01      | 2.5000%  | 0.0000% | $1000.00           | $402.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 3.5000%  | 0.0000% | $1024.00           | $389.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 4.0000%  | 0.0000% | $1000.00           | $372.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $375.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $262.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $302.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 4.5000%  | 0.0000% | $3000.00           | $813.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2058-01-01      | 3.5000%  | 0.0000% | $1000.00           | $389.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-02-01      | 3.5000%  | 0.0000% | $1048.00           | $231.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 4.0000%  | 0.0000% | $2000.00           | $572.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-09-01      | 4.5000%  | 0.0000% | $1000.00           | $273.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-02-01      | 3.5000%  | 0.0000% | $1006.00           | $279.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-01-01      | 3.5000%  | 0.0000% | $1000.00           | $323.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-08-01      | 5.5000%  | 0.0000% | $1000.00           | $235.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-09-01      | 5.5000%  | 0.0000% | $1000.00           | $274.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $149.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 4.0000%  | 0.0000% | $1041.00           | $292.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-07-01      | 4.0000%  | 0.0000% | $1040.00           | $323.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-10-01      | 2.5000%  | 0.0000% | $1120.00           | $854.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-12-01      | 2.5000%  | 0.0000% | $1000.00           | $251.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.0000%  | 0.0000% | $1034.00           | $108.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.0000%  | 0.0000% | $1008.00           | $236.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $384.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | 0.0000% | $2000.00           | $540.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $369.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-10-01      | 2.5000%  | 0.0000% | $1000.00           | $123.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $1999.00           | $435.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 3.0000%  | 0.0000% | $51669036.00       | $9228271.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-04-01      | 3.5000%  | 0.0000% | $1000.00           | $119.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 3.0000%  | 0.0000% | $1042.00           | $132.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-09-01      | 4.0000%  | 0.0000% | $1000.00           | $185.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $964726.00         | $972433.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $4530936.00        | $4440060.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1046.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $862627.00         | $748728.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1001.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1002.00           | $1002.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $1131075.00        | $925325.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $901.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $924.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $940.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 7.0000%  | 0.0000% | $1632500.00        | $1407826.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 7.0000%  | 0.0000% | $2000.00           | $2131.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $1011.00           | $939.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $950.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $950.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $921.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $959.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.0000%  | 0.0000% | $1001.00           | $907.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $736.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $681.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $830.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $907.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $1002.00           | $961.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | 0.0000% | $1001.00           | $790.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 7.0000%  | 0.0000% | $2001.00           | $2113.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $832.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.0000%  | 0.0000% | $4000.00           | $3934.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | 0.0000% | $2000.00           | $1040.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $915.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 7.0000%  | 0.0000% | $1001.00           | $360.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $414.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $926.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $900.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $634.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $861.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $946.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.5000%  | 0.0000% | $6628536.00        | $3922192.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $1053.00           | $729.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $784.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $715.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $756.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $707.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $833.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-03-01      | 5.0000%  | 0.0000% | $1000.00           | $409.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $797.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $625.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $1065.00           | $703.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 4.5000%  | 0.0000% | $8622836.00        | $6519815.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $797.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.5000%  | 0.0000% | $2056.00           | $1422.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $97592704.00       | $59945374.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 4.5000%  | 0.0000% | $4144.00           | $3128.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $74868857.00       | $45130533.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $19687587.00       | $12799722.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $773.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $1034.00           | $671.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | 0.0000% | $14415739.00       | $11516345.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $802.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $1034.00           | $746.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $681.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1008.00           | $811.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $766.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $1205.00           | $896.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $783.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $1024.00           | $772.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.5000%  | 0.0000% | $1028.00           | $669.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $778.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $1069.00           | $780.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $1090.00           | $795.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-10-01      | 4.5000%  | 0.0000% | $1000.00           | $486.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-11-01      | 4.5000%  | 0.0000% | $1000.00           | $539.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | 0.0000% | $47395472.00       | $32944867.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 6.0000%  | 0.0000% | $7600072.00        | $5350533.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $775.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $762.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $482.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $471.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $474.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $477.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $3074.00           | $1532.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $481.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $6510054.00        | $2600259.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | 0.0000% | $1565.00           | $772.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.5000%  | 0.0000% | $1024.00           | $384.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-07-01      | 2.5000%  | 0.0000% | $1000.00           | $384.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.5000%  | 0.0000% | $2150.00           | $751.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 2.5000%  | 0.0000% | $1024.00           | $350.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $383.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $461.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.5000%  | 0.0000% | $145330778.00      | $61855174.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.5000%  | 0.0000% | $1120.00           | $505.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-03-01      | 2.5000%  | 0.0000% | $1000.00           | $154.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $96000.00          | $26265.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 4.5000%  | 0.0000% | $1000.00           | $201.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.0000%  | 0.0000% | $259000.00         | $57873.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $272.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-09-01      | 3.0000%  | 0.0000% | $1048.00           | $103.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-08-01      | 4.0000%  | 0.0000% | $2000.00           | $313.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $117.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $110.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-11-01      | 3.0000%  | 0.0000% | $1000.00           | $319.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $2010.00           | $571.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 5.0000%  | 0.0000% | $4096.00           | $1268.00           | Agency Mortgage-Backed Securities  |
| Fannie Mae                             | 2034-04-01      | 3.5000%  | 0.0000% | $1000.00           | $138.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-10-01      | 4.0000%  | 0.0000% | $2000.00           | $341.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $13422.00          | $1801.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-07-01      | 4.5000%  | 0.0000% | $1008.00           | $197.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-07-01      | 4.0000%  | 0.0000% | $1016.00           | $239.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.0000%  | 0.0000% | $4106.00           | $291.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-06-01      | 4.0000%  | 0.0000% | $1000.00           | $129.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-06-01      | 4.5000%  | 0.0000% | $1015.00           | $240.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $108.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 3.5000%  | 0.0000% | $198000.00         | $65859.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-04-01      | 4.0000%  | 0.0000% | $1008.00           | $258.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 4.5000%  | 0.0000% | $1201.00           | $222.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $717.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.5000%  | 0.0000% | $3000.00           | $1994.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.0000%  | 0.0000% | $1035.00           | $734.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 6.0000%  | 0.0000% | $1000.00           | $977.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $752.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $674.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1479.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $751.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $721.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-09-01      | 4.5000%  | 0.0000% | $1000.00           | $494.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.5000%  | 0.0000% | $1029.00           | $761.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $698.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $1008.00           | $671.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $1024.00           | $691.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | 0.0000% | $1011.00           | $703.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $9000.00           | $6644.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $597.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $758.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $704.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $686.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $733.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $706.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $792.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $720.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $686.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $656.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $682.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $697.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $692.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.0000%  | 0.0000% | $1003.00           | $630.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $685.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 3.0000%  | 0.0000% | $1008.00           | $652.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $1032.00           | $666.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $637.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $664.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.5000%  | 0.0000% | $1018.00           | $642.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $3000.00           | $1865.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $672.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $3000.00           | $1992.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-03-01      | 2.0000%  | 0.0000% | $1000.00           | $550.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $571.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $583.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $607.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $608.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | 0.0000% | $675700.00         | $468704.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | 0.0000% | $29950.00          | $20194.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | 0.0000% | $114153.00         | $77851.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $624.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 2.5000%  | 0.0000% | $2020.00           | $955.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $639.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | 0.0000% | $1001.00           | $624.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1199.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 3.5000%  | 0.0000% | $2019.00           | $999.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $590.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $601.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $685.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.0000%  | 0.0000% | $1001.00           | $589.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $594.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | 0.0000% | $2000.00           | $1163.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.0000%  | 0.0000% | $2000.00           | $1136.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $619.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $482.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $537.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $545.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-05-01      | 2.5000%  | 0.0000% | $1000.00           | $579.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $14304531.00       | $8341087.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $748.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 2.5000%  | 0.0000% | $1000.00           | $443.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-03-01      | 2.5000%  | 0.0000% | $1000.00           | $525.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $559.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $555.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 4.0000%  | 0.0000% | $1000.00           | $330.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 4.0000%  | 0.0000% | $1013.00           | $410.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $551.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $553.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $525.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $524.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-10-01      | 3.0000%  | 0.0000% | $1000.00           | $376.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | 0.0000% | $3001.00           | $1513.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $1007.00           | $479.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $494.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $791.00            | Agency Mortgage-Backed Securities  |

### Security 330: FIXED INCOME CLEARING CORPORATION / BOFA SECURITIES, INC.

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / BOFA SECURITIES, INC. 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR108D4C, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR108D4C7791565BO
- **C.18 - Value (incl. sponsor support):** $9000000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000000.00
- **C.19 - Percentage of Net Assets:** 3.3500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / BOFA SECURITIES, INC.

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  | 0.0000% | $117894800.00      | $120147250.00      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | 0.0000% | $250000000.00      | $256891649.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  | 0.0000% | $10610800.00       | $10658906.00       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  | 0.0000% | $10000.00          | $10048.00          | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | 0.0000% | $96000000.00       | $95568911.00       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  | 0.0000% | $216166000.00      | $220717105.00      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  | 0.0000% | $246000.00         | $247728.00         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  | 0.0000% | $390364700.00      | $393712698.00      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AL 27 | 2027-03-15      | 4.2500%  | 0.0000% | $35000000.00       | $35419709.00       | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  | 0.0000% | $50736000.00       | $51550751.00       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | 0.0000% | $91846600.00       | $94561366.00       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | 0.0000% | $19971900.00       | $20332527.00       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | 0.0000% | $1000.00           | $1006.00           | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  | 0.0000% | $51999800.00       | $51442340.00       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  | 0.0000% | $146099600.00      | $146627727.00      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  | 0.0000% | $60840600.00       | $61600139.00       | U.S. Treasuries (including strips) |
| 4NOTE R 29       | 2029-10-31      | 4.0000%  | 0.0000% | $142027200.00      | $142120821.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  | 0.0000% | $72100400.00       | $72745957.00       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | 0.0000% | $112624000.00      | $110254691.00      | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  | 0.0000% | $50265000.00       | $50286753.00       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | 0.0000% | $198088700.00      | $184395769.00      | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  | 0.0000% | $19494000.00       | $19302970.00       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  | 0.0000% | $105511400.00      | $99285527.00       | U.S. Treasuries (including strips) |
| 1 NOTE N 28      | 2028-07-31      | 1.0000%  | 0.0000% | $173196200.00      | $163030911.00      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  | 0.0000% | $138909800.00      | $132047521.00      | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  | 0.0000% | $211337200.00      | $185200065.00      | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  | 0.0000% | $21365000.00       | $18680526.00       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  | 0.0000% | $20839000.00       | $19092295.00       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | 0.0000% | $217609000.00      | $211350548.00      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  | 0.0000% | $266896400.00      | $262692581.00      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  | 0.0000% | $198566800.00      | $194591046.00      | U.S. Treasuries (including strips) |
| 5 BOND 45        | 2045-05-15      | 5.0000%  | 0.0000% | $20814600.00       | $20954686.00       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  | 0.0000% | $31089800.00       | $30718065.00       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  | 0.0000% | $50875700.00       | $48667925.00       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  | 0.0000% | $80487000.00       | $77609309.00       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  | 0.0000% | $8945000.00        | $8453047.00        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  | 0.0000% | $119562000.00      | $106881320.00      | U.S. Treasuries (including strips) |
| 4 BOND 52        | 2052-11-15      | 4.0000%  | 0.0000% | $426107000.00      | $362709411.00      | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  | 0.0000% | $27330500.00       | $14898411.00       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  | 0.0000% | $13634800.00       | $9903105.00        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  | 0.0000% | $26686800.00       | $14833109.00       | U.S. Treasuries (including strips) |
| 3 BOND 49        | 2049-02-15      | 3.0000%  | 0.0000% | $147964400.00      | $108419717.00      | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-08-15      | 3.0000%  | 0.0000% | $46423000.00       | $34187100.00       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  | 0.0000% | $55292800.00       | $38780224.00       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  | 0.0000% | $51384900.00       | $33605516.00       | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  | 0.0000% | $600.00            | $517.00            | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  | 0.0000% | $35099700.00       | $30134188.00       | U.S. Treasuries (including strips) |
| 3 BOND 42        | 2042-05-15      | 3.0000%  | 0.0000% | $200.00            | $159.00            | U.S. Treasuries (including strips) |
| 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  | 0.0000% | $168719600.00      | $162881126.00      | U.S. Treasuries (including strips) |
| 4 1/2 BOND 38    | 2038-05-15      | 4.5000%  | 0.0000% | $29000400.00       | $29001733.00       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36    | 2036-02-15      | 4.5000%  | 0.0000% | $3973000.00        | $4066977.00        | U.S. Treasuries (including strips) |
| BILL 09/03/26    | 2026-09-03      | 0.0000%  | 0.0000% | $657900.00         | $651733.00         | U.S. Treasuries (including strips) |
| BILL 08/06/26    | 2026-08-06      | 0.0000%  | 0.0000% | $1290100.00        | $1281588.00        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE K 33  | 2033-04-30      | 4.1250%  | 0.0000% | $55474200.00       | $55152598.00       | U.S. Treasuries (including strips) |
| TRFR BB 04/30/28 | 2028-04-30      | 3.7666%  | 0.0000% | $671093900.00      | $673280134.00      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AM 29 | 2029-04-15      | 3.8750%  | 0.0000% | $86615000.00       | $86620411.00       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AL 29 | 2029-03-15      | 3.5000%  | 0.0000% | $229232000.00      | $227625806.00      | U.S. Treasuries (including strips) |
| 4 NOTE G 33      | 2033-01-31      | 4.0000%  | 0.0000% | $87802000.00       | $87624172.00       | U.S. Treasuries (including strips) |
| TRFR AX 01/31/28 | 2028-01-31      | 3.7626%  | 0.0000% | $80050000.00       | $80308819.00       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  | 0.0000% | $2526000.00        | $2511262.00        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 32  | 2032-12-31      | 3.8750%  | 0.0000% | $32271000.00       | $32086235.00       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32  | 2032-11-30      | 3.7500%  | 0.0000% | $9720400.00        | $9627016.00        | U.S. Treasuries (including strips) |
| 4 NOTE F 35      | 2035-11-15      | 4.0000%  | 0.0000% | $151717000.00      | $147010699.00      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  | 0.0000% | $40992000.00       | $40676634.00       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  | 0.0000% | $104957000.00      | $104957848.00      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  | 0.0000% | $209746100.00      | $206838512.00      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | 0.0000% | $449875000.00      | $446632030.00      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  | 0.0000% | $375790600.00      | $371951707.00      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  | 0.0000% | $122733800.00      | $122743440.00      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27 | 2027-07-31      | 3.8750%  | 0.0000% | $358309600.00      | $362605093.00      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | 0.0000% | $328673600.00      | $329907840.00      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | 0.0000% | $331129200.00      | $336094895.00      | U.S. Treasuries (including strips) |
| 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | 0.0000% | $100000000.00      | $101604222.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  | 0.0000% | $37249000.00       | $37831960.00       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  | 0.0000% | $67000.00          | $68264.00          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | 0.0000% | $35799700.00       | $35620546.00       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  | 0.0000% | $160060000.00      | $160065954.00      | U.S. Treasuries (including strips) |
| 4 NOTE W 30      | 2030-03-31      | 4.0000%  | 0.0000% | $90899800.00       | $91178234.00       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  | 0.0000% | $83702800.00       | $84197100.00       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | 0.0000% | $166624800.00      | $171719942.00      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  | 0.0000% | $205453600.00      | $210251568.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |

### Security 331: FIXED INCOME CLEARING CORPORATION / BOFA SECURITIES, INC.

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / BOFA SECURITIES, INC. 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR108D4E, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR108D4E7791566BO
- **C.18 - Value (incl. sponsor support):** $2050000000.00
- **C.18.a - Value (excl. sponsor support):** $2050000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / BOFA SECURITIES, INC.

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/8 NOTE S 31 | 2031-11-30      | 4.1250%  | 0.0000% | $10712600.00       | $10904702.00       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54   | 2054-05-15      | 4.6250%  | 0.0000% | $1026000.00        | $969573.00         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53   | 2053-11-15      | 4.7500%  | 0.0000% | $4862100.00        | $4683705.00        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53   | 2053-02-15      | 3.6250%  | 0.0000% | $419542400.00      | $337314702.00      | U.S. Treasuries (including strips) |
| 3 BOND 52       | 2052-08-15      | 3.0000%  | 0.0000% | $100843000.00      | $71799602.00       | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48   | 2048-11-15      | 3.3750%  | 0.0000% | $446426000.00      | $347600215.00      | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48   | 2048-05-15      | 3.1250%  | 0.0000% | $298888000.00      | $223515876.00      | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47   | 2047-11-15      | 2.7500%  | 0.0000% | $89181000.00       | $62548093.00       | U.S. Treasuries (including strips) |
| 3 BOND 47       | 2047-02-15      | 3.0000%  | 0.0000% | $49259700.00       | $36857138.00       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42   | 2042-08-15      | 2.7500%  | 0.0000% | $72689900.00       | $55813092.00       | U.S. Treasuries (including strips) |
| 3 BOND 42       | 2042-05-15      | 3.0000%  | 0.0000% | $94790200.00       | $75175103.00       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 42   | 2042-02-15      | 3.1250%  | 0.0000% | $300000000.00      | $245451472.00      | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41   | 2041-08-15      | 3.7500%  | 0.0000% | $800.00            | $717.00            | U.S. Treasuries (including strips) |
| 4 3/8 BOND 41   | 2041-05-15      | 4.3750%  | 0.0000% | $1000.00           | $957.00            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41   | 2041-02-15      | 4.7500%  | 0.0000% | $189858000.00      | $191919705.00      | U.S. Treasuries (including strips) |
| 3 7/8 BOND 40   | 2040-08-15      | 3.8750%  | 0.0000% | $100.00            | $92.00             | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39   | 2039-05-15      | 4.2500%  | 0.0000% | $53111200.00       | $51205190.00       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32 | 2032-11-30      | 3.7500%  | 0.0000% | $378880000.00      | $375240083.00      | U.S. Treasuries (including strips) |

### Security 332: FIXED INCOME CLEARING CORPORATION / MIZUHO SECURITIES USA LLC

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / MIZUHO SECURITIES USA LLC 3.620000%
- **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: TPR108D4F, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR108D4F7791563MI
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / MIZUHO SECURITIES USA LLC

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 6.0000%  | 0.0000% | $18400576.00       | $19005673.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 6.0000%  | 0.0000% | $13059840.00       | $13461387.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-04-01      | 4.0000%  | 0.0000% | $4147.00           | $3978.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-04-01      | 3.5000%  | 0.0000% | $4217.00           | $3986.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-06-01      | 3.0000%  | 0.0000% | $5575000.00        | $5309392.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-06-01      | 5.0000%  | 0.0000% | $67633089.00       | $68235625.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-01-01      | 4.0000%  | 0.0000% | $57126.00          | $53257.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-12-01      | 6.0000%  | 0.0000% | $294096.00         | $263368.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-10-01      | 5.5000%  | 0.0000% | $1660.00           | $1329.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-08-01      | 5.0000%  | 0.0000% | $18863.00          | $14498.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-05-01      | 6.5000%  | 0.0000% | $911327.00         | $547077.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-06-01      | 6.0000%  | 0.0000% | $659361.00         | $402272.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $79582.00          | $79936.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 4.5000%  | 0.0000% | $10338000.00       | $9922012.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 4.5000%  | 0.0000% | $5000.00           | $4762.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.5000%  | 0.0000% | $326085.00         | $307297.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 6.5000%  | 0.0000% | $522102.00         | $539037.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $956.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $38765.00          | $30754.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $12877243.00       | $11292249.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $3330292.00        | $2852169.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 4.5000%  | 0.0000% | $105690.00         | $99875.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $1739111.00        | $1545656.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $204354.00         | $152569.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $4767756.00        | $3603730.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $145776544.00      | $142491824.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $3534079.00        | $2717088.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $500000.00         | $401447.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $4930000.00        | $4050994.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.0000%  | 0.0000% | $585000.00         | $443574.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $2550000.00        | $2096190.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $4500000.00        | $3505046.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.0000%  | 0.0000% | $24402499.00       | $22671573.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%  | 0.0000% | $446613.00         | $301769.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $2162333.00        | $1642776.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $3360758.00        | $2928109.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $4990.00           | $3376.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 6.0000%  | 0.0000% | $200000.00         | $150015.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.0000%  | 0.0000% | $1024092.00        | $962619.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $10000000.00       | $5453480.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.0000%  | 0.0000% | $25000.00          | $21339.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 6.5000%  | 0.0000% | $1024.00           | $1077.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 6.5000%  | 0.0000% | $1024.00           | $1075.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1074.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 6.0000%  | 0.0000% | $74137578.00       | $76633098.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $1878353.00        | $1873599.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $5720117.00        | $5704775.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1011.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.0000%  | 0.0000% | $1072214.00        | $1108605.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 6.0000%  | 0.0000% | $2751039.00        | $2850221.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 4.5000%  | 0.0000% | $984730.00         | $955321.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $2544729.00        | $2528959.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.0000%  | 0.0000% | $1039490.00        | $1080413.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-07-01      | 6.0000%  | 0.0000% | $4253926.00        | $1422.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-05-01      | 4.5000%  | 0.0000% | $1411552.00        | $112250.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-01-01      | 4.5000%  | 0.0000% | $3681196.00        | $212909.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-11-01      | 3.5000%  | 0.0000% | $5000000.00        | $728060.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-11-01      | 3.5000%  | 0.0000% | $1400000.00        | $258704.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-08-01      | 3.5000%  | 0.0000% | $6376701.00        | $544657.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-07-01      | 3.0000%  | 0.0000% | $90000.00          | $10379.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-05-01      | 3.5000%  | 0.0000% | $384000.00         | $70672.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-08-01      | 4.0000%  | 0.0000% | $26979996.00       | $4536967.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 4.5000%  | 0.0000% | $1685000.00        | $343082.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 3.5000%  | 0.0000% | $45000.00          | $5739.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-04-01      | 3.5000%  | 0.0000% | $1000.00           | $120.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-04-01      | 3.5000%  | 0.0000% | $45000.00          | $7411.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $135000.00         | $21297.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-08-01      | 3.5000%  | 0.0000% | $2525000.00        | $561400.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-05-01      | 4.0000%  | 0.0000% | $500000.00         | $68749.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-05-01      | 4.0000%  | 0.0000% | $16261730.00       | $3456906.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 3.0000%  | 0.0000% | $300000.00         | $104028.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 3.0000%  | 0.0000% | $7786500.00        | $2215959.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 3.0000%  | 0.0000% | $700000.00         | $193205.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.5000%  | 0.0000% | $20609819.00       | $4049933.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-11-01      | 3.0000%  | 0.0000% | $5796219.00        | $1363762.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-08-01      | 3.5000%  | 0.0000% | $6101661.00        | $961748.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-06-01      | 3.0000%  | 0.0000% | $3100000.00        | $674934.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $158.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-07-01      | 3.0000%  | 0.0000% | $1059416.00        | $271174.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-06-01      | 3.0000%  | 0.0000% | $2828071.00        | $378230.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-06-01      | 3.0000%  | 0.0000% | $500000.00         | $99006.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-05-01      | 3.0000%  | 0.0000% | $4000000.00        | $1028090.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-04-01      | 3.0000%  | 0.0000% | $101852.00         | $18371.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-05-01      | 3.5000%  | 0.0000% | $2000000.00        | $136817.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-02-01      | 4.0000%  | 0.0000% | $258943.00         | $20549.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-09-01      | 3.5000%  | 0.0000% | $1000.00           | $98.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-08-01      | 3.5000%  | 0.0000% | $8611205.00        | $697829.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-02-01      | 5.0000%  | 0.0000% | $2484323.00        | $42345.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 4.5000%  | 0.0000% | $1500000.00        | $91034.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-12-01      | 4.5000%  | 0.0000% | $7860000.00        | $581594.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-09-01      | 5.5000%  | 0.0000% | $25862575.00       | $1081303.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 3.5000%  | 0.0000% | $800000.00         | $46589.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 5.0000%  | 0.0000% | $33954.00          | $33511.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.5000%  | 0.0000% | $3000.00           | $2654.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $11000.00          | $8639.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $798000.00         | $596198.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.0000%  | 0.0000% | $772200.00         | $563875.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $600613.00         | $431411.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.0000%  | 0.0000% | $5044.00           | $3674.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 1.5000%  | 0.0000% | $40825.00          | $23881.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $5000.00           | $3574.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 2.5000%  | 0.0000% | $18000.00          | $11950.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $1864000.00        | $1167123.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-02-01      | 2.5000%  | 0.0000% | $15098.00          | $7697.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-03-01      | 5.5000%  | 0.0000% | $11000.00          | $5215.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-01-01      | 6.0000%  | 0.0000% | $44489.00          | $18156.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 2.5000%  | 0.0000% | $14000.00          | $5848.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 4.0000%  | 0.0000% | $85000.00          | $10780.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 2.5000%  | 0.0000% | $5000.00           | $2488.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $8000.00           | $4436.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 3.5000%  | 0.0000% | $387636.00         | $45051.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 4.0000%  | 0.0000% | $669677.00         | $130121.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-08-01      | 4.0000%  | 0.0000% | $300000.00         | $49688.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-07-01      | 3.0000%  | 0.0000% | $40000.00          | $3992.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-12-01      | 4.5000%  | 0.0000% | $800000.00         | $115789.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-08-01      | 5.0000%  | 0.0000% | $137513.00         | $5139.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 3.0000%  | 0.0000% | $1005101.00        | $260397.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 2.5000%  | 0.0000% | $277115.00         | $52618.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-06-01      | 4.0000%  | 0.0000% | $170000.00         | $16350.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 4.5000%  | 0.0000% | $11114513.00       | $582183.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 3.5000%  | 0.0000% | $557433.00         | $28172.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-04-01      | 7.0000%  | 0.0000% | $3322360.00        | $355057.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-03-01      | 6.0000%  | 0.0000% | $10504997.00       | $55019.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $13409931.00       | $13748926.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.5000%  | 0.0000% | $119946.00         | $80655.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.0000%  | 0.0000% | $7000.00           | $4604.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $392741.00         | $303275.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $399000.00         | $284071.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 5.0000%  | 0.0000% | $829000.00         | $629724.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-07-01      | 2.5000%  | 0.0000% | $1150000.00        | $669948.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-06-01      | 2.0000%  | 0.0000% | $7194.00           | $4508.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-03-01      | 2.5000%  | 0.0000% | $100000.00         | $49470.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 2.0000%  | 0.0000% | $100000.00         | $50087.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-03-01      | 2.0000%  | 0.0000% | $25000.00          | $12237.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.0000%  | 0.0000% | $400000.00         | $209960.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.0000%  | 0.0000% | $4359999.00        | $1902815.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.0000%  | 0.0000% | $7807523.00        | $3464529.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-12-01      | 2.5000%  | 0.0000% | $859000.00         | $335191.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-11-01      | 2.0000%  | 0.0000% | $745000.00         | $391945.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-10-01      | 2.5000%  | 0.0000% | $1480000.00        | $693407.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 2.0000%  | 0.0000% | $1742000.00        | $840652.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 2.0000%  | 0.0000% | $1600000.00        | $782239.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 2.5000%  | 0.0000% | $88000.00          | $35127.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-02-01      | 4.0000%  | 0.0000% | $4181008.00        | $1356735.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 3.0000%  | 0.0000% | $100000.00         | $31662.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 3.5000%  | 0.0000% | $198151.00         | $53297.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 5.5000%  | 0.0000% | $16223.00          | $3334.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-03-01      | 4.5500%  | 0.0000% | $35441000.00       | $34861996.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-03-01      | 4.4000%  | 0.0000% | $4024000.00        | $3930809.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-07-01      | 4.8500%  | 0.0000% | $8049000.00        | $8158927.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-08-01      | 4.4000%  | 0.0000% | $49953533.00       | $48866805.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-11-01      | 4.1480%  | 0.0000% | $2500000.00        | $2501996.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $98000.00          | $66014.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.5000%  | 0.0000% | $500000.00         | $406228.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $750000.00         | $545134.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.0000%  | 0.0000% | $250000.00         | $171244.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-04-01      | 3.0000%  | 0.0000% | $13972692.00       | $9923996.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $606058.00         | $424728.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $5401611.00        | $3519903.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2325.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $747535.00         | $474439.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $83334.00          | $56190.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.0000%  | 0.0000% | $111207.00         | $72578.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $26292400.00       | $16600301.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $193088.00         | $146660.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.5000%  | 0.0000% | $5315728.00        | $5409066.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1933.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 4.5000%  | 0.0000% | $1440242.00        | $1392106.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $9203688.00        | $9083560.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $2865757.00        | $2909135.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $1030147.00        | $1043751.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 4.5000%  | 0.0000% | $1210785.00        | $1167811.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $1565265.00        | $1563620.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $1875410.00        | $1923640.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 4.5000%  | 0.0000% | $1000.00           | $965.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 6.0000%  | 0.0000% | $1195042.00        | $1241931.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $1023663.00        | $1023364.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $2741622.00        | $2702993.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $1068750.00        | $1060044.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 6.0000%  | 0.0000% | $1312008.00        | $1373796.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.5000%  | 0.0000% | $1023060.00        | $1045342.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $2537426.00        | $2521799.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.5000%  | 0.0000% | $1663492.00        | $1690480.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 6.5000%  | 0.0000% | $1019320.00        | $1083990.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $2613723.00        | $2598585.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 6.5000%  | 0.0000% | $1478239.00        | $1570604.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $3168936.00        | $3143177.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 4.5000%  | 0.0000% | $1672547.00        | $1611481.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 4.0000%  | 0.0000% | $1113437.00        | $1050113.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 4.5000%  | 0.0000% | $1108300.00        | $1069504.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.5000%  | 0.0000% | $2165611.00        | $2193567.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.5000%  | 0.0000% | $1240295.00        | $1255557.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 6.0000%  | 0.0000% | $1050922.00        | $1085134.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 6.5000%  | 0.0000% | $1047969.00        | $1105406.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $1025617.00        | $1016177.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $1029100.00        | $1014665.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 6.0000%  | 0.0000% | $1220950.00        | $1275410.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $1212850.00        | $1210446.00        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-04-01      | 6.0000%  | 0.0000% | $2661825.00        | $2747238.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $1247888.00        | $1234158.00        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-04-01      | 5.5000%  | 0.0000% | $3768967.00        | $3835353.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 6.0000%  | 0.0000% | $1131504.00        | $1177310.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 6.0000%  | 0.0000% | $1764879.00        | $1831657.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.5000%  | 0.0000% | $1382086.00        | $1414042.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $51903104.00       | $50772154.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 6.0000%  | 0.0000% | $3275027.00        | $3372836.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.5000%  | 0.0000% | $3179101.00        | $3202891.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 4.5000%  | 0.0000% | $1310704.00        | $1141167.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $1044460.00        | $1033008.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $1421448.00        | $1415869.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.0000%  | 0.0000% | $1405105.00        | $1454816.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 6.0000%  | 0.0000% | $1422189.00        | $1483291.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.5000%  | 0.0000% | $2482974.00        | $2500951.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.5000%  | 0.0000% | $2839191.00        | $2892630.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 4.5000%  | 0.0000% | $1475078.00        | $1414371.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.0000%  | 0.0000% | $1014350.00        | $1048340.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 4.5000%  | 0.0000% | $1635306.00        | $1574327.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.5000%  | 0.0000% | $940021.00         | $951121.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $989.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 4.5000%  | 0.0000% | $1609067.00        | $1546536.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $1115783.00        | $1123128.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $5612417.00        | $5413038.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $3390271.00        | $3434266.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.0000%  | 0.0000% | $1063139.00        | $636582.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $1180177.00        | $1174993.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 4.5000%  | 0.0000% | $1217245.00        | $1172900.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.0000%  | 0.0000% | $1496868.00        | $1559935.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $2245716.00        | $2271268.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $1197407.00        | $1205369.00        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-03-01      | 6.0000%  | 0.0000% | $1817691.00        | $1895175.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.5000%  | 0.0000% | $1863064.00        | $1964838.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.5000%  | 0.0000% | $1168833.00        | $1127539.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $8919282.00        | $8557911.00        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-03-01      | 6.5000%  | 0.0000% | $1838732.00        | $1773351.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.0000%  | 0.0000% | $1088343.00        | $1122713.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $5287320.00        | $5219688.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $27716319.00       | $27251538.00       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-03-01      | 5.0000%  | 0.0000% | $8672884.00        | $8527490.00        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-02-01      | 6.5000%  | 0.0000% | $1079268.00        | $1122514.00        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-02-01      | 5.5000%  | 0.0000% | $2326562.00        | $2033907.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.0000%  | 0.0000% | $3250877.00        | $3385717.00        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-03-01      | 5.0000%  | 0.0000% | $26618335.00       | $26185782.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $2274316.00        | $2101723.00        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-01-01      | 5.5000%  | 0.0000% | $1609266.00        | $1344346.00        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-01-01      | 6.0000%  | 0.0000% | $1004500.00        | $1036717.00        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-01-01      | 5.5000%  | 0.0000% | $1284496.00        | $1294085.00        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-01-01      | 6.0000%  | 0.0000% | $1125484.00        | $1158245.00        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-01-01      | 6.5000%  | 0.0000% | $2236919.00        | $2232909.00        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-01-01      | 6.5000%  | 0.0000% | $1590390.00        | $1672983.00        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-01-01      | 5.5000%  | 0.0000% | $24957663.00       | $24851228.00       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-01-01      | 4.5000%  | 0.0000% | $1318092.00        | $1232265.00        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-12-01      | 5.5000%  | 0.0000% | $2978580.00        | $2989710.00        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-01-01      | 5.0000%  | 0.0000% | $8211331.00        | $8100715.00        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-01-01      | 5.5000%  | 0.0000% | $3972995.00        | $3946548.00        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-12-01      | 5.5000%  | 0.0000% | $4895863.00        | $4950827.00        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-12-01      | 5.5000%  | 0.0000% | $5130455.00        | $4909410.00        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-12-01      | 6.5000%  | 0.0000% | $1060863.00        | $512980.00         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-12-01      | 5.5000%  | 0.0000% | $4571528.00        | $4436956.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 4.5000%  | 0.0000% | $1154798.00        | $1108558.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.5000%  | 0.0000% | $1755574.00        | $1519339.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-06-01      | 6.0000%  | 0.0000% | $6999192.00        | $7234565.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-04-01      | 6.0000%  | 0.0000% | $14897481.00       | $15195084.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-05-01      | 4.5000%  | 0.0000% | $5528993.00        | $5444104.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-05-01      | 3.5000%  | 0.0000% | $1305000.00        | $1243247.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 3.0000%  | 0.0000% | $1057798.00        | $992718.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-04-01      | 5.0000%  | 0.0000% | $1275192.00        | $1242852.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $219610.00         | $132373.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $100004.00         | $46428.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $954395.00         | $560298.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.5000%  | 0.0000% | $809654.00         | $378042.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $717.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%  | 0.0000% | $10000.00          | $5810.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $6175921.00        | $2763671.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $16699000.00       | $9512464.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 5.5000%  | 0.0000% | $1500000.00        | $1115747.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 4.0000%  | 0.0000% | $1089605.00        | $906519.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.0000%  | 0.0000% | $4000.00           | $3363.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $749000.00         | $547180.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 3.5000%  | 0.0000% | $195000.00         | $134045.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.0000%  | 0.0000% | $8000.00           | $5092.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $300000.00         | $218736.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 2.0000%  | 0.0000% | $20000.00          | $10851.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.0000%  | 0.0000% | $21526.00          | $15774.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.5000%  | 0.0000% | $150901.00         | $92153.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $110000.00         | $77876.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 4.0000%  | 0.0000% | $2316000.00        | $1350889.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $800000.00         | $491075.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $7000.00           | $4825.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $703885.00         | $428791.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $2200000.00        | $1197593.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 2.0000%  | 0.0000% | $292647.00         | $159585.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 2.0000%  | 0.0000% | $17000.00          | $6809.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 3.0000%  | 0.0000% | $359599.00         | $95123.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 3.5000%  | 0.0000% | $214157.00         | $40498.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 3.0000%  | 0.0000% | $1424646.00        | $451028.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 4.5000%  | 0.0000% | $1018947.00        | $79326.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.5000%  | 0.0000% | $540000.00         | $151691.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 6.5000%  | 0.0000% | $1024.00           | $1075.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 6.0000%  | 0.0000% | $65845141.00       | $68061598.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1065.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 6.0000%  | 0.0000% | $29323120.00       | $30634616.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 5.5000%  | 0.0000% | $77380067.00       | $78564120.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 5.5000%  | 0.0000% | $3771136.00        | $3822551.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1024.00           | $916.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1040.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $4000.00           | $3699.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $5205.00           | $5195.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $1002.00           | $996.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 4.5000%  | 0.0000% | $1478950.00        | $1428740.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-06-01      | 6.0000%  | 0.0000% | $2833659.00        | $2938846.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-06-01      | 6.0000%  | 0.0000% | $3190178.00        | $3307582.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-06-01      | 6.0000%  | 0.0000% | $2626148.00        | $2722217.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-06-01      | 6.0000%  | 0.0000% | $2384678.00        | $2472946.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-06-01      | 5.5000%  | 0.0000% | $1749035.00        | $1793754.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-06-01      | 5.0000%  | 0.0000% | $2650066.00        | $2686009.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-06-01      | 4.5000%  | 0.0000% | $1756567.00        | $1746367.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-06-01      | 5.0000%  | 0.0000% | $1500360.00        | $1517775.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-06-01      | 5.0000%  | 0.0000% | $1495203.00        | $1513748.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 5.5000%  | 0.0000% | $1071931.00        | $1093316.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $2171565.00        | $2189988.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $1837358.00        | $1813377.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $2860642.00        | $2910085.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $1008.00           | $995.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 6.5000%  | 0.0000% | $1077130.00        | $1129592.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $171531.00         | $175792.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $1204458.00        | $1233946.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $1089.00           | $1100.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $1059000.00        | $1067984.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 6.0000%  | 0.0000% | $1051350.00        | $1090305.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 6.5000%  | 0.0000% | $1200002.00        | $1251291.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $3074276.00        | $3100357.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $1016.00           | $1032.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $1032.00           | $1053.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $987.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $4565258.00        | $4603989.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 4.5000%  | 0.0000% | $1126374.00        | $1090620.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 6.5000%  | 0.0000% | $1025900.00        | $828636.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 6.0000%  | 0.0000% | $1196498.00        | $1235943.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $2016.00           | $2004.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $3889536.00        | $3838769.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $2079997.00        | $2123489.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $1205974.00        | $1196508.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 6.0000%  | 0.0000% | $1332227.00        | $1385803.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-03-01      | 5.0000%  | 0.0000% | $1348040.00        | $1326517.00        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2041-04-01      | 5.5000%  | 0.0000% | $1038873.00        | $1057473.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1036.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $1034600.00        | $1052426.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 6.0000%  | 0.0000% | $1023074.00        | $1053888.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.0000%  | 0.0000% | $1054479.00        | $1093476.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $4633358.00        | $4718092.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $3484887.00        | $3557755.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $1430439.00        | $1462224.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $1040.00           | $1039.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $1026415.00        | $1044266.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $4005.00           | $4053.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $1293200.00        | $1316260.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.0000%  | 0.0000% | $1042450.00        | $1077299.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $749593.00         | $766640.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $987.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 4.5000%  | 0.0000% | $1161450.00        | $1138273.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-11-01      | 4.0000%  | 0.0000% | $1001.00           | $68.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $1656526.00        | $1693330.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.0000%  | 0.0000% | $7000.00           | $5179.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 3.5000%  | 0.0000% | $6000.00           | $4360.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.0000%  | 0.0000% | $1350000.00        | $992751.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $719.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.0000%  | 0.0000% | $1504000.00        | $1034809.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.0000%  | 0.0000% | $8000.00           | $5430.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.0000%  | 0.0000% | $3000.00           | $2035.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.0000%  | 0.0000% | $5522000.00        | $3523195.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.0000%  | 0.0000% | $1100000.00        | $769633.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.0000%  | 0.0000% | $153220.00         | $108700.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $27000.00          | $16664.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.0000%  | 0.0000% | $1105368.00        | $691774.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-01-01      | 1.5000%  | 0.0000% | $15000.00          | $8035.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-10-01      | 4.0000%  | 0.0000% | $1055022.00        | $218821.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $437000.00         | $329723.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 4.0000%  | 0.0000% | $1450495.00        | $1001310.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.5000%  | 0.0000% | $1500000.00        | $735755.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $5181000.00        | $3052465.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-02-01      | 3.0000%  | 0.0000% | $17154000.00       | $6014141.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 3.0000%  | 0.0000% | $711392.00         | $549658.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $12787000.00       | $8543746.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 2.0000%  | 0.0000% | $12000.00          | $5500.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-02-01      | 3.0000%  | 0.0000% | $11000.00          | $1903.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-12-01      | 4.5000%  | 0.0000% | $1511652.00        | $189439.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $625000.00         | $469549.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $858.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 4.5000%  | 0.0000% | $17000.00          | $14326.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $750000.00         | $604391.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $8000.00           | $6551.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $240097.00         | $156585.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.5000%  | 0.0000% | $100000.00         | $70588.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-11-01      | 2.0000%  | 0.0000% | $200000.00         | $141835.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $2417214.00        | $1997665.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $1200.00           | $894.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.0000%  | 0.0000% | $22554654.00       | $17800819.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 2.5000%  | 0.0000% | $9079.00           | $6770.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $200000.00         | $129674.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.5000%  | 0.0000% | $1500000.00        | $1161532.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $2023.00           | $1432.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.0000%  | 0.0000% | $1000000.00        | $683142.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.0000%  | 0.0000% | $8875000.00        | $6444038.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 3.5000%  | 0.0000% | $1975000.00        | $1333131.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.5000%  | 0.0000% | $2508000.00        | $2116514.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.5000%  | 0.0000% | $1366.00           | $991.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.5000%  | 0.0000% | $20000.00          | $14252.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.0000%  | 0.0000% | $15000000.00       | $9387620.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $1650000.00        | $1133957.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.5000%  | 0.0000% | $575000.00         | $369152.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 2.5000%  | 0.0000% | $155000.00         | $102710.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.0000%  | 0.0000% | $1000000.00        | $621952.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.0000%  | 0.0000% | $575000.00         | $410576.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $1250000.00        | $787040.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.0000%  | 0.0000% | $200000.00         | $124167.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.0000%  | 0.0000% | $5000000.00        | $3488133.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $160944.00         | $105386.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $70000.00          | $44814.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-09-01      | 4.5000%  | 0.0000% | $1500000.00        | $907020.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $800000.00         | $480149.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.0000%  | 0.0000% | $320000.00         | $192907.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $1200000.00        | $742240.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.5000%  | 0.0000% | $50000.00          | $34186.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $496000.00         | $343688.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 2.5000%  | 0.0000% | $2448000.00        | $1422087.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 4.0000%  | 0.0000% | $2267000.00        | $902392.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-06-01      | 2.5000%  | 0.0000% | $1100000.00        | $567321.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-02-01      | 3.0000%  | 0.0000% | $55040.00          | $23553.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-11-01      | 4.0000%  | 0.0000% | $18658563.00       | $4972393.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-10-01      | 3.0000%  | 0.0000% | $15617000.00       | $4344290.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-05-01      | 3.5000%  | 0.0000% | $99948.00          | $52658.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $400000.00         | $241089.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-10-01      | 5.5000%  | 0.0000% | $339779.00         | $18133.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-05-01      | 2.0000%  | 0.0000% | $85999.00          | $39931.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-05-01      | 2.0000%  | 0.0000% | $30000.00          | $13620.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-03-01      | 4.5000%  | 0.0000% | $28000.00          | $23223.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-09-01      | 6.0000%  | 0.0000% | $5000.00           | $2709.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-07-01      | 5.5000%  | 0.0000% | $1000.00           | $517.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-12-01      | 5.5000%  | 0.0000% | $9000.00           | $3857.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1005.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-10-01      | 5.0000%  | 0.0000% | $4028.00           | $2068.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-09-01      | 3.5000%  | 0.0000% | $1000.00           | $548.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-03-01      | 1.5000%  | 0.0000% | $3054416.00        | $1753744.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-02-01      | 2.0000%  | 0.0000% | $6160953.00        | $3403879.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-01-01      | 2.0000%  | 0.0000% | $1587906.00        | $853847.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-07-01      | 2.5000%  | 0.0000% | $3926.00           | $2373.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-10-01      | 1.5000%  | 0.0000% | $1000.00           | $527.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-12-01      | 2.0000%  | 0.0000% | $1849798.00        | $970555.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-07-01      | 2.5000%  | 0.0000% | $12000.00          | $3215.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-02-01      | 2.5000%  | 0.0000% | $1000.00           | $762.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-05-01      | 6.0000%  | 0.0000% | $176000.00         | $103146.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-01-01      | 3.5000%  | 0.0000% | $1000.00           | $633.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 4.5000%  | 0.0000% | $30426.00          | $24914.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 4.5000%  | 0.0000% | $4252273.00        | $3422846.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 4.5000%  | 0.0000% | $23000.00          | $18646.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.0000%  | 0.0000% | $3000.00           | $2333.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $697.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 6.0000%  | 0.0000% | $1594858.00        | $1063203.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 3.5000%  | 0.0000% | $11000.00          | $8218.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $240000.00         | $169371.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 4.0000%  | 0.0000% | $21319.00          | $16327.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 3.5000%  | 0.0000% | $1000.00           | $734.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $500000.00         | $361214.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-06-01      | 3.0000%  | 0.0000% | $4096412.00        | $452616.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-07-01      | 4.5000%  | 0.0000% | $3487977.00        | $75019.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-06-01      | 3.0000%  | 0.0000% | $1000000.00        | $88588.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-10-01      | 3.0000%  | 0.0000% | $1000000.00        | $51056.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-09-01      | 3.0000%  | 0.0000% | $1500000.00        | $103587.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-05-01      | 5.5000%  | 0.0000% | $1629471.00        | $1670661.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-05-01      | 4.5000%  | 0.0000% | $1291941.00        | $1282697.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-05-01      | 5.5000%  | 0.0000% | $1518283.00        | $1554179.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-05-01      | 6.0000%  | 0.0000% | $1127300.00        | $1169136.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-05-01      | 5.0000%  | 0.0000% | $2889588.00        | $2917781.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-04-01      | 4.5000%  | 0.0000% | $1281703.00        | $1266296.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-04-01      | 3.5000%  | 0.0000% | $1007874.00        | $961873.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-07-01      | 3.5000%  | 0.0000% | $88196.00          | $77025.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-09-01      | 4.5000%  | 0.0000% | $34094.00          | $32676.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-10-01      | 6.0000%  | 0.0000% | $320279.00         | $323391.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-04-01      | 5.5000%  | 0.0000% | $134823.00         | $106696.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 6.5000%  | 0.0000% | $8000.00           | $6748.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 2.5000%  | 0.0000% | $2469432.00        | $1679178.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-02-01      | 3.0000%  | 0.0000% | $280000.00         | $28488.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-04-01      | 5.5000%  | 0.0000% | $5867083.00        | $5808946.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-04-01      | 5.5000%  | 0.0000% | $185110.00         | $187968.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-04-01      | 2.5000%  | 0.0000% | $7000.00           | $3880.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-07-01      | 2.0000%  | 0.0000% | $1040702.00        | $586766.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-05-01      | 1.5000%  | 0.0000% | $582031.00         | $309509.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-03-01      | 1.5000%  | 0.0000% | $20401.00          | $8811.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-05-01      | 4.5000%  | 0.0000% | $4468801.00        | $4353244.00        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2046-04-01      | 4.5000%  | 0.0000% | $8126604.00        | $7823112.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-02-01      | 5.5000%  | 0.0000% | $1684579.00        | $1672309.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 5.5000%  | 0.0000% | $2846186.00        | $2903294.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 5.5000%  | 0.0000% | $3242080.00        | $3301468.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-12-01      | 5.5000%  | 0.0000% | $5716256.00        | $5385728.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.5000%  | 0.0000% | $805000.00         | $452948.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%  | 0.0000% | $1650000.00        | $1291313.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $10443259.00       | $6658894.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.5000%  | 0.0000% | $40000.00          | $27374.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.0000%  | 0.0000% | $575000.00         | $426392.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.5000%  | 0.0000% | $24963.00          | $19414.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $45000.00          | $31852.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.0000%  | 0.0000% | $507000.00         | $340649.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.5000%  | 0.0000% | $49000.00          | $36630.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.0000%  | 0.0000% | $227000.00         | $164289.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.5000%  | 0.0000% | $35000.00          | $22454.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.0000%  | 0.0000% | $20000.00          | $14981.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.0000%  | 0.0000% | $4000000.00        | $2742473.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $700000.00         | $513345.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.5000%  | 0.0000% | $111266.00         | $67492.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $1000000.00        | $676302.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 4.0000%  | 0.0000% | $870000.00         | $572624.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $1055000.00        | $708865.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 2.0000%  | 0.0000% | $375000.00         | $218070.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.5000%  | 0.0000% | $837154.00         | $446966.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-07-01      | 3.0000%  | 0.0000% | $190000.00         | $110180.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.0000%  | 0.0000% | $100000.00         | $59099.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 2.0000%  | 0.0000% | $3160254.00        | $1751368.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-03-01      | 2.0000%  | 0.0000% | $35000.00          | $18856.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-06-01      | 3.0000%  | 0.0000% | $4034991.00        | $2697359.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 1.5000%  | 0.0000% | $1000000.00        | $515162.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 2.5000%  | 0.0000% | $665000.00         | $296206.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 3.0000%  | 0.0000% | $2000.00           | $822.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-06-01      | 2.5000%  | 0.0000% | $2000000.00        | $789835.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-10-01      | 2.5000%  | 0.0000% | $435000.00         | $192487.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-04-01      | 3.0000%  | 0.0000% | $315000.00         | $97321.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 4.5000%  | 0.0000% | $2364810.00        | $1021148.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-11-01      | 5.0000%  | 0.0000% | $300000.00         | $67165.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-09-01      | 3.0000%  | 0.0000% | $15961000.00       | $4063860.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-08-01      | 4.5000%  | 0.0000% | $748500.00         | $135607.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $22534.00          | $8998.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.5000%  | 0.0000% | $33972.00          | $30347.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $230581.00         | $162846.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.5000%  | 0.0000% | $22781.00          | $20697.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $26597.00          | $23763.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-07-01      | 3.5000%  | 0.0000% | $1615869.00        | $663081.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-09-01      | 4.0000%  | 0.0000% | $900300.00         | $349683.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-08-01      | 2.0000%  | 0.0000% | $6807646.00        | $2917123.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-03-01      | 2.5000%  | 0.0000% | $5000.00           | $1432.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.0000%  | 0.0000% | $91185.00          | $78382.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $518000.00         | $450248.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 7.5000%  | 0.0000% | $1210705.00        | $481340.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $400000.00         | $329644.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $1419287.00        | $1152810.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 7.5000%  | 0.0000% | $1098333.00        | $797847.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.0000%  | 0.0000% | $449049.00         | $293516.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 7.5000%  | 0.0000% | $1463755.00        | $1051104.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 4.5000%  | 0.0000% | $13529.00          | $12584.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 7.5000%  | 0.0000% | $1167400.00        | $766204.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 4.0000%  | 0.0000% | $3746.00           | $3359.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.0000%  | 0.0000% | $1605000.00        | $755820.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.5000%  | 0.0000% | $9386864.00        | $6865098.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.0000%  | 0.0000% | $1525387.00        | $1517724.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $40397632.00       | $26826484.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.5000%  | 0.0000% | $1631692.00        | $998185.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.5000%  | 0.0000% | $1132000.00        | $634208.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.0000%  | 0.0000% | $16880.00          | $12894.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.0000%  | 0.0000% | $230000.00         | $155218.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.5000%  | 0.0000% | $3438000.00        | $2471860.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.5000%  | 0.0000% | $3670000.00        | $2225086.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.0000%  | 0.0000% | $3179000.00        | $1784273.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.0000%  | 0.0000% | $455000.00         | $279192.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.0000%  | 0.0000% | $150000.00         | $94300.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.0000%  | 0.0000% | $1803000.00        | $1172915.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.0000%  | 0.0000% | $1040085.00        | $764990.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.5000%  | 0.0000% | $395000.00         | $240103.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.5000%  | 0.0000% | $1056265.00        | $673759.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 3.0000%  | 0.0000% | $600000.00         | $414156.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.0000%  | 0.0000% | $492430.00         | $305772.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-02-01      | 2.0000%  | 0.0000% | $234000.00         | $142297.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.5000%  | 0.0000% | $8434198.00        | $5271363.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.5000%  | 0.0000% | $21148.00          | $13927.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.5000%  | 0.0000% | $200000.00         | $132831.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.0000%  | 0.0000% | $89000.00          | $53352.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 3.0000%  | 0.0000% | $1565000.00        | $960656.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $350000.00         | $203250.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 3.0000%  | 0.0000% | $580254.00         | $353897.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $1278653.00        | $1308328.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 4.0000%  | 0.0000% | $500000.00         | $463403.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $94701.00          | $72680.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $417000.00         | $291023.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.0000%  | 0.0000% | $438930.00         | $275301.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $183640.00         | $110031.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.0000%  | 0.0000% | $11091.00          | $7809.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $790000.00         | $551257.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $82032.00          | $54030.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $967346.00         | $685216.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $40000.00          | $26856.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $10000.00          | $6521.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 2.5000%  | 0.0000% | $790000.00         | $548807.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $1599000.00        | $948714.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $1650000.00        | $939944.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $700000.00         | $403972.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-06-01      | 2.5000%  | 0.0000% | $318000.00         | $174021.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $980000.00         | $484265.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-08-01      | 2.5000%  | 0.0000% | $410000.00         | $150797.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.0000%  | 0.0000% | $600000.00         | $268673.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 5.0000%  | 0.0000% | $1068106.00        | $219373.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-01-01      | 4.5000%  | 0.0000% | $120577.00         | $6927.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.0000%  | 0.0000% | $4931811.00        | $1515727.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 3.5000%  | 0.0000% | $55000.00          | $7585.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-05-01      | 4.5600%  | 0.0000% | $7700.00           | $7641.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-04-01      | 3.9600%  | 0.0000% | $29950673.00       | $29404403.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 4.4250%  | 0.0000% | $29688993.00       | $29139826.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-05-01      | 3.6500%  | 0.0000% | $3635000.00        | $3513238.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-04-01      | 3.8200%  | 0.0000% | $53696398.00       | $52380305.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-04-01      | 4.1500%  | 0.0000% | $41473300.00       | $41069673.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-02-01      | 3.8500%  | 0.0000% | $31341000.00       | $30651919.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-03-01      | 4.2350%  | 0.0000% | $35106000.00       | $34905014.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-07-01      | 4.7000%  | 0.0000% | $9000000.00        | $9120200.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-09-01      | 4.7700%  | 0.0000% | $16563000.00       | $16581368.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-08-01      | 4.8800%  | 0.0000% | $11132912.00       | $11334958.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-08-01      | 5.0100%  | 0.0000% | $4662000.00        | $4785998.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-06-01      | 5.1800%  | 0.0000% | $10729000.00       | $11116788.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-03-01      | 5.7200%  | 0.0000% | $1800000.00        | $1868060.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-12-01      | 5.2800%  | 0.0000% | $7980000.00        | $8163338.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-12-01      | 5.4250%  | 0.0000% | $6648000.00        | $6824188.00        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-02-01      | 6.5000%  | 0.0000% | $100000.00         | $51334.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $1155948.00        | $760067.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 2.5000%  | 0.0000% | $23741.00          | $18225.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-11-01      | 2.0000%  | 0.0000% | $434965.00         | $172178.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-10-01      | 2.0000%  | 0.0000% | $411071.00         | $218555.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $4753.00           | $2880.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-11-01      | 5.3500%  | 0.0000% | $13868877.00       | $14125070.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-12-01      | 5.3300%  | 0.0000% | $6500000.00        | $6659579.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-11-01      | 6.3200%  | 0.0000% | $1566000.00        | $1641216.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.5000%  | 0.0000% | $54899629.00       | $55648118.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.5000%  | 0.0000% | $1088.00           | $1105.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.5000%  | 0.0000% | $65261195.00       | $66291851.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.5000%  | 0.0000% | $57791313.00       | $58772019.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.5000%  | 0.0000% | $75546305.00       | $77117425.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.5000%  | 0.0000% | $29585996.00       | $30563069.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 6.0000%  | 0.0000% | $3100.00           | $3195.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 6.0000%  | 0.0000% | $21527096.00       | $22242898.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 4.0000%  | 0.0000% | $16026358.00       | $14742165.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 4.0000%  | 0.0000% | $27215240.00       | $25618378.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-09-01      | 4.8800%  | 0.0000% | $29792494.00       | $30178919.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-12-01      | 5.1600%  | 0.0000% | $9750000.00        | $9948269.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-11-01      | 4.4740%  | 0.0000% | $9375000.00        | $9360224.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-11-01      | 5.0600%  | 0.0000% | $6122000.00        | $6230461.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-08-01      | 4.1100%  | 0.0000% | $15627000.00       | $15132494.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.5000%  | 0.0000% | $100000.00         | $47774.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $877036.00         | $405307.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 3.0000%  | 0.0000% | $600000.00         | $181934.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $450000.00         | $199840.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 4.0000%  | 0.0000% | $4022363.00        | $869256.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 3.0000%  | 0.0000% | $54608.00          | $47554.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 5.0000%  | 0.0000% | $1175000.00        | $83955.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 4.5000%  | 0.0000% | $1487000.00        | $346783.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 6.0000%  | 0.0000% | $129000.00         | $32411.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 4.0000%  | 0.0000% | $200000.00         | $43777.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-12-01      | 1.4500%  | 0.0000% | $3491737.00        | $3068098.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-02-01      | 4.0000%  | 0.0000% | $462876.00         | $91809.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 4.0000%  | 0.0000% | $2700000.00        | $499288.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2057-01-01      | 4.0000%  | 0.0000% | $100000.00         | $31288.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2057-06-01      | 4.0000%  | 0.0000% | $100000.00         | $25978.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 4.5000%  | 0.0000% | $100000.00         | $27655.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.5000%  | 0.0000% | $1600000.00        | $237928.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 4.0000%  | 0.0000% | $100000.00         | $28017.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 3.5000%  | 0.0000% | $430000.00         | $105040.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 4.0000%  | 0.0000% | $7545000.00        | $753397.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $6050.00           | $5612.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $1025959.00        | $1024345.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.5000%  | 0.0000% | $7636.00           | $7306.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.5000%  | 0.0000% | $1119187.00        | $1174200.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.5000%  | 0.0000% | $1203041.00        | $1267516.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $1115503.00        | $1127066.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 4.5000%  | 0.0000% | $1384404.00        | $1321974.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $979708.00         | $986177.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1027000.00        | $1048383.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 4.5000%  | 0.0000% | $1075827.00        | $1032886.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $1230250.00        | $1319423.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $1557800.00        | $1195806.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.5000%  | 0.0000% | $2301323.00        | $1406321.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 6.0000%  | 0.0000% | $1210993.00        | $1083792.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-10-01      | 6.0000%  | 0.0000% | $1066773.00        | $10489.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 3.5000%  | 0.0000% | $675000.00         | $71301.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-03-01      | 3.5000%  | 0.0000% | $480000.00         | $70182.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-03-01      | 3.5000%  | 0.0000% | $1873212.00        | $279450.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-08-01      | 2.5000%  | 0.0000% | $1007293.00        | $150686.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $327000.00         | $81545.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-03-01      | 3.5000%  | 0.0000% | $4183388.00        | $270308.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-05-01      | 4.0000%  | 0.0000% | $6195905.00        | $829909.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-01-20      | 3.5000%  | 0.0000% | $2323450.00        | $1490014.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-20      | 4.0000%  | 0.0000% | $1000.00           | $115.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2066-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1029.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1025.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1019.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1020.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $927478.00         | $936820.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-20      | 5.0000%  | 0.0000% | $2487300.00        | $2485904.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-20      | 4.5000%  | 0.0000% | $527892.00         | $524059.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1008.00           | $1024.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $1050990.00        | $1086894.00        | Agency Mortgage-Backed Securities  |
| 3 3/4 NOTE BD 27                         | 2027-06-30      | 3.7500%  | 0.0000% | $92107400.00       | $93371950.00       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28                         | 2028-06-15      | 3.8750%  | 0.0000% | $57175600.00       | $58033019.00       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                          | 2035-02-15      | 4.6250%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29                         | 2029-11-30      | 4.1250%  | 0.0000% | $5581000.00        | $5702841.00        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29                          | 2029-05-31      | 4.5000%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27                         | 2027-05-15      | 4.5000%  | 0.0000% | $29999900.00       | $30210648.00       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                          | 2034-05-15      | 4.3750%  | 0.0000% | $96298900.00       | $96711194.00       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28                         | 2028-08-31      | 4.3750%  | 0.0000% | $60000.00          | $61083.00          | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AR 26                         | 2026-08-15      | 4.3750%  | 0.0000% | $400.00            | $405.00            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                          | 2033-08-15      | 3.8750%  | 0.0000% | $10000.00          | $9853.00           | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30                          | 2030-03-31      | 3.6250%  | 0.0000% | $6900.00           | $6826.00           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28                          | 2028-01-31      | 3.5000%  | 0.0000% | $1000.00           | $1004.00           | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                          | 2031-11-15      | 1.3750%  | 0.0000% | $200.00            | $173.00            | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                          | 2028-01-31      | 0.7500%  | 0.0000% | $24999000.00       | $23764468.00       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27                          | 2027-08-31      | 0.5000%  | 0.0000% | $1446400.00        | $1388195.00        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                          | 2030-08-15      | 0.6250%  | 0.0000% | $12200.00          | $10592.00          | U.S. Treasuries (including strips) |
| 1 7/8 NOTE M 26                          | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 45                            | 2045-11-15      | 4.6250%  | 0.0000% | $1000.00           | $958.00            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                            | 2054-02-15      | 4.2500%  | 0.0000% | $200.00            | $180.00            | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                            | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $79.00             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49                            | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $71.00             | U.S. Treasuries (including strips) |
| 3 BOND 49                                | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $73.00             | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42                            | 2042-11-15      | 2.7500%  | 0.0000% | $1000.00           | $757.00            | U.S. Treasuries (including strips) |
| 4 3/8 BOND 41                            | 2041-05-15      | 4.3750%  | 0.0000% | $3200.00           | $3062.00           | U.S. Treasuries (including strips) |
| BILL 11/27/26                            | 2026-11-27      | 0.0000%  | 0.0000% | $1000.00           | $982.00            | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1064.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.5000%  | 0.0000% | $45900267.00       | $46697223.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1033.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1046.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1048.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1049.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.0000%  | 0.0000% | $60002311.00       | $59457003.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.0000%  | 0.0000% | $48119324.00       | $47976308.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.0000%  | 0.0000% | $1024.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 4.5000%  | 0.0000% | $1008.00           | $973.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-04-01      | 7.5000%  | 0.0000% | $220451.00         | $12.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 4.5000%  | 0.0000% | $2438416.00        | $145833.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 4.0000%  | 0.0000% | $30828000.00       | $3282439.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 4.0000%  | 0.0000% | $47950463.00       | $7266419.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 3.5000%  | 0.0000% | $6540060.00        | $996019.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.0000%  | 0.0000% | $286000.00         | $64220.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.0000%  | 0.0000% | $110490.00         | $27902.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-04-01      | 4.5000%  | 0.0000% | $2768762.00        | $288950.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-02-01      | 2.0000%  | 0.0000% | $15000.00          | $9595.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-07-01      | 2.0000%  | 0.0000% | $398821.00         | $339230.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 3.5000%  | 0.0000% | $17633532.00       | $16172524.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $14176399.00       | $12033875.00       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-03-01      | 5.0000%  | 0.0000% | $24500628.00       | $24116534.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $37737005.00       | $37200294.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.5000%  | 0.0000% | $31621761.00       | $31562411.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 6.5000%  | 0.0000% | $37434320.00       | $38704832.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 6.0000%  | 0.0000% | $16678295.00       | $17057697.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 4.5000%  | 0.0000% | $1008.00           | $964.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $50827640.00       | $49975345.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $26160719.00       | $26199635.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $30147944.00       | $29396681.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.5000%  | 0.0000% | $10406687.00       | $10860204.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $11303996.00       | $11230414.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $18442885.00       | $18180525.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.0000%  | 0.0000% | $25653482.00       | $22166004.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.5000%  | 0.0000% | $14607378.00       | $14396666.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.5000%  | 0.0000% | $30167619.00       | $29413628.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.0000%  | 0.0000% | $66925512.00       | $65835716.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.0000%  | 0.0000% | $941584.00         | $940966.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $14160284.00       | $13052144.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.5000%  | 0.0000% | $9498356.00        | $7830404.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $660282.00         | $627559.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 3.0000%  | 0.0000% | $1604000.00        | $1363326.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 7.0000%  | 0.0000% | $329000.00         | $245031.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.5000%  | 0.0000% | $10913279.00       | $9897474.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $2064460.00        | $2003236.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-03-01      | 5.5000%  | 0.0000% | $3756625.00        | $3528367.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 3.5000%  | 0.0000% | $7320812.00        | $6286751.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 3.0000%  | 0.0000% | $7091.00           | $5917.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $13820003.00       | $10930135.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $33770299.00       | $31904992.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-01-01      | 3.5000%  | 0.0000% | $10848406.00       | $9285825.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.5000%  | 0.0000% | $102536.00         | $77923.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $3596646.00        | $2843881.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.5000%  | 0.0000% | $7200000.00        | $5971623.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $940000.00         | $812145.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-03-01      | 3.5000%  | 0.0000% | $942797.00         | $764302.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-03-01      | 4.0000%  | 0.0000% | $2225552.00        | $1891661.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $1100000.00        | $850778.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $641000.00         | $582694.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $20139796.00       | $19426468.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $2510000.00        | $2560557.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $1350066.00        | $1326731.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $2373350.00        | $2412042.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.5000%  | 0.0000% | $2077063.00        | $1998119.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.5000%  | 0.0000% | $1257536.00        | $1327930.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 4.5000%  | 0.0000% | $1585929.00        | $1520049.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $1270144.00        | $1233788.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $9419454.00        | $8752500.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $1011684.00        | $1066045.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $1395169.00        | $1400835.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $1299742.00        | $1372929.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $1103813.00        | $1062197.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $1419594.00        | $1472056.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $1571470.00        | $1640497.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $1233047.00        | $1232223.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $1337849.00        | $1382190.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $2141105.00        | $1928199.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $2343902.00        | $2415134.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $1056538.00        | $1079363.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $20949862.00       | $19915103.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $2984901.00        | $2818665.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $1700000.00        | $1705551.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $10176807.00       | $9406596.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $1351493.00        | $1038349.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $1352554.00        | $1429494.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $1134444.00        | $1175788.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $1320712.00        | $1374880.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.0000%  | 0.0000% | $3053209.00        | $2955989.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $2532924.00        | $2535977.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $3877871.00        | $2926719.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $2493078.00        | $2028056.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $1167648.00        | $1126002.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $8444926.00        | $8307651.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $2613585.00        | $2682222.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $6812447.00        | $6558883.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $4306795.00        | $4426694.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $2360901.00        | $1911655.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $10544073.00       | $9770602.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $444733.00         | $457168.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $2745738.00        | $2664453.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1024768.00        | $889475.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $1006584.00        | $951155.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 5.5000%  | 0.0000% | $1038937.00        | $1044250.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $626886.00         | $580304.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $334444.00         | $341822.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1632250.00        | $1497418.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $6009419.00        | $4982244.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $255760.00         | $263725.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $3727185.00        | $3477781.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $2025860.00        | $2076734.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $10253.00          | $9017.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $549455.00         | $521823.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $242081.00         | $244450.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $900843.00         | $774572.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $693105.00         | $707949.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $1026143.00        | $698440.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $1174451.00        | $1239963.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $1861141.00        | $1417692.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $2088658.00        | $1858218.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $1023200.00        | $1039809.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $2107.00           | $1873.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $13474211.00       | $12838027.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $701.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $976.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $77374.00          | $78866.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $994337.00         | $1014687.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $82327.00          | $83560.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $101577.00         | $95941.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $1059374.00        | $854402.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $41404.00          | $31847.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $106476.00         | $84368.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $663670.00         | $541649.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $32901.00          | $33355.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $366846.00         | $317946.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $1197900.00        | $1241180.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $4216289.00        | $3643492.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 4.5000%  | 0.0000% | $1007041.00        | $787713.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $1205500.00        | $739758.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $1077290.00        | $1127534.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 5.5000%  | 0.0000% | $3170171.00        | $2700841.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $1742500.00        | $973127.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $106315.00         | $103525.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 4.5000%  | 0.0000% | $1066533.00        | $1014362.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $3185830.00        | $2863893.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $459201.00         | $218177.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 4.5000%  | 0.0000% | $1038947.00        | $831587.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $1595319.00        | $1651493.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-11-01      | 4.0000%  | 0.0000% | $2629482.00        | $1034908.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-05-01      | 5.0000%  | 0.0000% | $1008594.00        | $1017584.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 6.0000%  | 0.0000% | $1023181.00        | $1053162.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 6.0000%  | 0.0000% | $1283483.00        | $1319203.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 5.5000%  | 0.0000% | $1147050.00        | $1162046.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 6.0000%  | 0.0000% | $1264354.00        | $1298591.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 5.5000%  | 0.0000% | $1549476.00        | $1573553.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 5.0000%  | 0.0000% | $2188023.00        | $2191969.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-02-01      | 4.5000%  | 0.0000% | $1160473.00        | $1141639.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-02-01      | 4.5000%  | 0.0000% | $1064835.00        | $1006581.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-01-01      | 5.5000%  | 0.0000% | $1087000.00        | $1098932.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-01-01      | 4.0000%  | 0.0000% | $538853.00         | $469199.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-12-01      | 5.5000%  | 0.0000% | $1338250.00        | $1336855.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1037.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-02-01      | 4.4000%  | 0.0000% | $21663900.00       | $21472374.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-03-01      | 2.5000%  | 0.0000% | $21000.00          | $12156.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-10-01      | 2.0000%  | 0.0000% | $40287.00          | $21702.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-10-01      | 2.0000%  | 0.0000% | $2000.00           | $764.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-07-01      | 3.0000%  | 0.0000% | $17485000.00       | $4449542.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-06-01      | 2.5000%  | 0.0000% | $23000.00          | $14552.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-06-01      | 4.0000%  | 0.0000% | $5305072.00        | $478454.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 5.0000%  | 0.0000% | $702000.00         | $126500.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 5.0000%  | 0.0000% | $421000.00         | $76992.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-02-01      | 3.5000%  | 0.0000% | $20855863.00       | $2988638.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-10-01      | 6.5000%  | 0.0000% | $580000.00         | $10016.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-02-01      | 3.5000%  | 0.0000% | $474167.00         | $72827.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-10-01      | 5.0000%  | 0.0000% | $21600000.00       | $34677.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-09-01      | 6.5000%  | 0.0000% | $4107012.00        | $10290.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-04-01      | 3.0000%  | 0.0000% | $400000.00         | $99069.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-09-01      | 4.5000%  | 0.0000% | $1915674.00        | $194187.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-01-01      | 3.5000%  | 0.0000% | $10335460.00       | $1492220.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-10-01      | 3.0000%  | 0.0000% | $1561000.00        | $334945.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-09-01      | 3.0000%  | 0.0000% | $166488.00         | $34833.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-09-01      | 3.0000%  | 0.0000% | $500000.00         | $107094.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-09-01      | 3.0000%  | 0.0000% | $710000.00         | $141690.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-03-01      | 3.0000%  | 0.0000% | $24930.00          | $2454.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-10-01      | 2.5000%  | 0.0000% | $40000.00          | $4471.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-11-01      | 6.0000%  | 0.0000% | $2500000.00        | $831.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-09-01      | 4.0000%  | 0.0000% | $150000.00         | $25.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-09-01      | 4.5000%  | 0.0000% | $1000000.00        | $76984.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 3.5000%  | 0.0000% | $235833.00         | $19528.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-12-01      | 3.5000%  | 0.0000% | $89291602.00       | $10798701.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-11-01      | 3.5000%  | 0.0000% | $28174978.00       | $3237050.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-01-01      | 3.5000%  | 0.0000% | $171145.00         | $20418.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.0000%  | 0.0000% | $200000.00         | $33579.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-06-01      | 4.5000%  | 0.0000% | $4350000.00        | $415982.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-06-01      | 3.5000%  | 0.0000% | $1281.00           | $124.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-06-01      | 3.5000%  | 0.0000% | $477059.00         | $50902.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-10-01      | 3.5000%  | 0.0000% | $1000.00           | $92.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-05-01      | 3.5000%  | 0.0000% | $750000.00         | $74890.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-03-01      | 3.5000%  | 0.0000% | $1000.00           | $90.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-01-01      | 3.5000%  | 0.0000% | $64000.00          | $5138.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-06-01      | 3.5000%  | 0.0000% | $488998.00         | $29861.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-12-01      | 3.5000%  | 0.0000% | $1000.00           | $77.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-02-01      | 4.5000%  | 0.0000% | $6400000.00        | $402589.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-10-01      | 3.5000%  | 0.0000% | $6200000.00        | $607402.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-06-01      | 5.0000%  | 0.0000% | $400000.00         | $21442.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-08-01      | 5.5000%  | 0.0000% | $1000.00           | $7.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-05-01      | 6.5000%  | 0.0000% | $2346.00           | $29.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-04-01      | 5.5000%  | 0.0000% | $18244249.00       | $318366.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-04-01      | 8.0000%  | 0.0000% | $8529.00           | $145.00            | Agency Mortgage-Backed Securities  |

### Security 333: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.620000%
- **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: TPR108D53, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR108D537791564BA
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-02-01      | 5.5000%  | 0.0000% | $6945.00           | $102.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 3.0000%  | 0.0000% | $2480.00           | $498.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-12-15      | 6.0000%  | 0.0000% | $834539.00         | $12243.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 4.5000%  | 0.0000% | $254793.00         | $244644.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1004.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.0000%  | 0.0000% | $29568793.00       | $29124949.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-20      | 6.0000%  | 0.0000% | $881673.00         | $668770.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $4317514.00        | $4320153.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $300647.00         | $270703.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 5.5000%  | 0.0000% | $13365813.00       | $9449335.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 4.0000%  | 0.0000% | $20102143.00       | $17735050.00       | Agency Mortgage-Backed Securities |
| GNMI SF BQ7186 X                         | 2049-10-15      | 3.5000%  | 0.0000% | $1926063.00        | $196858.00         | Agency Mortgage-Backed Securities |
| GNII SF BG7731 C                         | 2048-04-20      | 4.5000%  | 0.0000% | $3988740.00        | $140426.00         | Agency Mortgage-Backed Securities |
| GNMI SF BB7228 X                         | 2047-09-15      | 4.5000%  | 0.0000% | $3231839.00        | $133749.00         | Agency Mortgage-Backed Securities |
| GNII SF MA9018 M                         | 2053-07-20      | 6.0000%  | 0.0000% | $625474.00         | $322499.00         | Agency Mortgage-Backed Securities |
| GNII SF MA8042 M                         | 2052-05-20      | 2.5000%  | 0.0000% | $14696264.00       | $9032597.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7989 M                         | 2052-04-20      | 3.5000%  | 0.0000% | $22064674.00       | $14380507.00       | Agency Mortgage-Backed Securities |
| GNII SF MA7988 M                         | 2052-04-20      | 3.0000%  | 0.0000% | $275829.00         | $173396.00         | Agency Mortgage-Backed Securities |
| GNII SF MA7987 M                         | 2052-04-20      | 2.5000%  | 0.0000% | $26725202.00       | $16150199.00       | Agency Mortgage-Backed Securities |
| GNII SF MA5400 M                         | 2048-08-20      | 5.0000%  | 0.0000% | $10518137.00       | $673391.00         | Agency Mortgage-Backed Securities |

### Security 334: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR108D55, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR108D557791562BO
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-11-15      | 4.5000%  | 0.0000% | $294000.00         | $14898.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 7.0000%  | 0.0000% | $58802176.00       | $33152.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-20      | 6.5000%  | 0.0000% | $20433023.00       | $26046.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-20      | 7.0000%  | 0.0000% | $4842984.00        | $8621.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $1132850.00        | $1196931.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.5000%  | 0.0000% | $1072372.00        | $1108489.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $7207904.00        | $7339634.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $2353136.00        | $2401646.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.5000%  | 0.0000% | $2135160.00        | $2297680.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1354170.00        | $1383655.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA9418 M                         | 2054-01-20      | 3.0000%  | 0.0000% | $218627.00         | $146039.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA9172 M                         | 2053-09-20      | 6.0000%  | 0.0000% | $435418624.00      | $226067735.00      | Agency Mortgage-Backed Securities   |
| GNII SF MA5598 M                         | 2048-11-20      | 5.5000%  | 0.0000% | $12108048.00       | $1033333.00        | Agency Mortgage-Backed Securities   |
| 4.55 FCOR 26-30 GE                       | 2030-05-08      | 4.5500%  | 0.0000% | $25000000.00       | $24850604.00       | Agency Debentures and Agency Strips |
| 4 3/8 FCSB 33 BH                         | 2033-03-03      | 4.3750%  | 0.0000% | $20000000.00       | $20163228.00       | Agency Debentures and Agency Strips |
| 3.80 FCOR 23-32 CI                       | 2032-04-05      | 3.8000%  | 0.0000% | $25000000.00       | $24212000.00       | Agency Debentures and Agency Strips |
| 4.95 FCOR 23-37 AS                       | 2037-08-10      | 4.9500%  | 0.0000% | $15337000.00       | $15225508.00       | Agency Debentures and Agency Strips |
| 3.25 FCSB 32 BQ                          | 2032-07-28      | 3.2500%  | 0.0000% | $10316000.00       | $9844844.00        | Agency Debentures and Agency Strips |
| 3.70 FCOR 23-28 CG                       | 2028-10-04      | 3.7000%  | 0.0000% | $2000000.00        | $1988634.00        | Agency Debentures and Agency Strips |
| 1.10 FHOR 21-26 GF                       | 2026-07-13      | 1.1000%  | 0.0000% | $20000000.00       | $20017111.00       | Agency Debentures and Agency Strips |

### Security 335: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 3.570000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR108D57, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR108D577791561BO
- **C.18 - Value (incl. sponsor support):** $355000000.00
- **C.18.a - Value (excl. sponsor support):** $355000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  | 0.0000% | $135740000.00      | $134221000.00      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  | 0.0000% | $96968500.00       | $98788316.00       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  | 0.0000% | $73864600.00       | $69966722.00       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  | 0.0000% | $62444300.00       | $59123986.00       | U.S. Treasuries (including strips) |

### Security 336: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.620000%
- **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: TPR108D5F, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR108D5F7791563BN
- **C.18 - Value (incl. sponsor support):** $2355900000.00
- **C.18.a - Value (excl. sponsor support):** $2355900000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 6.5000%  | 0.0000% | $822481.00         | $862674.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 6.5000%  | 0.0000% | $1057500.00        | $1122010.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $1433474.00        | $1445635.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $7863360.00        | $7771101.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.0000%  | 0.0000% | $1232719.00        | $1222737.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $5289801.00        | $5356195.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 4.5000%  | 0.0000% | $930029.00         | $866369.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $1778320.00        | $1761681.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.5000%  | 0.0000% | $1093425.00        | $1154701.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $218176.00         | $221697.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $16205696.00       | $13970861.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.5000%  | 0.0000% | $108689000.00      | $65653808.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.0000%  | 0.0000% | $13553915.00       | $11169575.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.5000%  | 0.0000% | $196319.00         | $170033.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $824.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $29702927.00       | $21975630.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $62364288.00       | $48508895.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $17001632.00       | $12237747.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $743.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $752.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 6.0000%  | 0.0000% | $1000.00           | $696.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 5.0000%  | 0.0000% | $1000.00           | $639.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $87032200.00       | $61000069.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $657.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $1100.00           | $654.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $8064.00           | $5007.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-07-01      | 2.0000%  | 0.0000% | $14133562.00       | $6794795.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.0000%  | 0.0000% | $32909000.00       | $13906387.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-10-01      | 3.5000%  | 0.0000% | $2584547.00        | $789718.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 4.5000%  | 0.0000% | $38648704.00       | $8102259.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 7.0000%  | 0.0000% | $1287205.00        | $1363599.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%  | 0.0000% | $1366718.00        | $878716.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $1791150.00        | $1236248.00        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2053-11-01      | 6.5000%  | 0.0000% | $4971040.00        | $4644589.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.5000%  | 0.0000% | $16536.00          | $8268.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $467259.00         | $450188.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $5893970.00        | $3501288.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $1368789.00        | $557619.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $2761746.00        | $2240203.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $10549255.00       | $6419865.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $6997000.00        | $4875172.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.0000%  | 0.0000% | $1351462.00        | $1114059.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.5000%  | 0.0000% | $1983050.00        | $1530174.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $1174.00           | $1032.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.0000%  | 0.0000% | $3875.00           | $1741.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $1336470.00        | $648950.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $1397000.00        | $675590.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $490.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 3.0000%  | 0.0000% | $2008.00           | $972.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.0000%  | 0.0000% | $774906.00         | $183725.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 5.0000%  | 0.0000% | $1974928.00        | $935090.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 5.0000%  | 0.0000% | $7416140.00        | $1665157.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-06-01      | 4.5000%  | 0.0000% | $4000000.00        | $938555.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-04-01      | 2.5000%  | 0.0000% | $5932.00           | $1129.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 4.0000%  | 0.0000% | $5903531.00        | $1664617.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 4.5000%  | 0.0000% | $20130740.00       | $3780235.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $2751544.00        | $589934.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $8000.00           | $8138.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $495992.00         | $502207.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $23040240.00       | $22655970.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $1001950.00        | $1010398.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $2702496.00        | $2394855.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 6.5000%  | 0.0000% | $2000.00           | $1605.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.5000%  | 0.0000% | $375479.00         | $393164.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $4502376.00        | $4562594.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $3357114.00        | $3361037.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $2629375.00        | $2667857.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $902122.00         | $891169.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.5000%  | 0.0000% | $843522.00         | $887579.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1041740.00        | $1052623.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $1253950.00        | $1320415.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1170000.00        | $1177481.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1738020.00        | $1739610.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 7.0000%  | 0.0000% | $5384304.00        | $4611576.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $10004.00          | $9296.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $8000.00           | $8500.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $4538736.00        | $4194640.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 7.5000%  | 0.0000% | $1601672.00        | $1736659.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.5000%  | 0.0000% | $1435061.00        | $1114544.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $2540432.00        | $2069565.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1012920.00        | $920654.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $893.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $1165406.00        | $1210167.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1206850.00        | $867054.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.5000%  | 0.0000% | $719749.00         | $749725.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $188205.00         | $153786.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $2729350.00        | $1604504.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $2800955.00        | $2640285.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.5000%  | 0.0000% | $3077946.00        | $3078508.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $550000.00         | $500210.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $2370936.00        | $1858732.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 2.0000%  | 0.0000% | $2846396.00        | $2109109.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.5000%  | 0.0000% | $5109000.00        | $2571258.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 2.0000%  | 0.0000% | $2457000.00        | $1650284.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1553.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 5.0000%  | 0.0000% | $23288.00          | $14352.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-05-01      | 5.5000%  | 0.0000% | $380000.00         | $241750.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.5000%  | 0.0000% | $500000.00         | $289183.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $150000.00         | $97325.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 4.0000%  | 0.0000% | $350000.00         | $192683.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $37778.00          | $23306.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $690000.00         | $405073.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $364000.00         | $213014.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-11-01      | 2.0000%  | 0.0000% | $8000.00           | $4083.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.5000%  | 0.0000% | $479000.00         | $230326.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 5.0000%  | 0.0000% | $2998000.00        | $853892.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 3.0000%  | 0.0000% | $2264008.00        | $387859.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $66413.00          | $69022.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 6.0000%  | 0.0000% | $421670.00         | $401174.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $30971218.00       | $24918724.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $50278649.00       | $47990106.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $51342102.00       | $50503366.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.5000%  | 0.0000% | $37226000.00       | $33369000.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 3.0000%  | 0.0000% | $14971906.00       | $12916022.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $21639421.00       | $17184420.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $1003.00           | $828.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $21551200.00       | $21092706.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $10429312.00       | $9597169.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $6200070.00        | $6051495.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $30980200.00       | $25930374.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $58675320.00       | $46092012.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $7099776.00        | $6409368.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $8564781.00        | $7312953.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $7878545.00        | $5944084.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $5501412.00        | $4933338.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 7.0000%  | 0.0000% | $34378000.00       | $22665545.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.0000%  | 0.0000% | $35230.00          | $30521.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $3000.00           | $2463.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 3.5000%  | 0.0000% | $2030092.00        | $1657987.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 5.5000%  | 0.0000% | $12530608.00       | $12668392.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $4764802.00        | $4702611.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $1021000.00        | $484617.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.5000%  | 0.0000% | $165460.00         | $148654.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $818.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%  | 0.0000% | $5125990.00        | $3755729.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 7.0000%  | 0.0000% | $1877.00           | $285.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $1497386.00        | $1073741.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.5000%  | 0.0000% | $648369.00         | $629773.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 6.0000%  | 0.0000% | $589975.00         | $588958.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 4.0000%  | 0.0000% | $9997000.00        | $6175714.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 3.0000%  | 0.0000% | $8000.00           | $4551.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 3.0000%  | 0.0000% | $3077.00           | $1832.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.5000%  | 0.0000% | $29864442.00       | $20670489.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $10006.00          | $7000.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $9194134.00        | $7473390.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 3.0000%  | 0.0000% | $110811904.00      | $80939918.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $70000.00          | $49056.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 4.0000%  | 0.0000% | $21000.00          | $18259.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $8000.00           | $6895.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $340000.00         | $204940.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $1050.00           | $748.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.0000%  | 0.0000% | $13025541.00       | $7745929.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $35702848.00       | $25729510.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $12895365.00       | $9236747.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 4.5000%  | 0.0000% | $8037.00           | $6062.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 3.0000%  | 0.0000% | $638001.00         | $444064.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.0000%  | 0.0000% | $8003.00           | $5885.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.0000%  | 0.0000% | $8819.00           | $6544.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.5000%  | 0.0000% | $8020.00           | $5058.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.5000%  | 0.0000% | $3530966.00        | $2162580.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.0000%  | 0.0000% | $1939000.00        | $1197865.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-11-01      | 3.0000%  | 0.0000% | $9359009.00        | $3001887.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-10-01      | 3.0000%  | 0.0000% | $10509570.00       | $3204900.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.5000%  | 0.0000% | $20292352.00       | $13632274.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.0000%  | 0.0000% | $2060986.00        | $1694456.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 2.0000%  | 0.0000% | $1001.00           | $693.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.0000%  | 0.0000% | $7282.00           | $5123.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.0000%  | 0.0000% | $20839080.00       | $14232887.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $8993.00           | $6189.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $7840197.00        | $5904076.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $7775918.00        | $6188244.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $687.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $48164804.00       | $34388414.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $341173.00         | $220533.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $982000.00         | $684247.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-04-01      | 2.0000%  | 0.0000% | $7806869.00        | $5609956.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 3.5000%  | 0.0000% | $1005.00           | $277.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-12-01      | 3.5000%  | 0.0000% | $1448000.00        | $395548.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-12-01      | 4.0000%  | 0.0000% | $2358.00           | $227.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-02-01      | 4.5000%  | 0.0000% | $3001.00           | $563.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 4.0000%  | 0.0000% | $4087.00           | $907.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-01-01      | 4.0000%  | 0.0000% | $2370.00           | $229.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-06-01      | 4.5000%  | 0.0000% | $1070.00           | $77.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-12-01      | 7.0000%  | 0.0000% | $24480.00          | $960.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-12-01      | 7.5000%  | 0.0000% | $2239.00           | $73.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-01-01      | 7.0000%  | 0.0000% | $16058.00          | $509.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-07-01      | 6.5000%  | 0.0000% | $1035.00           | $13.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 4.5000%  | 0.0000% | $1540714.00        | $1542486.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $8206.00           | $8026.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-12-01      | 5.5000%  | 0.0000% | $44462912.00       | $39356185.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.0000%  | 0.0000% | $3302530.00        | $3087290.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $854.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.0000%  | 0.0000% | $1193335.00        | $652843.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 5.5000%  | 0.0000% | $41233000.00       | $21817917.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1106029.00        | $832481.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $4212342.00        | $2851697.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.5000%  | 0.0000% | $1000000.00        | $438583.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $135664.00         | $72219.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $9332206.00        | $5879028.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $1614149.00        | $932549.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $529.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.5000%  | 0.0000% | $11554187.00       | $6071750.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.5000%  | 0.0000% | $1998000.00        | $941188.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-02-01      | 2.0000%  | 0.0000% | $2960.00           | $1262.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 2.0000%  | 0.0000% | $74867054.00       | $35983354.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $41746139.00       | $14838184.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $11374800.00       | $4043042.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.0000%  | 0.0000% | $19000000.00       | $7889783.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $717140.00         | $51690.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-05-01      | 6.0000%  | 0.0000% | $1139.00           | $7.00              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1017.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1022.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%  | 0.0000% | $8773696.00        | $2894489.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $3119464.00        | $2865952.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $684021.00         | $681370.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 7.0000%  | 0.0000% | $1034402.00        | $940049.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $566.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.5000%  | 0.0000% | $2599850.00        | $2411816.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $3914820.00        | $3818875.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%  | 0.0000% | $18423570.00       | $14055362.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $1895960.00        | $984392.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $317999.00         | $242900.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.5000%  | 0.0000% | $97000.00          | $83955.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1992.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.5000%  | 0.0000% | $4002.00           | $3942.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-10-01      | 3.5000%  | 0.0000% | $6800000.00        | $1131179.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-04-01      | 4.5000%  | 0.0000% | $4680818.00        | $608817.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.5000%  | 0.0000% | $18430464.00       | $2355126.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 4.5000%  | 0.0000% | $215415.00         | $21557.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-06-01      | 5.5000%  | 0.0000% | $10623.00          | $439.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $6152720.00        | $3408311.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-15      | 4.5000%  | 0.0000% | $4082068.00        | $1073044.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.5000%  | 0.0000% | $1574885.00        | $1297164.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 7.0000%  | 0.0000% | $1343062.00        | $1024107.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 6.5000%  | 0.0000% | $1115872.00        | $1178137.00        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-01-01      | 6.5000%  | 0.0000% | $1670504.00        | $1735748.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $3008.00           | $2923.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 4.0000%  | 0.0000% | $8643.00           | $8115.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $28956023.00       | $29416359.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $88763520.00       | $75531841.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $28600000.00       | $24398251.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $12739400.00       | $10464071.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.5000%  | 0.0000% | $1178413.00        | $1209190.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.0000%  | 0.0000% | $1006040.00        | $991204.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $84374.00          | $83482.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $8000.00           | $7646.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $8192.00           | $8514.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $27722400.00       | $23474941.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $34634688.00       | $29442564.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $832.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $815.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.0000%  | 0.0000% | $66736640.00       | $51871073.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1790.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $8000.00           | $7208.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.5000%  | 0.0000% | $292112.00         | $297571.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.5000%  | 0.0000% | $3025613.00        | $2963418.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.5000%  | 0.0000% | $403159.00         | $421755.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.5000%  | 0.0000% | $257236.00         | $239048.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $2988280.00        | $2651481.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $3271596.00        | $3140751.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $533414.00         | $511789.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $1261914.00        | $1299725.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $5227176.00        | $2317815.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $2482950.00        | $2462725.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $1861385.00        | $1519224.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $1951762.00        | $385707.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.0000%  | 0.0000% | $750000.00         | $517709.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.0000%  | 0.0000% | $1555286.00        | $1029597.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.5000%  | 0.0000% | $3006.00           | $1972.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 3.0000%  | 0.0000% | $275000.00         | $161786.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 2.0000%  | 0.0000% | $2328195.00        | $1295378.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-12-01      | 2.0000%  | 0.0000% | $43713152.00       | $23026559.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 3.0000%  | 0.0000% | $2909688.00        | $883872.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 3.0000%  | 0.0000% | $8822448.00        | $2125668.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 5.5000%  | 0.0000% | $1581007.00        | $1170296.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 6.0000%  | 0.0000% | $1988962.00        | $296050.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 5.0000%  | 0.0000% | $1383913.00        | $85693.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 5.0000%  | 0.0000% | $21789209.00       | $1018027.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 7.0000%  | 0.0000% | $1872930.00        | $1998918.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $2618148.00        | $2597271.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $6977649.00        | $6909424.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $2807173.00        | $2772812.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 4.5000%  | 0.0000% | $8067776.00        | $7723968.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $219648280.00      | $216392522.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $2343632.00        | $2152192.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $37693220.00       | $36195605.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 4.5000%  | 0.0000% | $1000.00           | $950.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.5000%  | 0.0000% | $1000.00           | $890.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 5.5000%  | 0.0000% | $18980417.00       | $15792748.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $36555392.00       | $29411604.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.0000%  | 0.0000% | $1221468.00        | $1111342.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 5.5000%  | 0.0000% | $88752416.00       | $65389542.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 5.0000%  | 0.0000% | $4175.00           | $3677.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.0000%  | 0.0000% | $1498546.00        | $1329639.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $29907835.00       | $29860929.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 4.5000%  | 0.0000% | $19283872.00       | $18424534.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $13616707.00       | $13338960.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $331795.00         | $350874.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $8826.00           | $9299.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $151755.00         | $159877.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1778702.00        | $1888042.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $13247.00          | $14063.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.5000%  | 0.0000% | $7561320.00        | $7973003.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 7.5000%  | 0.0000% | $804782.00         | $871954.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $2090487.00        | $2206207.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.0000%  | 0.0000% | $634630.00         | $654961.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $157344.00         | $165628.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $174008.00         | $183546.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $190107.00         | $201529.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $5592.00           | $5896.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $554543.00         | $583716.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $470764.00         | $499487.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $225246.00         | $239326.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.5000%  | 0.0000% | $986171.00         | $1066979.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.0000%  | 0.0000% | $1253782.00        | $1334954.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 7.5000%  | 0.0000% | $3122116.00        | $3352741.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.0000%  | 0.0000% | $133852.00         | $144171.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 7.5000%  | 0.0000% | $339459.00         | $352224.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.5000%  | 0.0000% | $2580764.00        | $2757293.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.5000%  | 0.0000% | $2592192.00        | $2479253.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.5000%  | 0.0000% | $872271.00         | $931375.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 6.5000%  | 0.0000% | $32228.00          | $20923.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $1557076.00        | $1499295.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $981370.00         | $1029432.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.0000%  | 0.0000% | $1724682.00        | $1617492.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.5000%  | 0.0000% | $99676.00          | $106786.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 7.5000%  | 0.0000% | $5460768.00        | $5528289.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 7.5000%  | 0.0000% | $151189.00         | $89897.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.5000%  | 0.0000% | $874119.00         | $641625.00         | Agency Mortgage-Backed Securities   |
| GNII SF CB8590 C                         | 2051-03-20      | 2.5000%  | 0.0000% | $875841.00         | $520842.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA9670 M                         | 2054-05-20      | 6.5000%  | 0.0000% | $49922176.00       | $20675051.00       | Agency Mortgage-Backed Securities   |
| GNII SF MA9606 M                         | 2054-04-20      | 6.0000%  | 0.0000% | $1767674.00        | $900933.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA9488 M                         | 2054-02-20      | 5.5000%  | 0.0000% | $35684288.00       | $24013061.00       | Agency Mortgage-Backed Securities   |
| GNII SF MA9423 M                         | 2054-01-20      | 5.5000%  | 0.0000% | $17256320.00       | $12246954.00       | Agency Mortgage-Backed Securities   |
| GNII SF MA9779 M                         | 2054-07-20      | 5.5000%  | 0.0000% | $856920.00         | $610544.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA8801 M                         | 2053-04-20      | 5.5000%  | 0.0000% | $11555728.00       | $7378481.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA8491 M                         | 2052-12-20      | 5.5000%  | 0.0000% | $1056.00           | $641.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA8490 M                         | 2052-12-20      | 5.0000%  | 0.0000% | $38250.00          | $27291.00          | Agency Mortgage-Backed Securities   |
| GNII SF MA8427 M                         | 2052-11-20      | 4.5000%  | 0.0000% | $2543463.00        | $1838899.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA8426 M                         | 2052-11-20      | 4.0000%  | 0.0000% | $17341856.00       | $12450471.00       | Agency Mortgage-Backed Securities   |
| GNII SF MA8348 M                         | 2052-10-20      | 5.0000%  | 0.0000% | $9950336.00        | $6931680.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA8268 M                         | 2052-09-20      | 4.5000%  | 0.0000% | $1941959.00        | $1371250.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA8267 M                         | 2052-09-20      | 4.0000%  | 0.0000% | $20566400.00       | $14510776.00       | Agency Mortgage-Backed Securities   |
| GNII SF MA8202 M                         | 2052-08-20      | 5.0000%  | 0.0000% | $12576677.00       | $8693823.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA8151 M                         | 2052-07-20      | 4.5000%  | 0.0000% | $15546416.00       | $10837021.00       | Agency Mortgage-Backed Securities   |
| GNII SF MA8101 M                         | 2052-06-20      | 4.5000%  | 0.0000% | $4239872.00        | $2930653.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA8879 M                         | 2053-05-20      | 5.5000%  | 0.0000% | $16394748.00       | $11026353.00       | Agency Mortgage-Backed Securities   |
| GNII SF MA8878 M                         | 2053-05-20      | 5.0000%  | 0.0000% | $14232608.00       | $10813712.00       | Agency Mortgage-Backed Securities   |
| GNII SF MA7766 M                         | 2051-12-20      | 2.0000%  | 0.0000% | $23217000.00       | $13354537.00       | Agency Mortgage-Backed Securities   |
| GNII SF MA7312 M                         | 2051-04-20      | 2.5000%  | 0.0000% | $4106176.00        | $1967735.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA8100 M                         | 2052-06-20      | 4.0000%  | 0.0000% | $82528896.00       | $55902568.00       | Agency Mortgage-Backed Securities   |
| GNII SF MA8045 M                         | 2052-05-20      | 4.0000%  | 0.0000% | $8114.00           | $5483.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA8044 M                         | 2052-05-20      | 3.5000%  | 0.0000% | $1038.00           | $677.00            | Agency Mortgage-Backed Securities   |
| GNII SF MA7989 M                         | 2052-04-20      | 3.5000%  | 0.0000% | $11159469.00       | $7273111.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA6710 M                         | 2050-06-20      | 3.0000%  | 0.0000% | $4271279.00        | $1008920.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA5930 M                         | 2049-05-20      | 3.5000%  | 0.0000% | $497269248.00      | $45236337.00       | Agency Mortgage-Backed Securities   |
| GNII SF MA5710 M                         | 2049-01-20      | 4.0000%  | 0.0000% | $77354.00          | $5797.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA5595 M                         | 2048-11-20      | 4.0000%  | 0.0000% | $311540.00         | $26896.00          | Agency Mortgage-Backed Securities   |
| GNII SF MA4900 M                         | 2047-12-20      | 3.5000%  | 0.0000% | $19101997.00       | $2209492.00        | Agency Mortgage-Backed Securities   |
| GNII SF MA4510 M                         | 2047-06-20      | 3.5000%  | 0.0000% | $36368701.00       | $4011556.00        | Agency Mortgage-Backed Securities   |
| TINT 05/15/44                            | 2044-05-15      | 0.0000%  | 0.0000% | $1184785.00        | $467836.00         | U.S. Treasuries (including strips)  |
| TINT 02/15/30                            | 2030-02-15      | 0.0000%  | 0.0000% | $32777347.00       | $28097266.00       | U.S. Treasuries (including strips)  |
| 4 1/4 NOTE F 34                          | 2034-11-15      | 4.2500%  | 0.0000% | $292300.00         | $289827.00         | U.S. Treasuries (including strips)  |
| 1 7/8 TRIN D 34                          | 2034-07-15      | 1.8750%  | 0.0000% | $400.00            | $424.00            | U.S. Treasuries (including strips)  |
| 4 1/8 NOTE N 31                          | 2031-07-31      | 4.1250%  | 0.0000% | $6784200.00        | $6858732.00        | U.S. Treasuries (including strips)  |
| 1 3/8 TRIN D 33                          | 2033-07-15      | 1.3750%  | 0.0000% | $24612800.00       | $26181342.00       | U.S. Treasuries (including strips)  |
| 3 7/8 NOTE AH 27                         | 2027-12-31      | 3.8750%  | 0.0000% | $1999800.00        | $2027560.00        | U.S. Treasuries (including strips)  |
| 4 1/8 NOTE AF 27                         | 2027-10-31      | 4.1250%  | 0.0000% | $4874900.00        | $4899887.00        | U.S. Treasuries (including strips)  |
| 1 7/8 NOTE B 32                          | 2032-02-15      | 1.8750%  | 0.0000% | $37831700.00       | $33550360.00       | U.S. Treasuries (including strips)  |
| 0 3/8 TRIN A 27                          | 2027-01-15      | 0.3750%  | 0.0000% | $200.00            | $273.00            | U.S. Treasuries (including strips)  |
| 0 1/8 TRIB 52                            | 2052-02-15      | 0.1250%  | 0.0000% | $8900.00           | $5512.00           | U.S. Treasuries (including strips)  |
| 1 TRIB 46                                | 2046-02-15      | 1.0000%  | 0.0000% | $3953400.00        | $4109610.00        | U.S. Treasuries (including strips)  |
| 3 TPRN 48                                | 2048-02-15      | 0.0000%  | 0.0000% | $3815300.00        | $1256256.00        | U.S. Treasuries (including strips)  |
| BILL 06/18/26                            | 2026-06-18      | 0.0000%  | 0.0000% | $14555300.00       | $14526015.00       | U.S. Treasuries (including strips)  |
| 2.50 FCOR 22-36 AM                       | 2036-04-14      | 2.5000%  | 0.0000% | $175000.00         | $144880.00         | Agency Debentures and Agency Strips |
| 1.80 FCOR 21-35 AP                       | 2035-06-04      | 1.8000%  | 0.0000% | $314000.00         | $251238.00         | Agency Debentures and Agency Strips |
| 3.74 FHLB 43 E                           | 2043-06-12      | 3.7400%  | 0.0000% | $22055000.00       | $18896094.00       | Agency Debentures and Agency Strips |

### Security 337: CANADIAN IMPERIAL BANK OF COMMERCE-NEW YORK BRANCH

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE-NEW YORK BRANCH 3.620000%
- **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: TPR108D61, C.3 - LEI: N.A., C.5 - Other ID: TPR108D61779156CAN
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.0000%  | 0.0000% | $138562.00         | $141688.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $207526.00         | $203257.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-05-01      | 3.0000%  | 0.0000% | $1000.00           | $23.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.5000%  | 0.0000% | $182165.00         | $45670.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 4.5000%  | 0.0000% | $1000.00           | $54.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-02-01      | 6.5000%  | 0.0000% | $21153.00          | $16.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-01-20      | 4.5000%  | 0.0000% | $2198.00           | $101.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 6.5000%  | 0.0000% | $18835.00          | $19661.00          | Agency Mortgage-Backed Securities  |
| 3 1/2 NOTE V 31                          | 2031-02-28      | 3.5000%  | 0.0000% | $31060700.00       | $30498681.00       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28                         | 2028-10-15      | 3.5000%  | 0.0000% | $1000.00           | $992.00            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30                         | 2030-09-30      | 3.6250%  | 0.0000% | $25900000.00       | $25551090.00       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30                         | 2030-08-31      | 3.6250%  | 0.0000% | $10499900.00       | $10392638.00       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31                          | 2031-10-31      | 4.1250%  | 0.0000% | $134600.00         | $134724.00         | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                             | 2029-07-31      | 4.0000%  | 0.0000% | $1000.00           | $1011.00           | U.S. Treasuries (including strips) |
| 1 3/4 TRIN A 34                          | 2034-01-15      | 1.7500%  | 0.0000% | $75400.00          | $80726.00          | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                          | 2032-02-15      | 1.8750%  | 0.0000% | $887000.00         | $787679.00         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                          | 2031-05-15      | 1.6250%  | 0.0000% | $349600.00         | $310655.00         | U.S. Treasuries (including strips) |
| 0 3/4 TRIN D 28                          | 2028-07-15      | 0.7500%  | 0.0000% | $100.00            | $130.00            | U.S. Treasuries (including strips) |
| 5 BOND 45                                | 2045-05-15      | 5.0000%  | 0.0000% | $18900.00          | $19027.00          | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                            | 2055-02-15      | 4.6250%  | 0.0000% | $30441600.00       | $29120572.00       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49                            | 2049-08-15      | 2.2500%  | 0.0000% | $7534100.00        | $4695582.00        | U.S. Treasuries (including strips) |
| 3 BOND 49                                | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $73.00             | U.S. Treasuries (including strips) |

### Security 338: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.560000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR108D62, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR108D627791561CR
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TINT 08/15/51    | 2051-08-15      | 0.0000%  | 0.0000% | $141410.00         | $38375.00          | U.S. Treasuries (including strips) |
| TINT 11/15/50    | 2050-11-15      | 0.0000%  | 0.0000% | $799999.00         | $225002.00         | U.S. Treasuries (including strips) |
| TINT 11/15/42    | 2042-11-15      | 0.0000%  | 0.0000% | $1806250.00        | $781610.00         | U.S. Treasuries (including strips) |
| TINT 05/15/33    | 2033-05-15      | 0.0000%  | 0.0000% | $1806185.00        | $1339479.00        | U.S. Treasuries (including strips) |
| 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | 0.0000% | $6640600.00        | $6747130.00        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  | 0.0000% | $4800.00           | $4831.00           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  | 0.0000% | $200.00            | $201.00            | U.S. Treasuries (including strips) |
| 4 NOTE AV 27     | 2027-12-15      | 4.0000%  | 0.0000% | $14724000.00       | $14998218.00       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  | 0.0000% | $14826600.00       | $14880472.00       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  | 0.0000% | $839800.00         | $823120.00         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | 0.0000% | $19133900.00       | $19499983.00       | U.S. Treasuries (including strips) |
| 4 NOTE B 34      | 2034-02-15      | 4.0000%  | 0.0000% | $300.00            | $297.00            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  | 0.0000% | $19506300.00       | $19499943.00       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  | 0.0000% | $14542400.00       | $14940492.00       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  | 0.0000% | $999900.00         | $946937.00         | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | 0.0000% | $797700.00         | $790852.00         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  | 0.0000% | $260500.00         | $262832.00         | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  | 0.0000% | $13637500.00       | $14900310.00       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  | 0.0000% | $100.00            | $122.00            | U.S. Treasuries (including strips) |
| 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  | 0.0000% | $1853400.00        | $2417944.00        | U.S. Treasuries (including strips) |
| 1 3/4 TRIB 28    | 2028-01-15      | 1.7500%  | 0.0000% | $1100.00           | $1753.00           | U.S. Treasuries (including strips) |
| 3 1/8 TPRN 41    | 2041-11-15      | 0.0000%  | 0.0000% | $41573400.00       | $19499962.00       | U.S. Treasuries (including strips) |

### Security 339: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 3.620000%
- **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: TPR108D65, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: TPR108D65779156DAI
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $395064.00         | $390465.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-11-01      | 4.5000%  | 0.0000% | $1003.00           | $918.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $9480610.00        | $9274099.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 4.5000%  | 0.0000% | $2862250.00        | $2740482.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.0000%  | 0.0000% | $9260396.00        | $9139528.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 4.5000%  | 0.0000% | $54104734.00       | $52070667.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 4.0000%  | 0.0000% | $2758433.00        | $2589841.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 4.5000%  | 0.0000% | $3197264.00        | $3031327.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $41017734.00       | $40162145.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $4447326.00        | $3543831.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $15051030.00       | $14770313.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $10647133.00       | $10818411.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $39116132.00       | $34626803.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $15950831.00       | $13894976.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $3865705.00        | $3691385.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $1999333.00        | $1772816.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1767490.00        | $1314726.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1179764.00        | $1198743.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $1183342.00        | $1227216.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $1093425.00        | $864422.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 2.5000%  | 0.0000% | $1300000.00        | $494161.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.0000%  | 0.0000% | $1945819.00        | $1826397.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.5000%  | 0.0000% | $1072775.00        | $479197.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-06-01      | 5.0000%  | 0.0000% | $7044981.00        | $608078.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.5000%  | 0.0000% | $686821.00         | $478452.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.0000%  | 0.0000% | $7764000.00        | $5106747.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 6.0000%  | 0.0000% | $600000.00         | $406967.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $7303838.00        | $4856538.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-07-01      | 5.0000%  | 0.0000% | $680124.00         | $504455.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-10-01      | 4.0000%  | 0.0000% | $50013630.00       | $3333232.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 4.5000%  | 0.0000% | $1138977.00        | $1094838.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 4.5000%  | 0.0000% | $451146.00         | $425262.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $3647719.00        | $3686375.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 4.0000%  | 0.0000% | $416239.00         | $385016.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA9605 M                         | 2054-04-20      | 5.5000%  | 0.0000% | $24445000.00       | $17315844.00       | Agency Mortgage-Backed Securities   |
| GNII SF MA8879 M                         | 2053-05-20      | 5.5000%  | 0.0000% | $41255802.00       | $27746753.00       | Agency Mortgage-Backed Securities   |
| BILL 08/04/26                            | 2026-08-04      | 0.0000%  | 0.0000% | $19000.00          | $18878.00          | U.S. Treasuries (including strips)  |
| 4.54 FCOR 26-30 KD                       | 2030-05-20      | 4.5400%  | 0.0000% | $10226000.00       | $10193717.00       | Agency Debentures and Agency Strips |
| FCFR 03SF EW 27/04                       | 2027-04-29      | 3.7250%  | 0.0000% | $2500000.00        | $2507497.00        | Agency Debentures and Agency Strips |
| FCOR 03SF 26-27 OJ                       | 2027-04-22      | 3.7400%  | 0.0000% | $2500000.00        | $2509656.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-11-01      | 2.5000%  | 0.0000% | $450092.00         | $391138.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-11-01      | 3.5000%  | 0.0000% | $7000003.00        | $1160563.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-11-01      | 4.0000%  | 0.0000% | $5300544.00        | $1190697.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-09-01      | 4.0000%  | 0.0000% | $12277843.00       | $802491.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-01-01      | 3.5000%  | 0.0000% | $10942077.00       | $528651.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-09-01      | 3.5000%  | 0.0000% | $17242686.00       | $1899915.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 4.5000%  | 0.0000% | $2170957.00        | $2089340.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $3273771.00        | $3219414.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 4.5000%  | 0.0000% | $69251754.00       | $66516627.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $117742651.00      | $115161772.00      | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 4.5000%  | 0.0000% | $13351294.00       | $12791954.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-04-01      | 3.5000%  | 0.0000% | $5000000.00        | $704171.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-01-01      | 4.0000%  | 0.0000% | $11667930.00       | $470835.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-11-01      | 3.5000%  | 0.0000% | $13627769.00       | $1868009.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $8343013.00        | $7649264.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 7.0000%  | 0.0000% | $180685.00         | $112646.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $4963549.00        | $3487485.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $14130034.00       | $9726128.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 4.5000%  | 0.0000% | $725000.00         | $465533.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 2.0000%  | 0.0000% | $1322402.00        | $1040603.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $13567875.00       | $12644682.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $778765.00         | $633000.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $17439635.00       | $17125610.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $13475469.00       | $13230143.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $4748761.00        | $4670505.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $1130755.00        | $1146756.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $1062209.00        | $1071221.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $16886731.00       | $15276529.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 3.0000%  | 0.0000% | $3106319.00        | $1625175.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $1701575.00        | $849027.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.0000%  | 0.0000% | $7425173.00        | $1140841.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-02-01      | 4.0000%  | 0.0000% | $1121465.00        | $520122.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.5000%  | 0.0000% | $925615.00         | $884762.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $1239347.00        | $1228503.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1291202.00        | $1321162.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $1014453.00        | $853845.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 7.0000%  | 0.0000% | $1081271.00        | $1142445.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%  | 0.0000% | $1026345.00        | $851815.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $1041202.00        | $1032668.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $5727424.00        | $4363514.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 4.5000%  | 0.0000% | $1239014.00        | $1101924.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 7.0000%  | 0.0000% | $1079024.00        | $843317.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-01-01      | 4.0000%  | 0.0000% | $5000000.00        | $796185.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-09-01      | 4.0000%  | 0.0000% | $5710319.00        | $777339.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-09-01      | 4.0000%  | 0.0000% | $3615289.00        | $588936.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.5000%  | 0.0000% | $5899162.00        | $1136893.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.5000%  | 0.0000% | $2800000.00        | $635734.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-01-01      | 4.0000%  | 0.0000% | $2278439.00        | $474276.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 3.5000%  | 0.0000% | $7786739.00        | $1602126.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-07-01      | 3.5000%  | 0.0000% | $1883936.00        | $415492.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 3.5000%  | 0.0000% | $2611307.00        | $590877.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 3.5000%  | 0.0000% | $6600576.00        | $1035059.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 4.0000%  | 0.0000% | $12000000.00       | $827751.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-06-01      | 4.5000%  | 0.0000% | $19294216.00       | $734848.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-01-01      | 4.5000%  | 0.0000% | $45969333.00       | $2485628.00        | Agency Mortgage-Backed Securities   |

### Security 340: DEUTSCHE BANK SECURITIES INC.

- **C.1 - Title:** DEUTSCHE BANK SECURITIES INC. 3.620000%
- **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: TPR108D6B, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: TPR108D6B779156DEU
- **C.18 - Value (incl. sponsor support):** $2900000000.00
- **C.18.a - Value (excl. sponsor support):** $2900000000.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 7/8 TRIN A 36 | 2036-01-15      | 1.8750%  | 0.0000% | $853293700.00      | $859026939.00      | U.S. Treasuries (including strips) |
| 2 1/8 TRIN A 35 | 2035-01-15      | 2.1250%  | 0.0000% | $178474900.00      | $190369265.00      | U.S. Treasuries (including strips) |
| 1 3/8 TRIN D 33 | 2033-07-15      | 1.3750%  | 0.0000% | $366820200.00      | $390197185.00      | U.S. Treasuries (including strips) |
| 0 1/8 TRIN X 27 | 2027-04-15      | 0.1250%  | 0.0000% | $311204300.00      | $360250012.00      | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27 | 2027-07-15      | 0.3750%  | 0.0000% | $312153200.00      | $419171344.00      | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 56   | 2056-02-15      | 2.3750%  | 0.0000% | $18113500.00       | $17264965.00       | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 55   | 2055-02-15      | 2.3750%  | 0.0000% | $9515800.00        | $9308970.00        | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 54   | 2054-02-15      | 2.1250%  | 0.0000% | $14406300.00       | $13743962.00       | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53   | 2053-02-15      | 1.5000%  | 0.0000% | $23289500.00       | $19927460.00       | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 52   | 2052-02-15      | 0.1250%  | 0.0000% | $47290800.00       | $29288111.00       | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51   | 2051-02-15      | 0.1250%  | 0.0000% | $57532700.00       | $38903926.00       | U.S. Treasuries (including strips) |
| 0 1/4 TRIB 50   | 2050-02-15      | 0.2500%  | 0.0000% | $14895700.00       | $10877939.00       | U.S. Treasuries (including strips) |
| 1 TRIB 49       | 2049-02-15      | 1.0000%  | 0.0000% | $16547100.00       | $15463810.00       | U.S. Treasuries (including strips) |
| 1 TRIB 48       | 2048-02-15      | 1.0000%  | 0.0000% | $74613600.00       | $72212428.00       | U.S. Treasuries (including strips) |
| 0 7/8 TRIB 47   | 2047-02-15      | 0.8750%  | 0.0000% | $65945500.00       | $64389882.00       | U.S. Treasuries (including strips) |
| 1 TRIB 46       | 2046-02-15      | 1.0000%  | 0.0000% | $52933400.00       | $55024954.00       | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 45   | 2045-02-15      | 0.7500%  | 0.0000% | $77456400.00       | $78359461.00       | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44   | 2044-02-15      | 1.3750%  | 0.0000% | $96316200.00       | $113494120.00      | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43   | 2043-02-15      | 0.6250%  | 0.0000% | $13729100.00       | $14608230.00       | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 42   | 2042-02-15      | 0.7500%  | 0.0000% | $53190000.00       | $60232612.00       | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 41   | 2041-02-15      | 2.1250%  | 0.0000% | $50530300.00       | $74265913.00       | U.S. Treasuries (including strips) |
| 1 3/4 TRIB 28   | 2028-01-15      | 1.7500%  | 0.0000% | $29908500.00       | $47696003.00       | U.S. Treasuries (including strips) |
| 3 7/8 TRIB 29   | 2029-04-15      | 3.8750%  | 0.0000% | $1823100.00        | $3922512.00        | U.S. Treasuries (including strips) |

### Security 341: RBC DOMINION SECURITIES INC.

- **C.1 - Title:** RBC DOMINION SECURITIES INC. 3.620000%
- **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: TPR108D6F, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: TPR108D6F7791565RB
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.0000%  | 0.0000% | $1000.00           | $998.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.5000%  | 0.0000% | $1008.00           | $1022.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $960.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.5000%  | 0.0000% | $1030.00           | $1045.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $853.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.5000%  | 0.0000% | $1008.00           | $908.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $2024.00           | $1713.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $857.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.5000%  | 0.0000% | $15084483.00       | $9945148.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $1120.00           | $934.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $681.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $2024.00           | $1438.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $929.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $915.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $801.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.0000%  | 0.0000% | $1024.00           | $725.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $717.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 4.5000%  | 0.0000% | $1008.00           | $975.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $3000.00           | $3041.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 4.5000%  | 0.0000% | $1008.00           | $982.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $1008.00           | $1037.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $1017.00           | $1000.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 4.5000%  | 0.0000% | $1024.00           | $986.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.0000%  | 0.0000% | $1023.00           | $964.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1010.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1003.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1045.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1008.00           | $1051.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $1008.00           | $1016.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $2067296.00        | $1967322.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $997.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $968.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 2.5000%  | 0.0000% | $1000.00           | $835.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.0000%  | 0.0000% | $1024.00           | $1019.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $886.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-11-01      | 3.0000%  | 0.0000% | $1024.00           | $885.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $980.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $870.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $933.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $1068.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $938.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $1024.00           | $729.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $883.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $935.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $1008.00           | $872.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $840.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 5.5000%  | 0.0000% | $1120.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $824.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1056.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.0000%  | 0.0000% | $1008.00           | $982.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $702.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1040.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $926.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 7.0000%  | 0.0000% | $1000.00           | $726.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $957.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $737.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $741.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $829.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $910.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $890.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 4.0000%  | 0.0000% | $1000.00           | $911.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $811.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $464.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $597.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.0000%  | 0.0000% | $3990152.00        | $3872350.00        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.00           | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $984.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 4.5000%  | 0.0000% | $1024.00           | $983.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.5000%  | 0.0000% | $1024.00           | $973.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.0000%  | 0.0000% | $1024.00           | $1011.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 6.5000%  | 0.0000% | $1021.00           | $1054.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 6.5000%  | 0.0000% | $1280.00           | $1199.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $1120.00           | $1066.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $15624192.00       | $12061165.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $1186.00           | $1176.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.5000%  | 0.0000% | $1292.00           | $1314.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1038.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $960.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $1356.00           | $1327.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $1248.00           | $1230.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $1040.00           | $1024.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $31138.00          | $29289.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $921.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $881.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $981.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $896.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 5.0000%  | 0.0000% | $1008.00           | $934.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.5000%  | 0.0000% | $2016.00           | $1535.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.0000%  | 0.0000% | $1030.00           | $575.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 5.5000%  | 0.0000% | $1000.00           | $707.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $4072.00           | $2971.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.5000%  | 0.0000% | $5061.00           | $3852.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $7041.00           | $7267.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 3.5000%  | 0.0000% | $1000.00           | $879.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1037.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $910.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1011.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1020.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.5000%  | 0.0000% | $1000.00           | $1029.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1046.00           | Agency Mortgage-Backed Securities  |
| GNII SF CH8922 C                         | 2051-09-20      | 3.5000%  | 0.0000% | $1110.00           | $802.00            | Agency Mortgage-Backed Securities  |
| GNII SF BO1554 C                         | 2049-06-20      | 4.0000%  | 0.0000% | $1000.00           | $208.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA9727 M                         | 2054-06-20      | 6.5000%  | 0.0000% | $1000.00           | $400.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA9726 M                         | 2054-06-20      | 6.0000%  | 0.0000% | $1000.00           | $557.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA9540 M                         | 2054-03-20      | 5.0000%  | 0.0000% | $5000.00           | $4039.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA9489 M                         | 2054-02-20      | 6.0000%  | 0.0000% | $4000.00           | $1955.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA9487 M                         | 2054-02-20      | 5.0000%  | 0.0000% | $3400.00           | $2705.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA9422 M                         | 2054-01-20      | 5.0000%  | 0.0000% | $1024.00           | $865.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA9173 M                         | 2053-09-20      | 6.5000%  | 0.0000% | $3009.00           | $1145.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA9017 M                         | 2053-07-20      | 5.5000%  | 0.0000% | $8327.00           | $5676.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA9849 M                         | 2054-08-20      | 4.5000%  | 0.0000% | $3359.00           | $3065.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA8571 M                         | 2053-01-20      | 6.0000%  | 0.0000% | $1000.00           | $459.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA8569 M                         | 2053-01-20      | 5.0000%  | 0.0000% | $1000.00           | $699.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA8567 M                         | 2053-01-20      | 4.0000%  | 0.0000% | $4899.00           | $3558.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA8349 M                         | 2052-10-20      | 5.5000%  | 0.0000% | $2679.00           | $1674.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA8269 M                         | 2052-09-20      | 5.0000%  | 0.0000% | $2086.00           | $1450.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA8202 M                         | 2052-08-20      | 5.0000%  | 0.0000% | $4071.00           | $2814.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA8101 M                         | 2052-06-20      | 4.5000%  | 0.0000% | $3072.00           | $2123.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA8876 M                         | 2053-05-20      | 4.0000%  | 0.0000% | $1000.00           | $750.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA7939 M                         | 2052-03-20      | 4.0000%  | 0.0000% | $1820.00           | $1130.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA7938 M                         | 2052-03-20      | 3.5000%  | 0.0000% | $2018.00           | $1302.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA7828 M                         | 2052-01-20      | 3.0000%  | 0.0000% | $3000.00           | $1788.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA7736 M                         | 2036-12-20      | 1.5000%  | 0.0000% | $2000.00           | $947.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA8045 M                         | 2052-05-20      | 4.0000%  | 0.0000% | $1000.00           | $676.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA7990 M                         | 2052-04-20      | 4.0000%  | 0.0000% | $5120.00           | $3379.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA7989 M                         | 2052-04-20      | 3.5000%  | 0.0000% | $2048.00           | $1335.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA6867 M                         | 2050-09-20      | 3.5000%  | 0.0000% | $1000.00           | $270.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1041.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $991.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $805.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 6.5000%  | 0.0000% | $2016.00           | $961.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $714.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-10-01      | 2.0000%  | 0.0000% | $11956000.00       | $6177435.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $220558.00         | $99761.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $6311840.00        | $1150076.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 3.0000%  | 0.0000% | $1008.00           | $740.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $912.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $600.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.5000%  | 0.0000% | $1024.00           | $829.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.0000%  | 0.0000% | $1043.00           | $663.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 3.0000%  | 0.0000% | $1000.00           | $377.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-03-01      | 4.0000%  | 0.0000% | $1000.00           | $210.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $813.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $185.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $1052.00           | $173.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 3.0000%  | 0.0000% | $1000.00           | $256.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-08-01      | 3.5000%  | 0.0000% | $1000.00           | $60.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 3.0000%  | 0.0000% | $1000.00           | $130.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-20      | 4.0000%  | 0.0000% | $1000.00           | $115.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-01-20      | 6.0000%  | 0.0000% | $1000.00           | $30.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-02-15      | 4.5000%  | 0.0000% | $1000.00           | $102.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-11-20      | 4.5000%  | 0.0000% | $1000.00           | $43.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-11-20      | 4.5000%  | 0.0000% | $1000.00           | $46.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-05-15      | 4.0000%  | 0.0000% | $1000.00           | $122.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1000.00           | $996.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1000.00           | $1002.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1013.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $996.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1042.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1000.00           | $995.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1000.00           | $995.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-02-20      | 5.5000%  | 0.0000% | $1001.00           | $1031.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 6.5000%  | 0.0000% | $1000.00           | $772.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $2000.00           | $1609.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1027.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.5000%  | 0.0000% | $1008.00           | $482.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $755.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $903.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $996.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $972.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $481.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $3466032.00        | $2455856.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $205.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $596.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $255.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $969.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $660.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 7.0000%  | 0.0000% | $1000.00           | $1057.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $897.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $666.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.5000%  | 0.0000% | $38061537.00       | $22644244.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $751.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $1325.00           | $913.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $822.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $525.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $830.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $667.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 3.5000%  | 0.0000% | $379291.00         | $95782.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $1221.00           | $246.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $1975.00           | $1754.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $802.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $612.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $186.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $882.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $290.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $170.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 3.0000%  | 0.0000% | $28880031.00       | $4909586.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-09-01      | 3.0000%  | 0.0000% | $3007.00           | $380.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $714.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 5.5000%  | 0.0000% | $1008.00           | $814.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $1057.00           | $810.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-01-01      | 3.5000%  | 0.0000% | $1015.00           | $364.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-03-01      | 2.0000%  | 0.0000% | $1000.00           | $854.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $183.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-01-01      | 3.5000%  | 0.0000% | $1015.00           | $167.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-07-01      | 2.5000%  | 0.0000% | $38395.00          | $3258.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-02-01      | 4.5000%  | 0.0000% | $1596.00           | $450.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-06-01      | 3.5000%  | 0.0000% | $1000.00           | $77.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 6.5000%  | 0.0000% | $1000.00           | $29.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 3.5000%  | 0.0000% | $1026.00           | $935.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $983.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 4.5000%  | 0.0000% | $1024.00           | $984.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-04-01      | 4.5000%  | 0.0000% | $1008.00           | $982.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $1040.00           | $1006.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-11-01      | 5.5000%  | 0.0000% | $1000.00           | $914.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $1200.00           | $914.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $875.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 4.0000%  | 0.0000% | $1024.00           | $916.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $787.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $862.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-11-01      | 6.0000%  | 0.0000% | $1000.00           | $505.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $605.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $409.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $7200.00           | $5269.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $471.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $78.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-01-01      | 2.5000%  | 0.0000% | $1907.00           | $66.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $1203770.00        | $1185667.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 2.5000%  | 0.0000% | $1000.00           | $717.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $777.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $1024.00           | $783.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.0000%  | 0.0000% | $1024.00           | $912.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $749.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $1041.00           | $616.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-11-01      | 3.0000%  | 0.0000% | $1024.00           | $703.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 6.0000%  | 0.0000% | $1024.00           | $881.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $728.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $720.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $708.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $711.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $761.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $1120.00           | $759.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $618.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $622.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $143.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1034.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $853.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $1802960.00        | $1796931.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $927.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $935.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $912.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $929.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $905.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 4.5000%  | 0.0000% | $1024.00           | $907.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA6818 M                         | 2050-08-20      | 2.0000%  | 0.0000% | $1000.00           | $411.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA7195 M                         | 2051-02-20      | 3.5000%  | 0.0000% | $3000.00           | $1076.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA5931 M                         | 2049-05-20      | 4.0000%  | 0.0000% | $37272.00          | $2877.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA5875 M                         | 2049-04-20      | 3.5000%  | 0.0000% | $1116.00           | $97.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA5820 M                         | 2049-03-20      | 5.5000%  | 0.0000% | $3009.00           | $227.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA5596 M                         | 2048-11-20      | 4.5000%  | 0.0000% | $1018.00           | $71.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA5595 M                         | 2048-11-20      | 4.0000%  | 0.0000% | $1000.00           | $86.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA5529 M                         | 2048-10-20      | 4.5000%  | 0.0000% | $6400.00           | $462.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA5528 M                         | 2048-10-20      | 4.0000%  | 0.0000% | $4122.00           | $355.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA5466 M                         | 2048-09-20      | 4.0000%  | 0.0000% | $3593.00           | $316.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA5195 M                         | 2048-05-20      | 5.5000%  | 0.0000% | $1000.00           | $70.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA5137 M                         | 2048-04-20      | 4.0000%  | 0.0000% | $4094.00           | $305.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA4901 M                         | 2047-12-20      | 4.0000%  | 0.0000% | $2000.00           | $203.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA4511 M                         | 2047-06-20      | 4.0000%  | 0.0000% | $3070.00           | $280.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA4511 M                         | 2047-06-20      | 4.0000%  | 0.0000% | $2058.00           | $187.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA5399 M                         | 2048-08-20      | 4.5000%  | 0.0000% | $1011.00           | $76.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA3664 M                         | 2046-05-20      | 4.0000%  | 0.0000% | $5018.00           | $445.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA4383 M                         | 2047-04-20      | 4.0000%  | 0.0000% | $3016.00           | $252.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA3454 M                         | 2046-02-20      | 3.5000%  | 0.0000% | $3033.00           | $277.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA2754 M                         | 2045-04-20      | 3.5000%  | 0.0000% | $1001.00           | $69.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA2753 M                         | 2045-04-20      | 3.0000%  | 0.0000% | $1000.00           | $84.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA3597 M                         | 2046-04-20      | 3.5000%  | 0.0000% | $1100.00           | $108.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA3522 M                         | 2046-03-20      | 4.0000%  | 0.0000% | $4002.00           | $321.00            | Agency Mortgage-Backed Securities  |
| GNII SF AB9088 C                         | 2042-10-20      | 3.0000%  | 0.0000% | $4002.00           | $486.00            | Agency Mortgage-Backed Securities  |
| GNMI SF 778869 X                         | 2042-02-15      | 4.0000%  | 0.0000% | $1005.00           | $76.00             | Agency Mortgage-Backed Securities  |
| TINT 02/15/35                            | 2035-02-15      | 0.0000%  | 0.0000% | $122.00            | $83.00             | U.S. Treasuries (including strips) |
| TINT 08/15/34                            | 2034-08-15      | 0.0000%  | 0.0000% | $254.00            | $177.00            | U.S. Treasuries (including strips) |
| TINT 02/15/34                            | 2034-02-15      | 0.0000%  | 0.0000% | $55.00             | $39.00             | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                          | 2029-04-30      | 4.6250%  | 0.0000% | $7000.00           | $7134.00           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                          | 2033-08-15      | 3.8750%  | 0.0000% | $2334300.00        | $2300038.00        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                          | 2033-02-15      | 3.5000%  | 0.0000% | $28306300.00       | $27332296.00       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                            | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $90.00             | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44                            | 2044-02-15      | 4.5000%  | 0.0000% | $915000.00         | $879897.00         | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                            | 2043-05-15      | 3.8750%  | 0.0000% | $93500.00          | $82472.00          | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                            | 2053-02-15      | 3.6250%  | 0.0000% | $400.00            | $322.00            | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41                            | 2041-05-15      | 2.2500%  | 0.0000% | $248200.00         | $180270.00         | U.S. Treasuries (including strips) |
| 3 BOND 48                                | 2048-02-15      | 3.0000%  | 0.0000% | $80000.00          | $59201.00          | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45                            | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $75.00             | U.S. Treasuries (including strips) |
| 3 TPRN 49                                | 2049-02-15      | 0.0000%  | 0.0000% | $200.00            | $63.00             | U.S. Treasuries (including strips) |
| 2 3/4 TPRN 47                            | 2047-08-15      | 0.0000%  | 0.0000% | $4100.00           | $1389.00           | U.S. Treasuries (including strips) |
| BILL 06/18/26                            | 2026-06-18      | 0.0000%  | 0.0000% | $2500800.00        | $2496519.00        | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.00           | Agency Mortgage-Backed Securities  |

### Security 342: HSBC SECURITIES (USA) INC.

- **C.1 - Title:** HSBC SECURITIES (USA) INC. 3.620000%
- **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: TPR108D72, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: TPR108D727791561HS
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                              | 2056-01-01      | 5.0000%  | 0.0000% | $2976880.00        | $2923670.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.5000%  | 0.0000% | $11506720.00       | $9024163.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $7191.00           | $6580.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $34402496.00       | $34292227.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $1260360.00        | $1252663.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.0000%  | 0.0000% | $10442.00          | $9542.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $18749728.00       | $16479856.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 7.0000%  | 0.0000% | $3047136.00        | $3278241.00        | Agency Mortgage-Backed Securities   |
| 1.60 FHOR 20-30 HN                       | 2030-05-14      | 1.6000%  | 0.0000% | $10000000.00       | $8339519.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 6.5000%  | 0.0000% | $1901960.00        | $1991684.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.5000%  | 0.0000% | $3262272.00        | $2893527.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 6.0000%  | 0.0000% | $3183040.00        | $2100577.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $165000.00         | $105631.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.0000%  | 0.0000% | $5249824.00        | $3518765.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1843242.00        | $1537668.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $2799132.00        | $1870057.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.0000%  | 0.0000% | $97999.00          | $47853.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 2.5000%  | 0.0000% | $85000.00          | $33925.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 3.5000%  | 0.0000% | $270737.00         | $78079.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 7.0000%  | 0.0000% | $311214.00         | $330301.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.5000%  | 0.0000% | $721199.00         | $498385.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.5000%  | 0.0000% | $1963600.00        | $2055296.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 7.0000%  | 0.0000% | $1524526.00        | $436405.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 7.0000%  | 0.0000% | $1781712.00        | $269045.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 5.5000%  | 0.0000% | $4067880.00        | $28478.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-03-23      | 0.0000%  | 0.0000% | $8212000.00        | $7625598.00        | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 2.5000%  | 0.0000% | $6970999.00        | $3744987.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-12-20      | 4.2500%  | 0.0000% | $911660.00         | $268978.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-02-15      | 4.0000%  | 0.0000% | $293846.00         | $34997.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-20      | 4.5000%  | 0.0000% | $1042978.00        | $36422.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-20      | 4.5000%  | 0.0000% | $999968.00         | $33196.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-20      | 6.5000%  | 0.0000% | $2214988.00        | $30693.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-20      | 6.0000%  | 0.0000% | $99995613.00       | $90780.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-06-20      | 4.0000%  | 0.0000% | $385000.00         | $25355.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $4516440.00        | $4709602.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $200251.00         | $212665.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 7.0000%  | 0.0000% | $1143594.00        | $1218708.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.5000%  | 0.0000% | $201628.00         | $216313.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.0000%  | 0.0000% | $2663612.00        | $2785927.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1299704.00        | $1342542.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.0000%  | 0.0000% | $380186.00         | $393123.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.0000%  | 0.0000% | $20396.00          | $19801.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 5.0000%  | 0.0000% | $200000.00         | $176153.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.5000%  | 0.0000% | $170000.00         | $133973.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $434937.00         | $457561.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $555206.00         | $563853.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $3053272.00        | $3286764.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $11464.00          | $12023.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 7.5000%  | 0.0000% | $596804.00         | $646748.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $3800680.00        | $3911885.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $25095776.00       | $23607664.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $1690394.00        | $1778345.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $1875970.00        | $1974940.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $8017280.00        | $7798180.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.0000%  | 0.0000% | $5884760.00        | $5362688.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.5000%  | 0.0000% | $4316728.00        | $4117049.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.0000%  | 0.0000% | $4038648.00        | $4127927.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.5000%  | 0.0000% | $9139104.00        | $8168310.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 6.5000%  | 0.0000% | $1638032.00        | $1031822.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 6.5000%  | 0.0000% | $130989.00         | $27445.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.5000%  | 0.0000% | $3947520.00        | $4165997.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-15      | 7.5000%  | 0.0000% | $3287036.00        | $3357269.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 8.0000%  | 0.0000% | $1270744.00        | $1352759.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-15      | 7.0000%  | 0.0000% | $8327136.00        | $8559284.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-15      | 6.0000%  | 0.0000% | $902326.00         | $937429.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 6.5000%  | 0.0000% | $628084.00         | $623090.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.5000%  | 0.0000% | $3000000.00        | $2202074.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.0000%  | 0.0000% | $200000.00         | $108000.00         | Agency Mortgage-Backed Securities   |
| GNII SF CF7009 C                         | 2051-07-20      | 3.0000%  | 0.0000% | $1747814.00        | $1215651.00        | Agency Mortgage-Backed Securities   |
| GNII SF BQ2091 C                         | 2051-03-20      | 2.5000%  | 0.0000% | $5824990.00        | $3617295.00        | Agency Mortgage-Backed Securities   |
| GNII SF CP7152 C                         | 2053-03-20      | 6.5000%  | 0.0000% | $443642.00         | $418521.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA9103 M                         | 2053-08-20      | 4.0000%  | 0.0000% | $17000.00          | $13425.00          | Agency Mortgage-Backed Securities   |
| GNII SF MA9850 M                         | 2054-08-20      | 5.0000%  | 0.0000% | $1047064.00        | $890685.00         | Agency Mortgage-Backed Securities   |
| GNII SF MA8429 M                         | 2052-11-20      | 5.5000%  | 0.0000% | $10771.00          | $6868.00           | Agency Mortgage-Backed Securities   |
| GNII SF MA5765 M                         | 2049-02-20      | 5.0000%  | 0.0000% | $298000.00         | $18158.00          | Agency Mortgage-Backed Securities   |
| GNII SF MA4127 M                         | 2046-12-20      | 3.5000%  | 0.0000% | $265000.00         | $34563.00          | Agency Mortgage-Backed Securities   |
| GNII SF MA4451 M                         | 2047-05-20      | 3.5000%  | 0.0000% | $382333.00         | $41455.00          | Agency Mortgage-Backed Securities   |
| GNII SF MA1064 M                         | 2028-06-20      | 2.5000%  | 0.0000% | $3000000.00        | $66819.00          | Agency Mortgage-Backed Securities   |
| GNII SF AB9897 C                         | 2043-04-20      | 3.5000%  | 0.0000% | $1100000.00        | $63765.00          | Agency Mortgage-Backed Securities   |
| GNII SF 795300 C                         | 2042-11-20      | 3.0000%  | 0.0000% | $665000.00         | $85098.00          | Agency Mortgage-Backed Securities   |
| 6.15 TVPR 38 B                           | 2038-01-15      | 0.0000%  | 0.0000% | $1175000.00        | $657864.00         | Agency Debentures and Agency Strips |
| 2.75 FCOR 23-37 AF                       | 2037-02-02      | 2.7500%  | 0.0000% | $2491000.00        | $2100069.00        | Agency Debentures and Agency Strips |
| 2.82 FCOR 23-42 E                        | 2042-01-24      | 2.8200%  | 0.0000% | $20337000.00       | $15513199.00       | Agency Debentures and Agency Strips |
| 2.59 FCOR 26-41 Y                        | 2041-12-30      | 2.5900%  | 0.0000% | $18750000.00       | $13952639.00       | Agency Debentures and Agency Strips |
| 2.92 FCOR 22-41 X                        | 2041-12-16      | 2.9200%  | 0.0000% | $38840000.00       | $30232905.00       | Agency Debentures and Agency Strips |
| 2.69 FCOR 22-41 U                        | 2041-11-29      | 2.6900%  | 0.0000% | $5000000.00        | $3718890.00        | Agency Debentures and Agency Strips |
| 2.48 FCOR 22-36 BG                       | 2036-11-17      | 2.4800%  | 0.0000% | $17694000.00       | $14429097.00       | Agency Debentures and Agency Strips |
| 2.34 FCOR 22-36 BE                       | 2036-10-14      | 2.3400%  | 0.0000% | $11136000.00       | $9008200.00        | Agency Debentures and Agency Strips |
| 3.75 FCSB 30 CA                          | 2030-01-25      | 3.7500%  | 0.0000% | $20000000.00       | $20026433.00       | Agency Debentures and Agency Strips |
| 2.40 FCOR 22-41 P                        | 2041-09-16      | 2.4000%  | 0.0000% | $8686000.00        | $6267598.00        | Agency Debentures and Agency Strips |
| 2.23 FCOR 21-35 AH                       | 2035-03-12      | 2.2300%  | 0.0000% | $3055000.00        | $2545581.00        | Agency Debentures and Agency Strips |
| 4.08 FCOR 23-38 S                        | 2038-09-20      | 4.0800%  | 0.0000% | $2982000.00        | $2742695.00        | Agency Debentures and Agency Strips |
| 3.43 FCSB 45 A                           | 2045-04-06      | 3.4300%  | 0.0000% | $1842000.00        | $1432283.00        | Agency Debentures and Agency Strips |
| 2.08 FHOR 21-45 X                        | 2045-09-25      | 2.0800%  | 0.0000% | $2000000.00        | $1244910.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.0000%  | 0.0000% | $6121840.00        | $3665601.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.5000%  | 0.0000% | $300000.00         | $115448.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 4.0000%  | 0.0000% | $35000.00          | $5843.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 4.5000%  | 0.0000% | $25000000.00       | $4354636.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 4.0000%  | 0.0000% | $2110000.00        | $254147.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $6897312.00        | $6883282.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 4.0000%  | 0.0000% | $9000.00           | $7533.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 4.5000%  | 0.0000% | $1057600.00        | $1020576.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $1828700.00        | $1811052.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $11000.00          | $7063.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 5.5000%  | 0.0000% | $13000.00          | $6631.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-06-01      | 2.0000%  | 0.0000% | $500000.00         | $146717.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-01-01      | 3.0000%  | 0.0000% | $838004.00         | $115658.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-10-01      | 4.0000%  | 0.0000% | $7065424.00        | $720154.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-05-01      | 3.5000%  | 0.0000% | $1133000.00        | $170966.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $599720.00         | $444722.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $44161.00          | $34024.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-02-01      | 4.5000%  | 0.0000% | $241895.00         | $165353.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.5000%  | 0.0000% | $300000.00         | $200158.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $896993.00         | $539118.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $3660324.00        | $2474877.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $158952.00         | $112092.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 4.0000%  | 0.0000% | $56000.00          | $33421.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $1221900.00        | $1269482.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.0000%  | 0.0000% | $11571760.00       | $10384223.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $818775.00         | $680355.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $1218074.00        | $978803.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $375452.00         | $279126.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.5000%  | 0.0000% | $1486900.00        | $793245.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-07-13      | 2.2200%  | 0.0000% | $102763000.00      | $76179000.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-09-01      | 5.0000%  | 0.0000% | $3572996.00        | $3050045.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-12-01      | 3.5000%  | 0.0000% | $1253710.00        | $950211.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 7.0000%  | 0.0000% | $1008906.00        | $752283.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $1761868.00        | $1518553.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $2716808.00        | $1552832.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 7.0000%  | 0.0000% | $4946656.00        | $3712773.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $1588248.00        | $1422514.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 7.0000%  | 0.0000% | $1123734.00        | $914752.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 7.5000%  | 0.0000% | $1060070.00        | $411884.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 7.0000%  | 0.0000% | $7984984.00        | $4672155.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 7.0000%  | 0.0000% | $6001.00           | $5201.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 2.5000%  | 0.0000% | $4717824.00        | $2682132.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.0000%  | 0.0000% | $2457140.00        | $2003326.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.5000%  | 0.0000% | $468814.00         | $219734.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 4.5000%  | 0.0000% | $10000.00          | $7839.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.0000%  | 0.0000% | $50000.00          | $33909.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $8000.00           | $5158.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.5000%  | 0.0000% | $54000.00          | $34058.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.0000%  | 0.0000% | $16000.00          | $10043.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $60594.00          | $47420.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.0000%  | 0.0000% | $10645840.00       | $7613079.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.5000%  | 0.0000% | $119997.00         | $87040.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-05-01      | 2.0000%  | 0.0000% | $1000000.00        | $454007.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-06-01      | 3.5000%  | 0.0000% | $49492.00          | $25730.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-03-01      | 2.5000%  | 0.0000% | $32166528.00       | $22502846.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-03-01      | 3.5000%  | 0.0000% | $3500000.00        | $476858.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-10-01      | 4.5000%  | 0.0000% | $26947.00          | $5331.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-04-01      | 2.5000%  | 0.0000% | $785000.00         | $54127.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-11-01      | 3.0000%  | 0.0000% | $7498000.00        | $74813.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-11-01      | 4.0000%  | 0.0000% | $12220640.00       | $3386363.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-12-01      | 4.0000%  | 0.0000% | $5563024.00        | $313746.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-09-01      | 4.5000%  | 0.0000% | $2932040.00        | $25695.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-04-01      | 5.5000%  | 0.0000% | $473000.00         | $309310.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-10-01      | 5.0000%  | 0.0000% | $9000.00           | $5043.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.0000%  | 0.0000% | $7813000.00        | $4803760.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $20000.00          | $13962.00          | Agency Mortgage-Backed Securities   |

### Security 343: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 3.620000%
- **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: TPR108D74, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: TPR108D74779156ING
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.5000%  | 0.0000% | $3104.00           | $2683.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.5000%  | 0.0000% | $11434240.00       | $10807328.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $1441306.00        | $1194345.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $3356476.00        | $2887409.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.0000%  | 0.0000% | $10345248.00       | $9130171.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-07-01      | 5.0000%  | 0.0000% | $5074552.00        | $526637.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | 0.0000% | $19068288.00       | $14434295.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-11-01      | 4.0000%  | 0.0000% | $6464790.00        | $1792215.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | 0.0000% | $2024.00           | $1595.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 3.5000%  | 0.0000% | $1431390.00        | $168808.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.5000%  | 0.0000% | $31856448.00       | $13431407.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-09-01      | 4.2500%  | 0.0000% | $30547000.00       | $29874494.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 4.5000%  | 0.0000% | $19673024.00       | $13201369.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 7.0000%  | 0.0000% | $1996.00           | $1884.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 4.0000%  | 0.0000% | $15247440.00       | $2455424.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 7.0000%  | 0.0000% | $2387036.00        | $2086820.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 7.0000%  | 0.0000% | $1001.00           | $1068.00           | Agency Mortgage-Backed Securities |

### Security 344: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.620000%
- **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: TPR108D78, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR108D787791562CG
- **C.18 - Value (incl. sponsor support):** $687125000.00
- **C.18.a - Value (excl. sponsor support):** $687125000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 4.5000%  | 0.0000% | $191903752.00      | $185125711.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $196317.00         | $194397.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 4.5000%  | 0.0000% | $525112197.00      | $505628398.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $10037141.00       | $9914282.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 4.5000%  | 0.0000% | $3966.00           | $3812.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 3.5000%  | 0.0000% | $1000.00           | $900.00            | Agency Mortgage-Backed Securities |

### Security 345: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 3.620000%
- **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: TPR108D7C, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR108D7C7791562JP
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-04-01      | 6.0000%  | 0.0000% | $1421324.00        | $458113.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2057-06-01      | 4.0000%  | 0.0000% | $3714000.00        | $964813.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.5000%  | 0.0000% | $9918064.00        | $9383182.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $3457316.00        | $3255519.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $13066192.00       | $11372108.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $1319906.00        | $1166984.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-08-01      | 5.5000%  | 0.0000% | $1027252.00        | $470324.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $1458700.00        | $1309994.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 6.5000%  | 0.0000% | $10821552.00       | $1287316.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-01-01      | 5.5000%  | 0.0000% | $4151360.00        | $239892.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-01-01      | 5.5000%  | 0.0000% | $1641200.00        | $59269.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-03-15      | 3.0000%  | 0.0000% | $6638768.00        | $1873291.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-06-15      | 3.5000%  | 0.0000% | $28280240.00       | $15913110.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 2.5000%  | 0.0000% | $146000.00         | $81237.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-20      | 3.5000%  | 0.0000% | $616463.00         | $15859.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1679182.00        | $1671976.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 6.5000%  | 0.0000% | $1161722.00        | $1226036.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.0000%  | 0.0000% | $19932320.00       | $20811337.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1302418.00        | $1296830.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.5000%  | 0.0000% | $2510624.00        | $2544052.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 4.5000%  | 0.0000% | $1128776.00        | $1088908.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1463694.00        | $1457415.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.0000%  | 0.0000% | $1817422.00        | $1791881.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1433326.00        | $1497381.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $4622280.00        | $3706849.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $2704052.00        | $2418335.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1053350.00        | $1092386.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.0000%  | 0.0000% | $1145698.00        | $774411.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 5.5000%  | 0.0000% | $1351492.00        | $1348613.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 5.0000%  | 0.0000% | $638480.00         | $610764.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.0000%  | 0.0000% | $1083148.00        | $803787.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.5000%  | 0.0000% | $1393744.00        | $1465513.00        | Agency Mortgage-Backed Securities  |
| GNII SF CD8238 C                         | 2051-05-20      | 2.5000%  | 0.0000% | $2752416.00        | $1596300.00        | Agency Mortgage-Backed Securities  |
| GNMI SF BE6179 X                         | 2047-12-15      | 4.0000%  | 0.0000% | $29851.00          | $6415.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA9608 M                         | 2054-04-20      | 7.0000%  | 0.0000% | $392658.00         | $121847.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA7936 M                         | 2052-03-20      | 2.5000%  | 0.0000% | $571924480.00      | $342853160.00      | Agency Mortgage-Backed Securities  |
| GNII SF MA0699 M                         | 2043-01-20      | 3.5000%  | 0.0000% | $925000.00         | $83539.00          | Agency Mortgage-Backed Securities  |
| 4 5/8 NOTE AP 27                         | 2027-06-15      | 4.6250%  | 0.0000% | $2284800.00        | $2348964.00        | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.5000%  | 0.0000% | $5115472.00        | $5198393.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 6.0000%  | 0.0000% | $2802084.00        | $2920513.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $3144672.00        | $3123247.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $10312896.00       | $10236115.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.0000%  | 0.0000% | $2361344.00        | $2352470.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $7961768.00        | $7889763.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 6.5000%  | 0.0000% | $5888528.00        | $6143466.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 6.0000%  | 0.0000% | $1502668.00        | $1575505.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $3115120.00        | $3059955.00        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-01-01      | 5.5000%  | 0.0000% | $2176920.00        | $2209213.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $1604234.00        | $1534359.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.5000%  | 0.0000% | $20138000.00       | $20442804.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $1291382.00        | $1280297.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $1202414.00        | $1093287.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 7.0000%  | 0.0000% | $2552456.00        | $2116680.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 7.5000%  | 0.0000% | $3100904.00        | $2551831.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $1372864.00        | $1305690.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-02-01      | 6.0000%  | 0.0000% | $2145860.00        | $2197675.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-08-01      | 6.0000%  | 0.0000% | $1054896.00        | $855479.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-09-01      | 2.0000%  | 0.0000% | $734040.00         | $257201.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 2.0000%  | 0.0000% | $23000000.00       | $14167620.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-10-01      | 2.5000%  | 0.0000% | $220000.00         | $57627.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 7.0000%  | 0.0000% | $1894870.00        | $1758739.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 3.0000%  | 0.0000% | $14346688.00       | $8060343.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-12-01      | 2.5000%  | 0.0000% | $2500000.00        | $975526.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-10-01      | 2.5000%  | 0.0000% | $600000.00         | $279943.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 5.0000%  | 0.0000% | $3425000.00        | $3041741.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $70000.00          | $50284.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 7.0000%  | 0.0000% | $8885296.00        | $6508405.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-08-01      | 2.0000%  | 0.0000% | $300000.00         | $149748.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-05-01      | 2.5000%  | 0.0000% | $1508520.00        | $299478.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-12-01      | 3.0000%  | 0.0000% | $88000.00          | $21624.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-09-01      | 4.5000%  | 0.0000% | $275000.00         | $64549.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-12-01      | 5.5000%  | 0.0000% | $322526.00         | $10442.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 4.0000%  | 0.0000% | $1768288.00        | $55709.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 5.5000%  | 0.0000% | $50369664.00       | $50796989.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-01-01      | 5.0000%  | 0.0000% | $818211.00         | $645861.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $363096.00         | $252773.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-09-01      | 6.5000%  | 0.0000% | $189220.00         | $112995.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-07-01      | 5.0000%  | 0.0000% | $930801.00         | $665623.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 2.0000%  | 0.0000% | $10850560.00       | $6273984.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 2.5000%  | 0.0000% | $1819038.00        | $272927.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-05-01      | 2.5000%  | 0.0000% | $850000.00         | $30235.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-06-01      | 3.5000%  | 0.0000% | $44930000.00       | $6933662.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.5000%  | 0.0000% | $849558.00         | $636840.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.5000%  | 0.0000% | $300000.00         | $214815.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 2.0000%  | 0.0000% | $17439648.00       | $14021574.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.0000%  | 0.0000% | $58057152.00       | $57724362.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $34724992.00       | $35178770.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $68471296.00       | $66428139.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 4.5000%  | 0.0000% | $35354304.00       | $33987945.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $1411942.00        | $1401321.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 4.5000%  | 0.0000% | $7024528.00        | $6765309.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $2040760.00        | $2067738.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.5000%  | 0.0000% | $4785240.00        | $4700636.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 6.0000%  | 0.0000% | $1899294.00        | $1966137.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 6.0000%  | 0.0000% | $1187049.00        | $1245066.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 6.0000%  | 0.0000% | $2281072.00        | $2166050.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $2881196.00        | $2906921.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $25000000.00       | $22604352.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%  | 0.0000% | $45965000.00       | $30867743.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $1292856.00        | $697597.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $13000.00          | $8357.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 3.0000%  | 0.0000% | $746055.00         | $439336.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 2.0000%  | 0.0000% | $2000000.00        | $1030936.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 2.5000%  | 0.0000% | $1275000.00        | $409772.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-03-01      | 2.5000%  | 0.0000% | $6630104.00        | $1882301.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $977484.00         | $769608.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.0000%  | 0.0000% | $6616440.00        | $6552069.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 4.5000%  | 0.0000% | $8499824.00        | $8170244.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 4.5000%  | 0.0000% | $1191304.00        | $1149836.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $1233200.00        | $964359.00         | Agency Mortgage-Backed Securities  |

### Security 346: WELLS FARGO SECURITIES, LLC

- **C.1 - Title:** WELLS FARGO SECURITIES, LLC 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR108D83, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: TPR108D837791564WE
- **C.18 - Value (incl. sponsor support):** $365000000.00
- **C.18.a - Value (excl. sponsor support):** $365000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  | 0.0000% | $230200.00         | $235324.00         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  | 0.0000% | $364443700.00      | $372064710.00      | U.S. Treasuries (including strips) |

### Security 347: WELLS FARGO SECURITIES, LLC

- **C.1 - Title:** WELLS FARGO SECURITIES, LLC 3.620000%
- **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: TPR108D88, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: TPR108D887791565WE
- **C.18 - Value (incl. sponsor support):** $2270000000.00
- **C.18.a - Value (excl. sponsor support):** $2270000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | 0.0000% | $270370.00         | $232158.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.0000%  | 0.0000% | $60000.00          | $54064.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $1951985.00        | $1985002.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 4.0000%  | 0.0000% | $713392.00         | $665262.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 4.0000%  | 0.0000% | $1030622.00        | $938790.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 4.5000%  | 0.0000% | $302868.00         | $252047.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1141081.00        | $1120913.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $2063471.00        | $2093018.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $21451014.00       | $20356588.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $1208312.00        | $995808.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $6400000.00        | $5869459.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $4705408.00        | $4431876.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $1442196.00        | $1259682.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $4297803.00        | $4441306.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $13864504.00       | $11561600.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $1096167.00        | $1136831.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.5000%  | 0.0000% | $1532682.00        | $1029039.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.5000%  | 0.0000% | $1539142.00        | $835595.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $5303866.00        | $5282896.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 4.5000%  | 0.0000% | $3029499.00        | $2871984.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.5000%  | 0.0000% | $18026000.00       | $17445005.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 3.5000%  | 0.0000% | $2786055.00        | $2104649.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 7.5000%  | 0.0000% | $1943672.00        | $2090597.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | 0.0000% | $9212524.00        | $8355505.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.0000%  | 0.0000% | $3493354.00        | $2326158.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.5000%  | 0.0000% | $20050138.00       | $12014688.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 4.0000%  | 0.0000% | $3313265.00        | $3033602.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 3.5000%  | 0.0000% | $33867.00          | $30224.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 4.0000%  | 0.0000% | $2912597.00        | $2544438.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $12517413.00       | $11282342.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.0000%  | 0.0000% | $2285000.00        | $746215.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 4.5000%  | 0.0000% | $250000.00         | $43669.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-03-01      | 4.5000%  | 0.0000% | $2081424.00        | $2053481.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-01-01      | 4.0000%  | 0.0000% | $3377077.00        | $3217157.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-01-01      | 5.5000%  | 0.0000% | $2290885.00        | $2246375.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-12-01      | 4.5000%  | 0.0000% | $3060584.00        | $2864645.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-11-01      | 5.0000%  | 0.0000% | $1332997.00        | $1278266.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-05-01      | 5.0000%  | 0.0000% | $1918196.00        | $1938074.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-04-01      | 4.0000%  | 0.0000% | $13355549.00       | $12942848.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-04-01      | 4.5000%  | 0.0000% | $2212087.00        | $2201594.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-08-01      | 5.5000%  | 0.0000% | $2175698.00        | $1585104.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-08-01      | 6.0000%  | 0.0000% | $1024748.00        | $1029501.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-07-01      | 5.0000%  | 0.0000% | $1049618.00        | $985753.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-06-01      | 5.5000%  | 0.0000% | $1050400.00        | $815301.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-07-01      | 5.0000%  | 0.0000% | $1157762.00        | $1131190.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-06-01      | 4.5000%  | 0.0000% | $747515.00         | $709402.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-06-01      | 6.0000%  | 0.0000% | $343281.00         | $340339.00         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3630                   | 2040-05-01      | 6.0000%  | 0.0000% | $1004263.00        | $722413.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-04-01      | 5.5000%  | 0.0000% | $6288634.00        | $4592177.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-04-01      | 5.5000%  | 0.0000% | $3100629.00        | $1907112.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-02-01      | 6.0000%  | 0.0000% | $1499262.00        | $1188142.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-12-01      | 4.0000%  | 0.0000% | $1276001.00        | $1115667.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-03-01      | 2.0000%  | 0.0000% | $1515000.00        | $601640.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-04-01      | 6.0000%  | 0.0000% | $99177.00          | $96730.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-04-01      | 5.5000%  | 0.0000% | $1238625.00        | $870831.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-09-01      | 6.0000%  | 0.0000% | $538103.00         | $444825.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-11-01      | 6.0000%  | 0.0000% | $1667569.00        | $726960.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $31373.00          | $19734.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.5000%  | 0.0000% | $21000.00          | $17967.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-05-01      | 1.5000%  | 0.0000% | $10000000.00       | $3210841.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-06-01      | 4.5000%  | 0.0000% | $3419336.00        | $3422947.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-08-01      | 6.0000%  | 0.0000% | $376500.00         | $273687.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-01-01      | 6.5000%  | 0.0000% | $3739589.00        | $2567612.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-03-01      | 2.5000%  | 0.0000% | $481606.00         | $309852.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-12-01      | 2.0000%  | 0.0000% | $2493666.00        | $1010023.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-06-01      | 5.5000%  | 0.0000% | $9721560.00        | $9852177.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-02-01      | 2.0000%  | 0.0000% | $500000.00         | $305550.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-01-01      | 5.5000%  | 0.0000% | $11764748.00       | $11484544.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-12-01      | 5.0000%  | 0.0000% | $39104007.00       | $37293372.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-09-01      | 6.0000%  | 0.0000% | $652877.00         | $510463.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-08-01      | 5.5000%  | 0.0000% | $1650000.00        | $940725.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $427859.00         | $334848.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-05-01      | 5.5000%  | 0.0000% | $1297349.00        | $1311839.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.0000%  | 0.0000% | $13328443.00       | $13197783.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.0000%  | 0.0000% | $1498930.00        | $1497116.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-05-01      | 6.5000%  | 0.0000% | $1589150.00        | $1670299.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-05-01      | 4.5000%  | 0.0000% | $2251307.00        | $2169382.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-05-01      | 4.5000%  | 0.0000% | $1163917.00        | $1121236.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-05-01      | 5.5000%  | 0.0000% | $1735138.00        | $1755748.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-05-01      | 5.0000%  | 0.0000% | $40839768.00       | $40306723.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-05-01      | 6.5000%  | 0.0000% | $1862334.00        | $1951742.00        | Agency Mortgage-Backed Securities |
| Freddie Mac                            | 2056-05-01      | 6.5000%  | 0.0000% | $1917564.00        | $2008531.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.5000%  | 0.0000% | $7559233.00        | $7663937.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.5000%  | 0.0000% | $24623335.00       | $24365168.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.0000%  | 0.0000% | $8650750.00        | $8479449.00        | Agency Mortgage-Backed Securities |
| Freddie Mac                            | 2056-04-01      | 6.5000%  | 0.0000% | $1007800.00        | $1054611.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 6.5000%  | 0.0000% | $1399128.00        | $1475226.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.5000%  | 0.0000% | $15230329.00       | $15375302.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.0000%  | 0.0000% | $28637612.00       | $27693567.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 6.5000%  | 0.0000% | $1968800.00        | $2051492.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 4.0000%  | 0.0000% | $1013826.00        | $938790.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.0000%  | 0.0000% | $1028260.00        | $1062721.00        | Agency Mortgage-Backed Securities |
| Freddie Mac                            | 2056-02-01      | 7.5000%  | 0.0000% | $1899551.00        | $2034673.00        | Agency Mortgage-Backed Securities |
| Freddie Mac                            | 2056-01-01      | 6.5000%  | 0.0000% | $2121437.00        | $2237685.00        | Agency Mortgage-Backed Securities |
| Freddie Mac                            | 2056-01-01      | 6.5000%  | 0.0000% | $1184828.00        | $1257234.00        | Agency Mortgage-Backed Securities |
| Freddie Mac                            | 2056-01-01      | 5.0000%  | 0.0000% | $1216762.00        | $1032516.00        | Agency Mortgage-Backed Securities |
| Freddie Mac                            | 2055-12-01      | 3.5000%  | 0.0000% | $1753901.00        | $1590111.00        | Agency Mortgage-Backed Securities |
| Freddie Mac                            | 2056-01-01      | 6.0000%  | 0.0000% | $1653422.00        | $1721417.00        | Agency Mortgage-Backed Securities |
| Freddie Mac                            | 2055-12-01      | 4.5000%  | 0.0000% | $902338.00         | $860785.00         | Agency Mortgage-Backed Securities |
| Freddie Mac                            | 2056-01-01      | 5.5000%  | 0.0000% | $1492621.00        | $1519339.00        | Agency Mortgage-Backed Securities |
| Freddie Mac                            | 2056-01-01      | 5.0000%  | 0.0000% | $15227557.00       | $14644834.00       | Agency Mortgage-Backed Securities |
| Freddie Mac                            | 2055-12-01      | 6.0000%  | 0.0000% | $1728793.00        | $1549779.00        | Agency Mortgage-Backed Securities |
| Freddie Mac                            | 2056-01-01      | 6.0000%  | 0.0000% | $2353151.00        | $2423656.00        | Agency Mortgage-Backed Securities |
| Freddie Mac                            | 2055-12-01      | 5.0000%  | 0.0000% | $5963694.00        | $5860361.00        | Agency Mortgage-Backed Securities |
| Freddie Mac                            | 2055-12-01      | 6.0000%  | 0.0000% | $1013650.00        | $1039861.00        | Agency Mortgage-Backed Securities |
| Freddie Mac                            | 2056-01-01      | 6.5000%  | 0.0000% | $3679258.00        | $3854467.00        | Agency Mortgage-Backed Securities |
| Freddie Mac                            | 2056-01-01      | 5.5000%  | 0.0000% | $17352297.00       | $17360405.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 4.5000%  | 0.0000% | $500020.00         | $478567.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.0000%  | 0.0000% | $1867685.00        | $1930844.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-05-01      | 4.5000%  | 0.0000% | $15731570.00       | $15490035.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-03-01      | 3.5000%  | 0.0000% | $16884111.00       | $15910046.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-01-01      | 3.5000%  | 0.0000% | $71606292.00       | $66270429.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-07-01      | 4.0000%  | 0.0000% | $751020.00         | $661441.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $227927957.00      | $221482846.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $725000.00         | $681683.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 3.5000%  | 0.0000% | $1000.00           | $893.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $14000.00          | $12443.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 4.0000%  | 0.0000% | $116201463.00      | $104854963.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 6.0000%  | 0.0000% | $5763309.00        | $5871843.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $26522729.00       | $25470754.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $7283000.00        | $7155821.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $67550000.00       | $66135276.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1871578.00        | $1465166.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 3.0000%  | 0.0000% | $901518.00         | $767191.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 5.5000%  | 0.0000% | $3434777.00        | $2516030.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.0000%  | 0.0000% | $1000000.00        | $845720.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.0000%  | 0.0000% | $14180787.00       | $12289532.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | 0.0000% | $871000.00         | $476165.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 4.0000%  | 0.0000% | $10767288.00       | $10143002.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $24462304.00       | $24867712.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 4.0000%  | 0.0000% | $39659197.00       | $37767061.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-05-01      | 5.0000%  | 0.0000% | $47326285.00       | $47106260.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 5.0000%  | 0.0000% | $190383199.00      | $183393028.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 3.5000%  | 0.0000% | $2440064.00        | $2147839.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $800927.00         | $786248.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.5000%  | 0.0000% | $25565635.00       | $25314982.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $96966647.00       | $95511480.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $31264351.00       | $29518970.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $87900323.00       | $86253514.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $10000.00          | $9623.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 3.5000%  | 0.0000% | $6563941.00        | $5833040.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | 0.0000% | $10366053.00       | $9213218.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.0000%  | 0.0000% | $1108637.00        | $863708.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 3.0000%  | 0.0000% | $12268055.00       | $10446944.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.0000%  | 0.0000% | $35614145.00       | $33458678.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $234790.00         | $223621.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.5000%  | 0.0000% | $122629179.00      | $97464027.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 7.5000%  | 0.0000% | $28271000.00       | $23136265.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 2.0000%  | 0.0000% | $50000.00          | $38473.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.5000%  | 0.0000% | $6032161.00        | $5672766.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $24186433.00       | $22421922.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1350000.00        | $1173128.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 4.0000%  | 0.0000% | $1150000.00        | $1023388.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 7.5000%  | 0.0000% | $2228897.00        | $669361.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.0000%  | 0.0000% | $11025442.00       | $9046685.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.0000%  | 0.0000% | $200000.00         | $96329.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.0000%  | 0.0000% | $36648937.00       | $25156536.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.0000%  | 0.0000% | $8019147.00        | $5495015.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 2.5000%  | 0.0000% | $38000.00          | $18985.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 3.5000%  | 0.0000% | $45000.00          | $31929.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.0000%  | 0.0000% | $205000.00         | $180960.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.0000%  | 0.0000% | $6480000.00        | $5061734.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.0000%  | 0.0000% | $23300000.00       | $15366176.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | 0.0000% | $6300000.00        | $4698741.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 3.5000%  | 0.0000% | $84306.00          | $66073.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | 0.0000% | $13334663.00       | $10104613.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | 0.0000% | $104000.00         | $65795.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $10271863.00       | $7514030.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 2.0000%  | 0.0000% | $1891679.00        | $1250460.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 2.5000%  | 0.0000% | $1403101.00        | $926352.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 2.5000%  | 0.0000% | $470000.00         | $295711.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 2.5000%  | 0.0000% | $35000.00          | $22420.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 3.0000%  | 0.0000% | $3000.00           | $1537.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 2.0000%  | 0.0000% | $600000.00         | $367472.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-03-01      | 2.0000%  | 0.0000% | $500000.00         | $272254.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-09-01      | 3.0000%  | 0.0000% | $560000.00         | $96021.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 3.5000%  | 0.0000% | $35247244.00       | $11476975.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-03-01      | 3.0000%  | 0.0000% | $1793500.00        | $635848.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-03-01      | 5.0000%  | 0.0000% | $5347259.00        | $952754.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 4.5000%  | 0.0000% | $6684000.00        | $5068015.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 2.5000%  | 0.0000% | $659624.00         | $459210.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 5.5000%  | 0.0000% | $522000.00         | $388280.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 7.0000%  | 0.0000% | $300000.00         | $90990.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 5.5000%  | 0.0000% | $855000.00         | $634378.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 4.5000%  | 0.0000% | $33343.00          | $27302.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 3.5000%  | 0.0000% | $12000.00          | $8965.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 3.5000%  | 0.0000% | $1865000.00        | $1358561.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $23049000.00       | $15942686.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.0000%  | 0.0000% | $5886217.00        | $3571267.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 3.0000%  | 0.0000% | $114000.00         | $55709.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 3.0000%  | 0.0000% | $3082000.00        | $1684314.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 4.5000%  | 0.0000% | $2500000.00        | $559999.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.5000%  | 0.0000% | $18821330.00       | $14318203.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 2.5000%  | 0.0000% | $382965.00         | $278670.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.5000%  | 0.0000% | $132414545.00      | $106300342.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.5000%  | 0.0000% | $220981494.00      | $143360667.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.0000%  | 0.0000% | $48000.00          | $40653.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.0000%  | 0.0000% | $1500000.00        | $979832.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 7.0000%  | 0.0000% | $143380.00         | $54305.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $533000.00         | $339493.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 2.5000%  | 0.0000% | $155000.00         | $107514.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.0000%  | 0.0000% | $3983145.00        | $2580512.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 2.5000%  | 0.0000% | $700000.00         | $452794.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 4.5000%  | 0.0000% | $863000.00         | $577858.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 4.5000%  | 0.0000% | $236031.00         | $164720.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | 0.0000% | $440000.00         | $302389.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $1700000.00        | $1211491.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $1900000.00        | $1280839.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.0000%  | 0.0000% | $475000.00         | $307467.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.5000%  | 0.0000% | $275500.00         | $203934.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-02-01      | 3.0000%  | 0.0000% | $66312.00          | $28376.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.0000%  | 0.0000% | $7875000.00        | $2847465.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 5.5000%  | 0.0000% | $2300000.00        | $229331.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 3.5000%  | 0.0000% | $5000000.00        | $2780636.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-10-01      | 2.5000%  | 0.0000% | $3513954.00        | $1214143.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-12-01      | 6.5000%  | 0.0000% | $87041.00          | $65589.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-07-01      | 6.0000%  | 0.0000% | $1488555.00        | $606072.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-05-01      | 5.0000%  | 0.0000% | $27000.00          | $15960.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-04-01      | 5.5000%  | 0.0000% | $1433071.00        | $760326.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-08-01      | 5.5000%  | 0.0000% | $23652753.00       | $11797082.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-01-01      | 5.0000%  | 0.0000% | $597696.00         | $334248.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-09-01      | 5.0000%  | 0.0000% | $1426000.00        | $786407.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-02-01      | 5.5000%  | 0.0000% | $30000.00          | $14544.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-10-01      | 2.5000%  | 0.0000% | $4432963.00        | $2678167.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-04-01      | 5.5000%  | 0.0000% | $32578139.00       | $27981866.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-07-01      | 5.0000%  | 0.0000% | $1903693.00        | $1486922.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-10-01      | 2.5000%  | 0.0000% | $2560000.00        | $1884256.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-10-01      | 3.5000%  | 0.0000% | $2222000.00        | $1553387.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-07-01      | 2.5000%  | 0.0000% | $3150000.00        | $648255.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-05-01      | 5.5000%  | 0.0000% | $23000.00          | $3915.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 3.0000%  | 0.0000% | $300000.00         | $68462.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-12-01      | 4.0000%  | 0.0000% | $1883605.00        | $297742.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-07-01      | 5.0000%  | 0.0000% | $255000.00         | $24928.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-10-01      | 3.0000%  | 0.0000% | $1641000.00        | $352111.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-04-01      | 2.5000%  | 0.0000% | $2530000.00        | $363459.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-11-01      | 3.5000%  | 0.0000% | $195547.00         | $22467.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-06-01      | 3.0000%  | 0.0000% | $34877356.00       | $4821129.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-02-01      | 3.0000%  | 0.0000% | $8000.00           | $1059.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-11-01      | 5.0000%  | 0.0000% | $1800000.00        | $157307.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-05-01      | 6.0000%  | 0.0000% | $602529.00         | $51909.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-11-01      | 4.5000%  | 0.0000% | $5907500.00        | $109643.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-07-01      | 3.5000%  | 0.0000% | $211368.00         | $28473.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-05-01      | 6.0000%  | 0.0000% | $302006.00         | $1347.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-01-01      | 6.0000%  | 0.0000% | $5264131.00        | $19105.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-03-01      | 5.5000%  | 0.0000% | $1600000.00        | $46300.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 4.0000%  | 0.0000% | $198430103.00      | $30849835.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-02-01      | 3.5000%  | 0.0000% | $2800000.00        | $559927.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-05-01      | 4.5000%  | 0.0000% | $327491.00         | $40422.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-12-01      | 5.5000%  | 0.0000% | $240302.00         | $830.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-06-01      | 7.0000%  | 0.0000% | $42000.00          | $6128.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-06-01      | 6.0000%  | 0.0000% | $10525000.00       | $93955.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-01-01      | 3.0000%  | 0.0000% | $27000.00          | $2554.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-10-01      | 3.5000%  | 0.0000% | $6000000.00        | $786222.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-04-01      | 3.5000%  | 0.0000% | $2630833.00        | $206189.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-06-01      | 3.5000%  | 0.0000% | $1023615.00        | $115680.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-10-01      | 3.5000%  | 0.0000% | $330588.00         | $17363.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-03-01      | 6.0000%  | 0.0000% | $1105217.00        | $74376.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-11-01      | 7.0000%  | 0.0000% | $234888.00         | $933.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-02-01      | 4.5000%  | 0.0000% | $5000000.00        | $46677.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-08-01      | 6.0000%  | 0.0000% | $2698767.00        | $15250.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-12-01      | 7.0000%  | 0.0000% | $44680.00          | $2245.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 4.5000%  | 0.0000% | $10435060.00       | $7543022.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 4.5000%  | 0.0000% | $59908156.00       | $47401235.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | 0.0000% | $1050000.00        | $687424.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | 0.0000% | $275000.00         | $171857.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 2.5000%  | 0.0000% | $11550917.00       | $7756056.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 2.5000%  | 0.0000% | $1644319.00        | $1110932.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 2.0000%  | 0.0000% | $276458.00         | $149547.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 2.5000%  | 0.0000% | $1440000.00        | $756640.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 3.0000%  | 0.0000% | $20000.00          | $8218.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-06-01      | 2.5000%  | 0.0000% | $600000.00         | $208466.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.5000%  | 0.0000% | $5000000.00        | $672193.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-03-01      | 4.0000%  | 0.0000% | $1692671.00        | $1439726.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-06-01      | 2.0000%  | 0.0000% | $390000.00         | $182112.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-09-01      | 2.0000%  | 0.0000% | $390000.00         | $170422.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-05-01      | 4.5000%  | 0.0000% | $562890.00         | $108595.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | 0.0000% | $100000.00         | $70376.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 5.5000%  | 0.0000% | $1474470.00        | $357906.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.0000%  | 0.0000% | $1569075.00        | $536932.00         | Agency Mortgage-Backed Securities |

### Security 348: BANCO SANTANDER, S.A.-NEW YORK BRANCH

- **C.1 - Title:** BANCO SANTANDER, S.A.-NEW YORK BRANCH 3.620000%
- **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: TPR108D8A, C.3 - LEI: N.A., C.5 - Other ID: TPR108D8A7791561BA
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $961.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $2753600.00        | $2737036.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $3000.00           | $3031.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1008.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.5000%  | 0.0000% | $38600896.00       | $35322182.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $872.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $854.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $911.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $810.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $2064.00           | $1993.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $905.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $966.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $3042.00           | $2775.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $2008.00           | $1832.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $888.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1754.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $642.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1891.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $919.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $886.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $1040.00           | $953.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $846.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $3167.00           | $2633.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 5.5000%  | 0.0000% | $1040.00           | $906.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $858.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $582.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 4.5000%  | 0.0000% | $1000.00           | $863.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $770.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $786.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.5000%  | 0.0000% | $2000.00           | $797.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.5000%  | 0.0000% | $11892.00          | $8177.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.0000%  | 0.0000% | $15816000.00       | $12710008.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $232704.00         | $169598.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $2467000.00        | $1797990.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1502.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $1038.00           | $663.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1617.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-10-01      | 5.0000%  | 0.0000% | $1000.00           | $721.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.5000%  | 0.0000% | $1024.00           | $819.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $787.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $751.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1621.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $915.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 6.5000%  | 0.0000% | $60852912.00       | $44115326.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $1024.00           | $807.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $779.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.0000%  | 0.0000% | $5000.00           | $3613.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $1008.00           | $760.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $2024.00           | $1467.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $848.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $2001.00           | $1460.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $24376.00          | $21656.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $3056.00           | $2715.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $774.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $1024.00           | $648.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $715.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $2048.00           | $1350.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1436.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $685.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.5000%  | 0.0000% | $1008.00           | $712.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $747.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.5000%  | 0.0000% | $1024.00           | $619.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1472.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.0000%  | 0.0000% | $1024.00           | $820.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $755.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $813.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $147557.00         | $110586.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $1002.00           | $717.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $806.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $724.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $2016.00           | $1309.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $895.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $752.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $698.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.0000%  | 0.0000% | $10506160.00       | $7922157.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1596.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $692.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $1024.00           | $751.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $717.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 5.0000%  | 0.0000% | $1024.00           | $663.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $694.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $542.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 5.0000%  | 0.0000% | $11216.00          | $7627.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $1120.00           | $753.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $5000.00           | $3664.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $3000.00           | $2280.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $739.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $1024.00           | $728.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $638.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.5000%  | 0.0000% | $1120.00           | $726.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $612.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $611.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $649.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $5000.00           | $3039.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $2016.00           | $1351.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.5000%  | 0.0000% | $1000.00           | $624.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $2000.00           | $1206.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.5000%  | 0.0000% | $3555.00           | $1961.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $551.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $510.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $3000.00           | $1756.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-10-01      | 2.0000%  | 0.0000% | $2000.00           | $726.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $2000.00           | $1000.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 2.5000%  | 0.0000% | $2000.00           | $768.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 2.0000%  | 0.0000% | $1024.00           | $414.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $374.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.0000%  | 0.0000% | $196272553.00      | $55750964.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 4.0000%  | 0.0000% | $1000.00           | $299.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 4.5000%  | 0.0000% | $1040.00           | $333.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 3.0000%  | 0.0000% | $1024.00           | $178.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $182.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 5.0000%  | 0.0000% | $4140.00           | $1138.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $205.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $2010.00           | $730.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 3.5000%  | 0.0000% | $3058.00           | $309.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 3.5000%  | 0.0000% | $45106641.00       | $11358250.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 3.5000%  | 0.0000% | $5002.00           | $1048.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 4.0000%  | 0.0000% | $2048.00           | $458.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-08-01      | 4.0000%  | 0.0000% | $9423.00           | $6905.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.0000%  | 0.0000% | $1031.00           | $579.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $2002.00           | $1621.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $5120.00           | $3874.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.0000%  | 0.0000% | $1256.00           | $1020.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $709.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.5000%  | 0.0000% | $4000.00           | $2793.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $677.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1151.00           | $840.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1277.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $421.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 3.0000%  | 0.0000% | $1008.00           | $478.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $398.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 3.0000%  | 0.0000% | $1007.00           | $596.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-09-01      | 3.0000%  | 0.0000% | $3000.00           | $2055.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-03-01      | 5.0000%  | 0.0000% | $60000.00          | $39153.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-12-01      | 2.0000%  | 0.0000% | $1000.00           | $525.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-07-01      | 4.5000%  | 0.0000% | $1000.00           | $871.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-03-01      | 2.0000%  | 0.0000% | $1079.00           | $934.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-09-01      | 2.0000%  | 0.0000% | $1000.00           | $434.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-12-01      | 3.5000%  | 0.0000% | $1000.00           | $215.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-04-01      | 3.5000%  | 0.0000% | $231000.00         | $42925.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-01-01      | 2.5000%  | 0.0000% | $1000.00           | $270.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-06-01      | 4.0000%  | 0.0000% | $1000.00           | $14.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-01-01      | 2.5000%  | 0.0000% | $1000.00           | $228.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-02-01      | 2.5000%  | 0.0000% | $1000.00           | $485.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-06-01      | 2.5000%  | 0.0000% | $1000.00           | $633.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-04-01      | 4.0000%  | 0.0000% | $3000.00           | $2069.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-02-01      | 4.0000%  | 0.0000% | $1000.00           | $131.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-02-01      | 3.5000%  | 0.0000% | $1040.00           | $160.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-03-01      | 4.0000%  | 0.0000% | $1000.00           | $66.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-01-01      | 4.0000%  | 0.0000% | $10734.00          | $2338.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-04-01      | 2.5000%  | 0.0000% | $13214.00          | $1898.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-06-01      | 3.5000%  | 0.0000% | $1000.00           | $78.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 3.5000%  | 0.0000% | $2000.00           | $137.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 3.0000%  | 0.0000% | $1600862.00        | $282126.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-12-01      | 4.5000%  | 0.0000% | $1000.00           | $64.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-12-01      | 3.5000%  | 0.0000% | $2000.00           | $246.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-06-01      | 4.0000%  | 0.0000% | $1000.00           | $129.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-09-01      | 3.0000%  | 0.0000% | $1000.00           | $168.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-09-01      | 3.0000%  | 0.0000% | $1000.00           | $144.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-05-01      | 3.5000%  | 0.0000% | $4332.00           | $516.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $282.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-09-01      | 3.5000%  | 0.0000% | $1000.00           | $145.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $80.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 4.5000%  | 0.0000% | $1093.00           | $50.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-04-01      | 3.0000%  | 0.0000% | $1002.00           | $19.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $137.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-03-01      | 4.0000%  | 0.0000% | $1000.00           | $191.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-08-01      | 4.0000%  | 0.0000% | $1000.00           | $94.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-02-01      | 4.0000%  | 0.0000% | $1000.00           | $138.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-09-01      | 4.5000%  | 0.0000% | $1000.00           | $96.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-06-01      | 2.5000%  | 0.0000% | $2000.00           | $54.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-12-01      | 4.0000%  | 0.0000% | $1006.00           | $57.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-08-01      | 5.0000%  | 0.0000% | $1000.00           | $19.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-07-01      | 6.0000%  | 0.0000% | $2313.00           | $7.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-07-01      | 2.5000%  | 0.0000% | $1990.00           | $55.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-04-01      | 5.0000%  | 0.0000% | $1000.00           | $25.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-03-01      | 5.0000%  | 0.0000% | $1001.00           | $76.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-12-01      | 4.0000%  | 0.0000% | $4488.00           | $319.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $115.00            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2044-08-01      | 4.0000%  | 0.0000% | $2115.00           | $309.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-02-01      | 6.0000%  | 0.0000% | $6515.00           | $39.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-10-01      | 6.0000%  | 0.0000% | $1537.00           | $17.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-11-01      | 5.0000%  | 0.0000% | $5340.00           | $177.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-09-01      | 5.5000%  | 0.0000% | $52326.00          | $133.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-11-01      | 6.0000%  | 0.0000% | $9224.00           | $215.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-10-01      | 6.0000%  | 0.0000% | $8104.00           | $132.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-05-01      | 5.0000%  | 0.0000% | $2032.00           | $22.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-03-01      | 2.0000%  | 0.0000% | $1036.00           | $38.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-11-01      | 6.0000%  | 0.0000% | $9621.00           | $118.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-03-01      | 6.0000%  | 0.0000% | $1839.00           | $8.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-01-01      | 5.0000%  | 0.0000% | $3214.00           | $56.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-09-01      | 5.5000%  | 0.0000% | $446226.00         | $4456.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-03-01      | 5.5000%  | 0.0000% | $17568.00          | $1007.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $982.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.0000%  | 0.0000% | $1058.00           | $962.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%  | 0.0000% | $4032.00           | $2301.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%  | 0.0000% | $1026.00           | $401.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 4.5000%  | 0.0000% | $4000.00           | $3369.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-11-01      | 6.0000%  | 0.0000% | $1000.00           | $416.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 4.5000%  | 0.0000% | $1000.00           | $821.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $581.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 3.5000%  | 0.0000% | $1000.00           | $783.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $701.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.0000%  | 0.0000% | $699000.00         | $550093.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 4.5000%  | 0.0000% | $1000.00           | $813.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $716.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $2080.00           | $1635.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $803.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-05-01      | 5.0000%  | 0.0000% | $1000.00           | $391.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $3000.00           | $1829.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 3.5000%  | 0.0000% | $1000.00           | $808.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-04-01      | 4.0000%  | 0.0000% | $1000.00           | $559.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $1024.00           | $598.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1373.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 4.0000%  | 0.0000% | $1000.00           | $778.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-03-01      | 4.5000%  | 0.0000% | $1000.00           | $543.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.0000%  | 0.0000% | $2093.00           | $1555.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 4.0000%  | 0.0000% | $1000.00           | $778.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 3.5000%  | 0.0000% | $1000.00           | $738.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-10-01      | 4.0000%  | 0.0000% | $1000.00           | $518.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $3072.00           | $2203.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $726.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $632.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $615.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $2383.00           | $1618.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 2.0000%  | 0.0000% | $2016.00           | $1296.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1049.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $657.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 2.0000%  | 0.0000% | $1024.00           | $567.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $472.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $584.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 4.5000%  | 0.0000% | $142972.00         | $125612.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1244.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.5000%  | 0.0000% | $2080.00           | $1404.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $690.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $2024.00           | $1531.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $702.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1145.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $705.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 1.5000%  | 0.0000% | $1000.00           | $570.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1040.00           | $763.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-11-01      | 4.0000%  | 0.0000% | $1000.00           | $485.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $703.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $615.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $413842.00         | $304931.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $712.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.0000%  | 0.0000% | $2000.00           | $1256.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1271.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $1024.00           | $657.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 3.5000%  | 0.0000% | $1000.00           | $595.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $637.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1008.00           | $706.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $6000.00           | $4117.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $515.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $1024.00           | $647.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 5.0000%  | 0.0000% | $1000.00           | $548.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-11-01      | 3.0000%  | 0.0000% | $1000.00           | $382.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $582.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $682.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $2128.00           | $1320.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $612.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-04-01      | 2.5000%  | 0.0000% | $1000.00           | $559.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1294.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $614.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $615.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $625.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $631.00            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-04-01      | 4.0000%  | 0.0000% | $1024.00           | $671.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.5000%  | 0.0000% | $1000.00           | $575.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $596.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 3.0000%  | 0.0000% | $6171.00           | $3139.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $623.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.5000%  | 0.0000% | $4000.00           | $2632.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $585.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $661.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $619.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $602.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $7000.00           | $4205.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $475.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $557.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $479.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 3.0000%  | 0.0000% | $4000.00           | $2149.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 3.5000%  | 0.0000% | $1001.00           | $349.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $437.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $498.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $1089.00           | $617.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-09-01      | 3.0000%  | 0.0000% | $1299286.00        | $242042.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $603.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 3.0000%  | 0.0000% | $6000.00           | $2293.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $553.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 3.0000%  | 0.0000% | $9000.00           | $4577.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 4.0000%  | 0.0000% | $1998.00           | $573.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $536.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 2.0000%  | 0.0000% | $1000.00           | $446.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $483.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 3.5000%  | 0.0000% | $1120.00           | $273.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $485.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $492.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.5000%  | 0.0000% | $135606.00         | $36069.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 3.5000%  | 0.0000% | $1000.00           | $268.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $230.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $202.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.5000%  | 0.0000% | $10000.00          | $2879.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $142.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $388.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $177.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 4.0000%  | 0.0000% | $1022.00           | $272.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.0000%  | 0.0000% | $1024.00           | $404.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-09-01      | 3.5000%  | 0.0000% | $1000.00           | $189.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 3.5000%  | 0.0000% | $1120.00           | $187.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-10-01      | 3.5000%  | 0.0000% | $1009.00           | $150.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-10-01      | 3.0000%  | 0.0000% | $1000.00           | $207.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $1632.00           | $1626.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 4.0000%  | 0.0000% | $1000.00           | $838.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 5.5000%  | 0.0000% | $1000.00           | $510.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.0000%  | 0.0000% | $3000.00           | $1798.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.5000%  | 0.0000% | $2010.00           | $840.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.5000%  | 0.0000% | $1031.00           | $734.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 2.5000%  | 0.0000% | $1000.00           | $447.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.5000%  | 0.0000% | $5000.00           | $2355.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.0000%  | 0.0000% | $1781328.00        | $960773.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $2000.00           | $978.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 1.5000%  | 0.0000% | $1000.00           | $361.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $209.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-04-01      | 3.5000%  | 0.0000% | $1000.00           | $123.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-03-01      | 2.5000%  | 0.0000% | $1000.00           | $160.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 2.5000%  | 0.0000% | $1000.00           | $192.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.0000%  | 0.0000% | $3000.00           | $366.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $90.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $5000.00           | $2812.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-05-01      | 2.5000%  | 0.0000% | $1023.00           | $292.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-06-01      | 5.5000%  | 0.0000% | $1001.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-06-01      | 6.0000%  | 0.0000% | $1003.00           | $1042.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $1001.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 6.5000%  | 0.0000% | $2699.00           | $2836.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $996.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.5000%  | 0.0000% | $2003.00           | $2015.00           | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $898.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $1003.00           | $994.00            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-02-01      | 5.5000%  | 0.0000% | $1008.00           | $1013.00           | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-02-01      | 5.5000%  | 0.0000% | $2000.00           | $2019.00           | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $312.00            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $984.00            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-01-01      | 5.5000%  | 0.0000% | $2007.00           | $2037.00           | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $981.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.5000%  | 0.0000% | $8863804.00        | $8778300.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-01-01      | 5.0000%  | 0.0000% | $311475.00         | $306036.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 5.0000%  | 0.0000% | $23545920.00       | $22890351.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $941.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 5.5000%  | 0.0000% | $1008.00           | $900.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 5.0000%  | 0.0000% | $1000.00           | $990.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $966.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $957.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $34384.00          | $31265.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.0000%  | 0.0000% | $3176.00           | $3034.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.5000%  | 0.0000% | $2048.00           | $1818.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.5000%  | 0.0000% | $2048.00           | $1768.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $879.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $3000.00           | $3060.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $3000.00           | $2896.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 4.5000%  | 0.0000% | $3000.00           | $2871.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $996.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $1013.00           | $1015.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $3024.00           | $2516.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $6000.00           | $5534.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $615.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-10-01      | 1.5000%  | 0.0000% | $1000.00           | $542.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 3.0000%  | 0.0000% | $2000.00           | $988.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 3.0000%  | 0.0000% | $1000.00           | $165.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 3.5000%  | 0.0000% | $1000.00           | $69.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 4.5000%  | 0.0000% | $1000.00           | $104.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-02-01      | 3.5000%  | 0.0000% | $2796.00           | $355.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 4.0000%  | 0.0000% | $2000.00           | $217.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $118.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-10-01      | 2.5000%  | 0.0000% | $1000.00           | $120.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $1112.00           | $951.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $839.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%  | 0.0000% | $2048.00           | $1624.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%  | 0.0000% | $3000.00           | $2379.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%  | 0.0000% | $3049.00           | $2376.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $3624103.00        | $3011506.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $751.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $598000.00         | $506748.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $847.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.5000%  | 0.0000% | $2016.00           | $1596.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $654.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $1008.00           | $789.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.5000%  | 0.0000% | $7000.00           | $5120.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $733.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $749.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $712.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.5000%  | 0.0000% | $6014.00           | $3761.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $657.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-02-01      | 4.0000%  | 0.0000% | $1319910.00        | $1151928.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $5374000.00        | $4682856.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $2106.00           | $1892.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.5000%  | 0.0000% | $1024.00           | $811.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $957.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $980.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.5000%  | 0.0000% | $8003.00           | $6300.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1007.00           | $858.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $14735040.00       | $12207874.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $933.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $1008.00           | $761.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2232.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-03-01      | 5.5000%  | 0.0000% | $1000.00           | $741.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $4112.00           | $3825.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 4.5000%  | 0.0000% | $2931000.00        | $2568265.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.5000%  | 0.0000% | $4000.00           | $3235.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $784.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1809.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.5000%  | 0.0000% | $4995376.00        | $4699825.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $51609640.00       | $47807125.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 4.5000%  | 0.0000% | $5000.00           | $4248.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1814.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $892.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 5.0000%  | 0.0000% | $1000.00           | $990.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 5.0000%  | 0.0000% | $1000.00           | $987.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 5.0000%  | 0.0000% | $1000.00           | $996.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 6.0000%  | 0.0000% | $1568.00           | $1614.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-05-01      | 6.0000%  | 0.0000% | $4001.00           | $4140.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 6.0000%  | 0.0000% | $5004.00           | $5202.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 6.0000%  | 0.0000% | $3000.00           | $3123.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $3000.00           | $2999.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $3000.00           | $2996.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2016.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.0000%  | 0.0000% | $1950686.00        | $2019862.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.5000%  | 0.0000% | $2000.00           | $2015.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.00           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $991.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1982.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $5000.00           | $4964.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 4.5000%  | 0.0000% | $1000.00           | $964.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 6.0000%  | 0.0000% | $5000.00           | $5181.00           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2056-05-01      | 6.0000%  | 0.0000% | $3010.00           | $3127.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2028.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $997.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $2001.00           | $2024.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $5000.00           | $5072.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $3000.00           | $2976.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2039.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2032.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1981.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1981.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1982.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $7640000.00        | $7440955.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $2016.00           | $2042.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $1001.00           | $996.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 6.5000%  | 0.0000% | $3001.00           | $3184.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 6.0000%  | 0.0000% | $2001.00           | $2084.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $960.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.0000%  | 0.0000% | $5336976.00        | $5526850.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $998.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $2001.00           | $2027.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2074.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2079.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1993.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.0000%  | 0.0000% | $4000.00           | $4130.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2031.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $2000.00           | $2034.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.5000%  | 0.0000% | $2001.00           | $2101.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $2000.00           | $2025.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $2005.00           | $1984.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $2025.00           | $2003.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.0000%  | 0.0000% | $8004.00           | $8490.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.5000%  | 0.0000% | $1368098.00        | $900075.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $9940.00           | $6567.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $920.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $900.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $13403014.00       | $9044822.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $518.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $653.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $947.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $642.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.0000%  | 0.0000% | $4086216.00        | $3925472.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $771.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.5000%  | 0.0000% | $63756.00          | $47589.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2042.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $134.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $189.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-01-01      | 4.5000%  | 0.0000% | $196000.00         | $38176.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 4.5000%  | 0.0000% | $1126.00           | $73.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 4.0000%  | 0.0000% | $1008.00           | $212.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $5345.00           | $848.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.5000%  | 0.0000% | $1024.00           | $234.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $1008.00           | $293.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $3120.00           | $738.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 3.0000%  | 0.0000% | $1000.00           | $143.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 3.0000%  | 0.0000% | $3000.00           | $397.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-07-01      | 3.5000%  | 0.0000% | $1024.00           | $264.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-07-01      | 3.0000%  | 0.0000% | $3072.00           | $431.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $866677.00         | $184673.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $1040.00           | $269.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $2000.00           | $453.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $1200.00           | $249.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-04-01      | 3.5000%  | 0.0000% | $2484.00           | $481.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-04-01      | 3.0000%  | 0.0000% | $1001.00           | $130.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-02-01      | 3.5000%  | 0.0000% | $1000.00           | $95.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-12-01      | 3.5000%  | 0.0000% | $1000.00           | $208.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-05-01      | 3.5000%  | 0.0000% | $2031.00           | $459.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 3.5000%  | 0.0000% | $1024.00           | $155.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-08-01      | 3.5000%  | 0.0000% | $1000.00           | $211.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-12-01      | 3.5000%  | 0.0000% | $7000.00           | $1211.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-11-01      | 3.5000%  | 0.0000% | $1000.00           | $94.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 3.5000%  | 0.0000% | $2048.00           | $436.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 3.5000%  | 0.0000% | $6072.00           | $1247.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.5000%  | 0.0000% | $2048.00           | $166.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.5000%  | 0.0000% | $3024.00           | $786.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.5000%  | 0.0000% | $5993224.00        | $901159.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 4.0000%  | 0.0000% | $1024.00           | $214.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.5000%  | 0.0000% | $12431.00          | $2805.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.5000%  | 0.0000% | $1024.00           | $90.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-01-01      | 4.5000%  | 0.0000% | $1000.00           | $147.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-01-01      | 3.5000%  | 0.0000% | $1120.00           | $124.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-04-01      | 5.0000%  | 0.0000% | $1000.00           | $207.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-11-01      | 3.5000%  | 0.0000% | $1000.00           | $27.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-03-01      | 2.5000%  | 0.0000% | $1000.00           | $186.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.5000%  | 0.0000% | $1024.00           | $142.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 3.0000%  | 0.0000% | $8676502.00        | $1010708.00        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $941.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $551.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 3.5000%  | 0.0000% | $1023.00           | $165.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $231.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $108.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-11-01      | 4.0000%  | 0.0000% | $2011.00           | $178.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-09-01      | 3.5000%  | 0.0000% | $1000.00           | $109.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 3.5000%  | 0.0000% | $1024.00           | $92.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-07-01      | 4.0000%  | 0.0000% | $2008.00           | $174.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $111.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 4.0000%  | 0.0000% | $2000.00           | $169.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 2.7750%  | 0.0000% | $1000.00           | $251.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-10-01      | 4.0000%  | 0.0000% | $3000.00           | $419.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-03-01      | 4.0000%  | 0.0000% | $1000.00           | $80.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-12-01      | 4.0000%  | 0.0000% | $1000.00           | $168.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $196.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 3.5000%  | 0.0000% | $3072.00           | $487.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-01-01      | 3.0000%  | 0.0000% | $816295.00         | $50930.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-08-01      | 4.0000%  | 0.0000% | $1000.00           | $78.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-11-01      | 3.0000%  | 0.0000% | $1000.00           | $110.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.5000%  | 0.0000% | $8008.00           | $1328.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 4.0000%  | 0.0000% | $3024.00           | $294.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-08-01      | 4.5000%  | 0.0000% | $1042.00           | $52.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 3.5000%  | 0.0000% | $1008.00           | $145.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-08-01      | 4.5000%  | 0.0000% | $1008.00           | $67.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 3.5000%  | 0.0000% | $1027.00           | $94.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 5.0000%  | 0.0000% | $1013.00           | $23.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-03-01      | 3.5000%  | 0.0000% | $1024.00           | $76.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-03-01      | 3.5000%  | 0.0000% | $2048.00           | $236.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 3.5000%  | 0.0000% | $7144.00           | $418.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-12-01      | 3.5000%  | 0.0000% | $1000.00           | $133.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-12-01      | 3.5000%  | 0.0000% | $4000.00           | $285.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-08-01      | 2.5000%  | 0.0000% | $8872817.00        | $4852433.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $741.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $753.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.0000%  | 0.0000% | $1002.00           | $762.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.0000%  | 0.0000% | $5000.00           | $4101.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $823.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $859.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.0000%  | 0.0000% | $5000.00           | $3988.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $1001.00           | $724.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $4072.00           | $2912.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 6.0000%  | 0.0000% | $1120.00           | $777.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $2715.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $4100.00           | $3421.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $805.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $2133.00           | $1490.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $720.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $658.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $662.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $676.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $581.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $678.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 2.0000%  | 0.0000% | $1290000.00        | $726297.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $532.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-11-01      | 2.5000%  | 0.0000% | $1504.00           | $725.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 2.0000%  | 0.0000% | $4096.00           | $1806.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 2.0000%  | 0.0000% | $3918.00           | $1854.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-05-01      | 3.0000%  | 0.0000% | $1001.00           | $366.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $305.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 3.5000%  | 0.0000% | $18933.00          | $15638.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-02-01      | 1.5000%  | 0.0000% | $1000.00           | $473.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-03-01      | 2.5000%  | 0.0000% | $1024.00           | $307.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $646.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1894.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $705.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $531.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $1008.00           | $687.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.5000%  | 0.0000% | $1024.00           | $725.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $722.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $807.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.5000%  | 0.0000% | $4000.00           | $2929.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $700.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $828.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $757.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $558.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 4.0000%  | 0.0000% | $1000.00           | $690.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $593.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.0000%  | 0.0000% | $1008.00           | $512.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $519.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 6.0000%  | 0.0000% | $2016.00           | $1371.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $1001.00           | $648.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $517.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $749.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.5000%  | 0.0000% | $1008.00           | $554.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $749.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1095.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $3743.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $2024.00           | $1458.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.0000%  | 0.0000% | $3020.00           | $2236.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $461.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $759.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $4032.00           | $2763.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1579.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $664.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $779.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $585.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $810.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.5000%  | 0.0000% | $1024.00           | $694.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $505.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $650.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $696.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $10249.00          | $6813.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $948.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $960.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $989.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 4.5000%  | 0.0000% | $8000.00           | $7671.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $7000.00           | $6922.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $6000.00           | $6085.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $897.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $2001.00           | $1992.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $2001.00           | $2027.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1928.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1041.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1982.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1992.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 4.5000%  | 0.0000% | $1001.00           | $964.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $6070179.00        | $6148485.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $1002.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.5000%  | 0.0000% | $1001.00           | $1032.00           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $3000.00           | $2958.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $5003.00           | $5115.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $4000.00           | $3976.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2049.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $1001.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $985.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 4.5000%  | 0.0000% | $4634570.00        | $4460333.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1065.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.0000%  | 0.0000% | $1001.00           | $1032.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $1117.00           | $1124.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $962.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $1004.00           | $1016.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $5316320.00        | $5352922.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $920.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $5028.00           | $5100.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $989.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $989.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 6.5000%  | 0.0000% | $7000.00           | $7323.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $1006.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $895.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $990.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $991.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-04-01      | 4.5000%  | 0.0000% | $1000.00           | $995.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $2002.00           | $1992.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $2069.00           | $2043.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 4.5000%  | 0.0000% | $1010.00           | $972.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $2754640.00        | $2831483.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1051.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1058.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2103.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $2004.00           | $2027.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $2019.00           | $2024.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $920.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $915.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $2010.00           | $1998.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $986.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 6.5000%  | 0.0000% | $1001.00           | $1050.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $964.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $988.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $989.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.0000%  | 0.0000% | $1001.00           | $990.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $2016.00           | $1979.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $1334.00           | $1197.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1059.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $1008.00           | $955.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $933.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $5096.00           | $4665.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $834.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $807.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1612.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-11-01      | 3.0000%  | 0.0000% | $1025.00           | $194.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $615.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $582.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.5000%  | 0.0000% | $1008.00           | $591.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $892.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $849.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $4096.00           | $3850.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $906.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-11-01      | 3.5000%  | 0.0000% | $1013.00           | $55.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-03-01      | 4.0000%  | 0.0000% | $1000.00           | $51.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 4.0000%  | 0.0000% | $1001.00           | $24.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-09-01      | 4.0000%  | 0.0000% | $1000.00           | $888.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-15      | 4.5000%  | 0.0000% | $1000.00           | $16.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 5.5000%  | 0.0000% | $1000.00           | $13.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-12-15      | 5.5000%  | 0.0000% | $1000.00           | $8.00              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-02-20      | 4.9500%  | 0.0000% | $1000.00           | $61.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-20      | 4.5000%  | 0.0000% | $1000.00           | $40.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 4.0000%  | 0.0000% | $3000.00           | $308.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 3.5000%  | 0.0000% | $1280.00           | $270.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $725.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $1024.00           | $622.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $10235.00          | $6048.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA6044 M                         | 2049-07-20      | 6.0000%  | 0.0000% | $40000.00          | $4410.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA6038 M                         | 2049-07-20      | 3.0000%  | 0.0000% | $2000.00           | $240.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA5988 M                         | 2049-06-20      | 5.0000%  | 0.0000% | $12637.00          | $938.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA5650 M                         | 2048-12-20      | 3.5000%  | 0.0000% | $1000.00           | $109.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA5596 M                         | 2048-11-20      | 4.5000%  | 0.0000% | $9000.00           | $628.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA5470 M                         | 2048-09-20      | 6.0000%  | 0.0000% | $2000.00           | $323.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA5467 M                         | 2048-09-20      | 4.5000%  | 0.0000% | $11001.00          | $791.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA5194 M                         | 2048-05-20      | 5.0000%  | 0.0000% | $1000.00           | $71.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA5111 M                         | 2033-04-20      | 3.5000%  | 0.0000% | $1000.00           | $87.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA5020 M                         | 2048-02-20      | 4.0000%  | 0.0000% | $5160.00           | $479.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA4837 M                         | 2047-11-20      | 3.5000%  | 0.0000% | $3000.00           | $350.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA4588 M                         | 2047-07-20      | 4.5000%  | 0.0000% | $3072.00           | $258.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA4587 M                         | 2047-07-20      | 4.0000%  | 0.0000% | $6144.00           | $557.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA5331 M                         | 2048-07-20      | 4.5000%  | 0.0000% | $5123.00           | $349.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA5330 M                         | 2048-07-20      | 4.0000%  | 0.0000% | $1000.00           | $85.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA4322 M                         | 2047-03-20      | 4.0000%  | 0.0000% | $4000.00           | $331.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA4261 M                         | 2047-02-20      | 3.0000%  | 0.0000% | $1000.00           | $143.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA4070 M                         | 2046-11-20      | 4.0000%  | 0.0000% | $1912.00           | $170.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA3876 M                         | 2046-08-20      | 4.5000%  | 0.0000% | $3001.00           | $263.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA3875 M                         | 2046-08-20      | 4.0000%  | 0.0000% | $5000.00           | $467.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA3735 M                         | 2046-06-20      | 3.0000%  | 0.0000% | $5000.00           | $536.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA4451 M                         | 2047-05-20      | 3.5000%  | 0.0000% | $1000.00           | $108.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA4383 M                         | 2047-04-20      | 4.0000%  | 0.0000% | $9199.00           | $770.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA4382 M                         | 2047-04-20      | 3.5000%  | 0.0000% | $3161.00           | $343.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA4381 M                         | 2047-04-20      | 3.0000%  | 0.0000% | $1002.00           | $141.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA3454 M                         | 2046-02-20      | 3.5000%  | 0.0000% | $2000.00           | $183.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA3309 M                         | 2045-12-20      | 3.0000%  | 0.0000% | $3944.00           | $417.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA3174 M                         | 2045-10-20      | 4.0000%  | 0.0000% | $4000.00           | $284.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA2960 M                         | 2045-07-20      | 3.0000%  | 0.0000% | $3000.00           | $307.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA2894 M                         | 2045-06-20      | 4.5000%  | 0.0000% | $1000.00           | $64.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA2825 M                         | 2045-05-20      | 3.0000%  | 0.0000% | $5000.00           | $437.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA2756 M                         | 2045-04-20      | 4.5000%  | 0.0000% | $2001.00           | $123.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA2755 M                         | 2045-04-20      | 4.0000%  | 0.0000% | $3000.00           | $246.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA3596 M                         | 2046-04-20      | 3.0000%  | 0.0000% | $9000.00           | $862.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA3522 M                         | 2046-03-20      | 4.0000%  | 0.0000% | $5000.00           | $401.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA3520 M                         | 2046-03-20      | 3.0000%  | 0.0000% | $5000.00           | $493.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA2445 M                         | 2044-12-20      | 3.5000%  | 0.0000% | $2011.00           | $135.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA2341 M                         | 2029-11-20      | 3.5000%  | 0.0000% | $2141.00           | $61.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA2305 M                         | 2044-10-20      | 4.5000%  | 0.0000% | $2000.00           | $122.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA1812 M                         | 2029-04-20      | 4.0000%  | 0.0000% | $24068.00          | $729.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA2679 M                         | 2045-03-20      | 4.0000%  | 0.0000% | $5000.00           | $461.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA2678 M                         | 2045-03-20      | 3.5000%  | 0.0000% | $3000.00           | $209.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA1573 M                         | 2029-01-20      | 3.0000%  | 0.0000% | $1000.00           | $26.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA1423 M                         | 2028-11-20      | 2.5000%  | 0.0000% | $3025.00           | $79.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA1286 M                         | 2043-09-20      | 4.0000%  | 0.0000% | $2000.00           | $106.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA0935 M                         | 2043-04-20      | 4.0000%  | 0.0000% | $3000.00           | $228.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA0933 M                         | 2043-04-20      | 3.0000%  | 0.0000% | $4000.00           | $402.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA1760 M                         | 2044-03-20      | 3.5000%  | 0.0000% | $1187.00           | $81.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA1678 M                         | 2044-02-20      | 4.0000%  | 0.0000% | $3000.00           | $162.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA0756 M                         | 2028-02-20      | 2.5000%  | 0.0000% | $4000.00           | $78.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA0699 M                         | 2043-01-20      | 3.5000%  | 0.0000% | $4000.00           | $361.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA0601 M                         | 2027-12-20      | 2.5000%  | 0.0000% | $5000.00           | $73.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA0535 M                         | 2042-11-20      | 4.0000%  | 0.0000% | $9000.00           | $679.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA0513 M                         | 2027-11-20      | 2.5000%  | 0.0000% | $53110.00          | $734.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA0393 M                         | 2042-09-20      | 4.0000%  | 0.0000% | $3000.00           | $192.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA0319 M                         | 2042-08-20      | 4.0000%  | 0.0000% | $2000.00           | $119.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA0221 M                         | 2042-07-20      | 4.0000%  | 0.0000% | $2000.00           | $111.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA0220 M                         | 2042-07-20      | 3.5000%  | 0.0000% | $8000.00           | $569.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA0138 M                         | 2027-06-20      | 2.5000%  | 0.0000% | $6003.00           | $53.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA0088 M                         | 2042-05-20      | 3.5000%  | 0.0000% | $7999.00           | $537.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA0022 M                         | 2042-04-20      | 3.5000%  | 0.0000% | $3001.00           | $189.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA0852 M                         | 2043-03-20      | 3.5000%  | 0.0000% | $1000.00           | $84.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA0782 M                         | 2043-02-20      | 3.0000%  | 0.0000% | $1000.00           | $102.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA0781 M                         | 2043-02-20      | 2.5000%  | 0.0000% | $3000.00           | $378.00            | Agency Mortgage-Backed Securities  |
| GNMI SF AB9108 X                         | 2042-10-15      | 3.0000%  | 0.0000% | $3001.00           | $294.00            | Agency Mortgage-Backed Securities  |
| GNII SF AB9088 C                         | 2042-10-20      | 3.0000%  | 0.0000% | $5000.00           | $607.00            | Agency Mortgage-Backed Securities  |
| GNMI SF AB8350 X                         | 2042-10-15      | 2.5000%  | 0.0000% | $2003.00           | $210.00            | Agency Mortgage-Backed Securities  |
| GNII SF AB2916 C                         | 2042-09-20      | 4.0000%  | 0.0000% | $2000.00           | $327.00            | Agency Mortgage-Backed Securities  |
| GNMI SF AB2895 X                         | 2042-09-15      | 3.5000%  | 0.0000% | $1649.00           | $116.00            | Agency Mortgage-Backed Securities  |
| GNII SF AB2338 C                         | 2042-08-20      | 4.0000%  | 0.0000% | $3000.00           | $379.00            | Agency Mortgage-Backed Securities  |
| GNMI SF AA6698 X                         | 2043-01-15      | 3.5000%  | 0.0000% | $4003.00           | $755.00            | Agency Mortgage-Backed Securities  |
| GNMI SF AA6091 X                         | 2043-02-15      | 3.0000%  | 0.0000% | $3000.00           | $403.00            | Agency Mortgage-Backed Securities  |
| GNII SF AA6042 C                         | 2043-01-20      | 3.0000%  | 0.0000% | $2000.00           | $169.00            | Agency Mortgage-Backed Securities  |
| GNMI SF 796255 X                         | 2042-06-15      | 3.5000%  | 0.0000% | $1160.00           | $71.00             | Agency Mortgage-Backed Securities  |
| GNMI SF 794216 X                         | 2042-02-15      | 3.5000%  | 0.0000% | $30837.00          | $864.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-09-20      | 5.0000%  | 0.0000% | $1000.00           | $21.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-02-15      | 5.0000%  | 0.0000% | $1000.00           | $25.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-12-15      | 7.0000%  | 0.0000% | $1000.00           | $12.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1024.00           | $1008.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $842.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 5.5000%  | 0.0000% | $1999.00           | $1606.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-20      | 5.0000%  | 0.0000% | $1000.00           | $785.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.0000%  | 0.0000% | $1000.00           | $782.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-07-20      | 6.5000%  | 0.0000% | $2000.00           | $1210.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $2000.00           | $1264.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.0000%  | 0.0000% | $1000.00           | $498.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 3.0000%  | 0.0000% | $1040.00           | $619.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-12-20      | 3.5000%  | 0.0000% | $1000.00           | $466.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 3.5000%  | 0.0000% | $1040.00           | $533.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 5.0000%  | 0.0000% | $1024.00           | $794.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.5000%  | 0.0000% | $1000.00           | $569.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 3.0000%  | 0.0000% | $2000.00           | $1391.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 3.0000%  | 0.0000% | $1023.00           | $441.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 3.0000%  | 0.0000% | $1024.00           | $456.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 3.0000%  | 0.0000% | $2048.00           | $812.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-20      | 4.5000%  | 0.0000% | $1024.00           | $223.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-03-20      | 6.5000%  | 0.0000% | $1001.00           | $161.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 3.5000%  | 0.0000% | $2816.00           | $1020.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 3.0000%  | 0.0000% | $1000.00           | $451.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 7.0000%  | 0.0000% | $1000.00           | $136.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-15      | 6.0000%  | 0.0000% | $1000.00           | $227.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.0000%  | 0.0000% | $1001.00           | $47.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.0000%  | 0.0000% | $2000.00           | $342.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-12-20      | 4.5000%  | 0.0000% | $1000.00           | $55.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-15      | 4.5000%  | 0.0000% | $1000.00           | $80.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-06-15      | 5.5000%  | 0.0000% | $1000.00           | $59.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-11-15      | 4.5000%  | 0.0000% | $1000.00           | $40.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-15      | 7.0000%  | 0.0000% | $1001.00           | $57.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 4.5000%  | 0.0000% | $1000.00           | $24.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-15      | 4.5000%  | 0.0000% | $2049.00           | $41.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 4.5000%  | 0.0000% | $2000.00           | $71.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-01-20      | 6.0000%  | 0.0000% | $1001.00           | $30.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-20      | 4.0000%  | 0.0000% | $1000.00           | $144.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 5.0000%  | 0.0000% | $2000.00           | $44.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-20      | 4.0000%  | 0.0000% | $1000.00           | $44.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-20      | 4.5000%  | 0.0000% | $3000.00           | $115.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-02-20      | 4.0000%  | 0.0000% | $1000.00           | $40.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-20      | 6.0000%  | 0.0000% | $1000.00           | $12.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-02-20      | 6.0000%  | 0.0000% | $1002.00           | $11.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-20      | 6.5000%  | 0.0000% | $1000.00           | $37.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-20      | 4.5000%  | 0.0000% | $2000.00           | $62.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-20      | 4.5000%  | 0.0000% | $1014.00           | $26.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-05-15      | 4.0000%  | 0.0000% | $1000.00           | $122.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-15      | 4.0000%  | 0.0000% | $1000.00           | $239.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-10-20      | 4.5000%  | 0.0000% | $1000.00           | $500.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-20      | 3.0000%  | 0.0000% | $1000.00           | $358.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1037.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1001.00           | $1038.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1000.00           | $996.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1025.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $2000.00           | $2004.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $2000.00           | $2004.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $2000.00           | $2004.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1000.00           | $1002.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1008.00           | $1025.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1000.00           | $1002.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1001.00           | $1038.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $1003.00           | $1018.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1037.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $2000.00           | $2031.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $2000.00           | $2029.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $2009.00           | $2046.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1000.00           | $1002.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $2000.00           | $2026.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1035.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1044.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $2008.00           | $2042.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $2000.00           | $2036.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1000.00           | $986.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1000.00           | $1002.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1085.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1085.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $2000.00           | $2069.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1032.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 6.5000%  | 0.0000% | $1001.00           | $1053.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1002.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1042.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 4.0000%  | 0.0000% | $1000.00           | $931.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $988.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 4.0000%  | 0.0000% | $1024.00           | $938.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 5.5000%  | 0.0000% | $1024.00           | $724.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1022.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.0000%  | 0.0000% | $1008.00           | $1002.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 6.0000%  | 0.0000% | $2001.00           | $2076.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $2000.00           | $1987.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1041.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1006.00           | $1001.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.0000%  | 0.0000% | $1001.00           | $996.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-05-20      | 5.5000%  | 0.0000% | $1001.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1001.00           | $1020.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $999.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1012.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1020.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1008.00           | $1022.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 6.0000%  | 0.0000% | $1024.00           | $1070.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1013.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1032.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1020.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1079.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $1008.00           | $1016.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $866.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $2000.00           | $1983.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1012.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $1280.00           | $1252.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 5.5000%  | 0.0000% | $1000.00           | $969.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $1070.00           | $1048.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $2024.00           | $1987.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $981.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $996.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $970.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $2016.00           | $1909.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $2016.00           | $1960.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $1024.00           | $640.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $974.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $1038.00           | $1031.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $4000.00           | $3932.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $972.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $1120.00           | $1035.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.5000%  | 0.0000% | $1120.00           | $1063.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $2040.00           | $1989.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $1061.00           | $1052.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1029.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1001.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $2024.00           | $1974.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $1002.00           | $911.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $770.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $133760.00         | $122174.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $942.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $951.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $953.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.5000%  | 0.0000% | $1024.00           | $929.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1024.00           | $684.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $1040.00           | $885.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $1088.00           | $1013.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $959.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $632.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.5000%  | 0.0000% | $1826.00           | $1222.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $3084.00           | $2066.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $674.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $6000.00           | $3869.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $11226.00          | $7467.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $2048.00           | $1419.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $4150.00           | $2696.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $1024.00           | $678.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 3.0000%  | 0.0000% | $2000.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $598.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.0000%  | 0.0000% | $3995.00           | $2450.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 3.0000%  | 0.0000% | $393000.00         | $253617.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $633.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $612.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 3.0000%  | 0.0000% | $1008.00           | $549.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1063.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-12-01      | 1.5000%  | 0.0000% | $1000.00           | $498.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-10-01      | 2.5000%  | 0.0000% | $263999.00         | $121016.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 3.5000%  | 0.0000% | $1000.00           | $371.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-03-01      | 2.5000%  | 0.0000% | $4851.00           | $1777.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-02-01      | 4.0000%  | 0.0000% | $1000.00           | $199.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $80.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-12-01      | 3.5000%  | 0.0000% | $1009.00           | $232.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-05-01      | 3.5000%  | 0.0000% | $10768.00          | $2500.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $214.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $495.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.5000%  | 0.0000% | $1008.00           | $321.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $207.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-12-01      | 3.5000%  | 0.0000% | $1024.00           | $237.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-07-01      | 4.0000%  | 0.0000% | $2048.00           | $518.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-02-01      | 3.5000%  | 0.0000% | $5008.00           | $1148.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $187.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 4.0000%  | 0.0000% | $1024.00           | $157.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-02-01      | 4.5000%  | 0.0000% | $4998.00           | $1691.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 4.0000%  | 0.0000% | $1024.00           | $192.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-02-01      | 4.5000%  | 0.0000% | $8152.00           | $1261.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-05-01      | 4.0000%  | 0.0000% | $7048.00           | $912.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-09-01      | 4.0000%  | 0.0000% | $8648.00           | $1997.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-06-01      | 4.5000%  | 0.0000% | $1024.00           | $123.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-07-01      | 5.0000%  | 0.0000% | $5000.00           | $358.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-07-01      | 5.0000%  | 0.0000% | $2000.00           | $153.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-04-01      | 5.0000%  | 0.0000% | $1006.00           | $119.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-09-01      | 4.0000%  | 0.0000% | $1000.00           | $93.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.5000%  | 0.0000% | $1008.00           | $717.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $785.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $3294000.00        | $2351915.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $684.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $806.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.0000%  | 0.0000% | $4008.00           | $3653.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $579.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $788.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 4.5000%  | 0.0000% | $73091.00          | $64748.00          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-03-01      | 4.0000%  | 0.0000% | $1000.00           | $874.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $1961.00           | $1182.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $4101.00           | $3037.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $464.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $1008.00           | $592.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.5000%  | 0.0000% | $1024.00           | $478.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 7.0000%  | 0.0000% | $1000.00           | $366.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $1600.00           | $1181.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $1040.00           | $661.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.0000%  | 0.0000% | $245607.00         | $151012.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%  | 0.0000% | $2048.00           | $1442.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $607.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $774.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1433.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $56188715.00       | $42346108.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 4.0000%  | 0.0000% | $1000.00           | $747.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $736.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.0000%  | 0.0000% | $39000.00          | $28938.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $665.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $631.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $3048.00           | $2726.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $4120.00           | $3659.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $2998.00           | $2395.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $612.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.0000%  | 0.0000% | $2905.00           | $1795.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $462.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $449.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $789.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 4.0000%  | 0.0000% | $4000.00           | $448.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $90.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-12-01      | 3.0000%  | 0.0000% | $2002.00           | $328.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $1008.00           | $178.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-01-01      | 3.5000%  | 0.0000% | $5010.00           | $478.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-11-01      | 3.5000%  | 0.0000% | $1000.00           | $63.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-02-01      | 3.5000%  | 0.0000% | $1000.00           | $113.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 3.0000%  | 0.0000% | $1000.00           | $110.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-01-01      | 3.5000%  | 0.0000% | $1000.00           | $65.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-06-01      | 3.0000%  | 0.0000% | $1000.00           | $96.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-05-01      | 2.5000%  | 0.0000% | $1003.00           | $90.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-07-01      | 3.0000%  | 0.0000% | $1000.00           | $33.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-07-01      | 2.5000%  | 0.0000% | $1000.00           | $114.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-06-01      | 2.5000%  | 0.0000% | $1000.00           | $33.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 3.5000%  | 0.0000% | $1024.00           | $136.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-11-01      | 4.0000%  | 0.0000% | $1000.00           | $100.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-04-01      | 3.5000%  | 0.0000% | $1001.00           | $50.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-12-01      | 4.0000%  | 0.0000% | $5047.00           | $893.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-03-01      | 4.5000%  | 0.0000% | $1000.00           | $40.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-08-01      | 5.5000%  | 0.0000% | $1000.00           | $36.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-10-01      | 4.5000%  | 0.0000% | $1002.00           | $44.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-07-01      | 4.0000%  | 0.0000% | $1000.00           | $28.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-01-01      | 5.5000%  | 0.0000% | $7760.00           | $310.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.5000%  | 0.0000% | $1024.00           | $137.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-05-01      | 3.5000%  | 0.0000% | $1024.00           | $123.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 2.5000%  | 0.0000% | $1000.00           | $189.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 4.0000%  | 0.0000% | $1024.00           | $54.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-04-01      | 3.5000%  | 0.0000% | $5347.00           | $302.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 4.0000%  | 0.0000% | $8001.00           | $631.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-03-01      | 4.5000%  | 0.0000% | $1000.00           | $56.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 4.0000%  | 0.0000% | $2297364.00        | $120541.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-02-01      | 6.0000%  | 0.0000% | $1000.00           | $38.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-06-01      | 4.5000%  | 0.0000% | $1003.00           | $40.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-11-01      | 6.0000%  | 0.0000% | $1001.00           | $18.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-08-01      | 5.5000%  | 0.0000% | $1033.00           | $5.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 5.5000%  | 0.0000% | $8403.00           | $111.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-08-01      | 4.5000%  | 0.0000% | $1000.00           | $86.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-08-01      | 6.0000%  | 0.0000% | $4048.00           | $551.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-12-01      | 6.5000%  | 0.0000% | $5000.00           | $159.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 7.0000%  | 0.0000% | $3002.00           | $2627.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $726.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1015.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-04-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $989.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 6.5000%  | 0.0000% | $1024.00           | $1060.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $2008.00           | $1984.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $1008.00           | $746.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $2003.00           | $1562.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $24503295.00       | $22740207.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $2012.00           | $2007.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $557.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $634.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $99000.00          | $59629.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.0000%  | 0.0000% | $99000.00          | $51399.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $461.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $525.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.0000%  | 0.0000% | $94995.00          | $32895.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $338.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.0000%  | 0.0000% | $30742685.00       | $12266600.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 5.0000%  | 0.0000% | $1000.00           | $118.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 3.0000%  | 0.0000% | $2492096.00        | $835843.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 4.5000%  | 0.0000% | $113235.00         | $28809.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 4.5000%  | 0.0000% | $864912.00         | $272192.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.0000%  | 0.0000% | $1000.00           | $291.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $138.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 5.0000%  | 0.0000% | $6000.00           | $4277.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-11-01      | 2.5000%  | 0.0000% | $2020.00           | $1908.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-03-01      | 4.0000%  | 0.0000% | $12701.00          | $28.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.0000%  | 0.0000% | $1024.00           | $276.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 4.5000%  | 0.0000% | $1024.00           | $145.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $3000.00           | $751.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-11-01      | 2.5000%  | 0.0000% | $1022.00           | $129.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $164.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $606.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $350.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 4.0000%  | 0.0000% | $7057.00           | $1319.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2063-06-01      | 3.5000%  | 0.0000% | $11052.00          | $7607.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2062-12-01      | 2.5000%  | 0.0000% | $4048.00           | $2636.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2062-03-01      | 4.0000%  | 0.0000% | $2020.00           | $1412.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2061-09-01      | 5.5000%  | 0.0000% | $28654991.00       | $20202548.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2060-09-01      | 2.5000%  | 0.0000% | $1035.00           | $372.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 3.5000%  | 0.0000% | $13218.00          | $5019.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $1024.00           | $340.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2057-09-01      | 3.5000%  | 0.0000% | $2024.00           | $671.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2057-01-01      | 4.0000%  | 0.0000% | $9168.00           | $2976.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-08-01      | 3.5000%  | 0.0000% | $5048.00           | $1396.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 4.5000%  | 0.0000% | $1008.00           | $321.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $4000.00           | $1111.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $231.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $2020.00           | $1986.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $996.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $2000.00           | $2089.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $871.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1966.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $608080.00         | $617791.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $1006.00           | $887.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $1050.00           | $1095.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $1008.00           | $928.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $7148.00           | $6165.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $931.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1008.00           | $838.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $781.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $907.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $2002.00           | $2008.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $2001.00           | $2047.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $864.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $835.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1480.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $700.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 3.5000%  | 0.0000% | $253000.00         | $176731.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $509.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 3.5000%  | 0.0000% | $1000.00           | $720.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $4000.00           | $2646.00           | Agency Mortgage-Backed Securities  |
| GNMI SF 793264 X                         | 2042-03-15      | 3.5000%  | 0.0000% | $10709.00          | $977.00            | Agency Mortgage-Backed Securities  |
| GNMI SF 792721 X                         | 2041-11-15      | 3.7500%  | 0.0000% | $1000.00           | $107.00            | Agency Mortgage-Backed Securities  |
| GNMI SF 779402 X                         | 2027-06-15      | 2.5000%  | 0.0000% | $3001.00           | $23.00             | Agency Mortgage-Backed Securities  |
| GNMI SF 779214 X                         | 2042-05-15      | 3.5000%  | 0.0000% | $1000.00           | $105.00            | Agency Mortgage-Backed Securities  |
| GNMI SF 779104 X                         | 2042-04-15      | 3.5000%  | 0.0000% | $1116.00           | $43.00             | Agency Mortgage-Backed Securities  |
| GNMI SF 778869 X                         | 2042-02-15      | 4.0000%  | 0.0000% | $3000.00           | $227.00            | Agency Mortgage-Backed Securities  |
| GNMI SF 778855 X                         | 2027-02-15      | 3.0000%  | 0.0000% | $49753.00          | $177.00            | Agency Mortgage-Backed Securities  |
| GNMI SF 778862 X                         | 2042-02-15      | 3.5000%  | 0.0000% | $2000.00           | $263.00            | Agency Mortgage-Backed Securities  |
| GNII SF 779602 C                         | 2041-11-20      | 4.0000%  | 0.0000% | $3000.00           | $399.00            | Agency Mortgage-Backed Securities  |
| GNMI SF 778793 X                         | 2042-01-15      | 3.5000%  | 0.0000% | $1000.00           | $76.00             | Agency Mortgage-Backed Securities  |
| GNMI SF 775151 X                         | 2041-10-15      | 4.5000%  | 0.0000% | $5000.00           | $453.00            | Agency Mortgage-Backed Securities  |
| GNMI SF 775089 X                         | 2041-09-15      | 4.5000%  | 0.0000% | $30336.00          | $1684.00           | Agency Mortgage-Backed Securities  |
| GNMI SF 766751 X                         | 2042-05-15      | 3.5000%  | 0.0000% | $18384.00          | $2163.00           | Agency Mortgage-Backed Securities  |
| GNMI SF 766750 X                         | 2042-05-15      | 3.5000%  | 0.0000% | $5250.00           | $786.00            | Agency Mortgage-Backed Securities  |
| GNII SF 763040 C                         | 2041-04-20      | 4.5000%  | 0.0000% | $2000.00           | $128.00            | Agency Mortgage-Backed Securities  |
| GNMI SF 762838 X                         | 2041-03-15      | 4.0000%  | 0.0000% | $23047.00          | $817.00            | Agency Mortgage-Backed Securities  |
| GNMI SF 759958 X                         | 2041-11-15      | 4.0000%  | 0.0000% | $10886.00          | $1121.00           | Agency Mortgage-Backed Securities  |
| 1 1/4 TRIN X 31                          | 2031-04-15      | 1.2500%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE V 31                          | 2031-02-28      | 3.5000%  | 0.0000% | $500.00            | $491.00            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AJ 29                         | 2029-01-15      | 3.5000%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27                         | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26                         | 2026-08-31      | 3.7500%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27                         | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31                          | 2031-07-31      | 4.1250%  | 0.0000% | $300.00            | $304.00            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE BE 26                         | 2026-07-31      | 4.3750%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                          | 2034-05-15      | 4.3750%  | 0.0000% | $3000.00           | $3013.00           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                          | 2029-04-30      | 4.6250%  | 0.0000% | $500.00            | $510.00            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                          | 2029-04-30      | 4.6250%  | 0.0000% | $1000.00           | $1019.00           | U.S. Treasuries (including strips) |
| 2 1/8 TRIN X 29                          | 2029-04-15      | 2.1250%  | 0.0000% | $200.00            | $218.00            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                          | 2029-03-31      | 4.1250%  | 0.0000% | $200.00            | $202.00            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29                          | 2029-02-28      | 4.2500%  | 0.0000% | $2000.00           | $2031.00           | U.S. Treasuries (including strips) |
| 4 NOTE U 29                              | 2029-01-31      | 4.0000%  | 0.0000% | $1100.00           | $1113.00           | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                         | 2028-11-30      | 4.3750%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30                          | 2030-10-31      | 4.8750%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28                          | 2028-03-31      | 3.6250%  | 0.0000% | $200.00            | $200.00            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30                          | 2030-01-31      | 3.5000%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29                          | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29                          | 2029-09-30      | 3.8750%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| 0 3/4 NOTE AC 26                         | 2026-08-31      | 0.7500%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26                          | 2026-07-31      | 1.8750%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                          | 2029-02-15      | 2.6250%  | 0.0000% | $4700.00           | $4565.00           | U.S. Treasuries (including strips) |
| 0 7/8 TRIN A 29                          | 2029-01-15      | 0.8750%  | 0.0000% | $2200.00           | $2842.00           | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27                          | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $134.00            | U.S. Treasuries (including strips) |
| 5 BOND 56                                | 2056-05-15      | 5.0000%  | 0.0000% | $675200.00         | $678805.00         | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 54                            | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $95.00             | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51                            | 2051-02-15      | 0.1250%  | 0.0000% | $900.00            | $609.00            | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1024.00           | $836.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $944.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1281.00           | $1203.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $978.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.5000%  | 0.0000% | $2120.00           | $1785.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 3.5000%  | 0.0000% | $1008.00           | $715.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 4.0000%  | 0.0000% | $346956.00         | $209891.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $901.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $900.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 3.0000%  | 0.0000% | $1000.00           | $783.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $863.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $1040.00           | $915.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $749.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $830.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 4.0000%  | 0.0000% | $1000.00           | $807.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $1024.00           | $783.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $2048.00           | $805.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $749.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $701.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 2.5000%  | 0.0000% | $2025.00           | $1497.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $679.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $761.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $869.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.0000%  | 0.0000% | $1003.00           | $814.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.0000%  | 0.0000% | $1024.00           | $831.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $682.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $2024.00           | $1582.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $704.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 5.5000%  | 0.0000% | $1024.00           | $787.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $773.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.0000%  | 0.0000% | $1001.00           | $672.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $110000.00         | $82037.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.5000%  | 0.0000% | $1000.00           | $720.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2325.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $695.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $708.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $711.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $884.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1474.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $705.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.5000%  | 0.0000% | $1088.00           | $554.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.5000%  | 0.0000% | $1024.00           | $587.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.0000%  | 0.0000% | $1000.00           | $781.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $826.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-08-01      | 4.0000%  | 0.0000% | $17585.00          | $12195.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $762.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $777.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $5184.00           | $3759.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $756.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $730.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 4.0000%  | 0.0000% | $2030.00           | $1585.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $695.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $786.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $682.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $806.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1389.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $738.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $2088.00           | $2060.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $983.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.0000%  | 0.0000% | $3168.00           | $3095.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.0000%  | 0.0000% | $2032.00           | $1992.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $964.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $961.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $2000.00           | $2005.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $980.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $1024.00           | $985.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 6.0000%  | 0.0000% | $1023.00           | $1064.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 6.0000%  | 0.0000% | $1008.00           | $1037.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 4.5000%  | 0.0000% | $1000.00           | $959.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.5000%  | 0.0000% | $7000.00           | $7104.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.5000%  | 0.0000% | $2001.00           | $2038.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $991.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $957.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $5000.00           | $4869.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $960.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $960.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.0000%  | 0.0000% | $1008.00           | $997.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $5105.00           | $5180.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $985.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $990.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $985.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2100.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $10008.00          | $10214.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.5000%  | 0.0000% | $4000.00           | $3928.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $4045576.00        | $4155437.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $982.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $925.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $965.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $2000.00           | $2092.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1028.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.0000%  | 0.0000% | $1000.00           | $978.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $1000.00           | $1010.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-03-15      | 2.5000%  | 0.0000% | $1000.00           | $130.00            | Agency Mortgage-Backed Securities  |
| GNII SF BM7534 C                         | 2050-02-20      | 3.5000%  | 0.0000% | $1000.00           | $222.00            | Agency Mortgage-Backed Securities  |
| GNII SF BJ9832 C                         | 2049-01-20      | 4.0000%  | 0.0000% | $1000.00           | $300.00            | Agency Mortgage-Backed Securities  |
| GNII SF BB9843 C                         | 2047-09-20      | 4.0000%  | 0.0000% | $1000.00           | $281.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA9668 M                         | 2054-05-20      | 5.5000%  | 0.0000% | $1000.00           | $737.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA9303 M                         | 2053-11-20      | 4.5000%  | 0.0000% | $1000.00           | $859.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA9170 M                         | 2053-09-20      | 5.0000%  | 0.0000% | $1000.00           | $797.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA9017 M                         | 2053-07-20      | 5.5000%  | 0.0000% | $1152.00           | $785.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA9016 M                         | 2053-07-20      | 5.0000%  | 0.0000% | $1000.00           | $782.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA9852 M                         | 2054-08-20      | 6.0000%  | 0.0000% | $1000.00           | $539.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA8802 M                         | 2053-04-20      | 6.0000%  | 0.0000% | $1000.00           | $489.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA8349 M                         | 2052-10-20      | 5.5000%  | 0.0000% | $1024.00           | $640.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA8268 M                         | 2052-09-20      | 4.5000%  | 0.0000% | $1079.00           | $762.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA7473 M                         | 2051-07-20      | 3.0000%  | 0.0000% | $1000.00           | $503.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA7391 M                         | 2036-06-20      | 2.0000%  | 0.0000% | $1000.00           | $415.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA7283 M                         | 2036-04-20      | 2.0000%  | 0.0000% | $3000.00           | $1168.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA7226 M                         | 2036-03-20      | 2.0000%  | 0.0000% | $1000.00           | $371.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA8049 M                         | 2052-05-20      | 6.0000%  | 0.0000% | $1000.00           | $463.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA8047 M                         | 2052-05-20      | 5.0000%  | 0.0000% | $6000.00           | $3664.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA8046 M                         | 2052-05-20      | 4.5000%  | 0.0000% | $3031.00           | $2081.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.5000%  | 0.0000% | $1008.00           | $762.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $692.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $1024.00           | $682.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-12-01      | 3.5000%  | 0.0000% | $1000.00           | $691.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-09-01      | 5.5000%  | 0.0000% | $1000.00           | $807.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-09-01      | 5.0000%  | 0.0000% | $1000.00           | $533.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-05-01      | 5.0000%  | 0.0000% | $1000.00           | $403.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-05-01      | 5.0000%  | 0.0000% | $1000.00           | $411.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-05-01      | 2.5000%  | 0.0000% | $1000.00           | $513.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-05-01      | 2.0000%  | 0.0000% | $1024.00           | $463.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-03-01      | 1.5000%  | 0.0000% | $1000.00           | $432.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-03-01      | 2.0000%  | 0.0000% | $1008.00           | $441.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-20      | 7.0000%  | 0.0000% | $1000.00           | $14.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 5.5000%  | 0.0000% | $1026.00           | $13.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-12-01      | 2.5000%  | 0.0000% | $1024.00           | $966.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $809.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 2.0000%  | 0.0000% | $1000.00           | $399.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-06-01      | 3.5000%  | 0.0000% | $2000.00           | $394.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.0000%  | 0.0000% | $3000.00           | $2414.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.0000%  | 0.0000% | $1027.00           | $681.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $13140.00          | $7490.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA7137 M                         | 2051-01-20      | 3.0000%  | 0.0000% | $1024.00           | $355.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA7136 M                         | 2051-01-20      | 2.5000%  | 0.0000% | $1000.00           | $417.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 3.5000%  | 0.0000% | $1000.00           | $982.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $1056.00           | $1043.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $1008.00           | $895.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 7.5000%  | 0.0000% | $2000.00           | $2010.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1007.00           | $1062.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $2016.00           | $2085.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $1024.00           | $868.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $2048.00           | $2076.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1016.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 4.0000%  | 0.0000% | $1008.00           | $943.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 4.0000%  | 0.0000% | $1008.00           | $937.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $2048.00           | $1795.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.5000%  | 0.0000% | $2040.00           | $2031.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1032.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $2000.00           | $2006.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 3.5000%  | 0.0000% | $2051.00           | $1890.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 2.5000%  | 0.0000% | $1024.00           | $856.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1945.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $988.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $1016.00           | $1007.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $1073.00           | $1012.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $1024.00           | $1024.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-04-01      | 4.5000%  | 0.0000% | $1000.00           | $990.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.5000%  | 0.0000% | $3054.00           | $3090.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 4.0000%  | 0.0000% | $1008.00           | $936.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-05-01      | 5.0000%  | 0.0000% | $1008.00           | $997.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1033.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1005.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $1030.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $870.00            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA4795                     | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $876.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2609.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $2090488.00        | $1937199.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $7000.00           | $6684.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $1040.00           | $1022.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 2.5000%  | 0.0000% | $1008.00           | $910.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $957.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.0000%  | 0.0000% | $1024.00           | $991.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1024.00           | $866.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $2011.00           | $1804.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.0000%  | 0.0000% | $4076.00           | $3996.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 4.5000%  | 0.0000% | $5043.00           | $4635.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 3.0000%  | 0.0000% | $1031.00           | $918.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.0000%  | 0.0000% | $1000.00           | $938.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $2048.00           | $1814.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 4.0000%  | 0.0000% | $1000.00           | $916.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $985.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $35400175.00       | $34456262.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $993.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $968.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $859.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 3.5000%  | 0.0000% | $11742.00          | $10432.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $1040.00           | $920.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 3.5000%  | 0.0000% | $5000.00           | $4476.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 3.5000%  | 0.0000% | $1040.00           | $933.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-01-01      | 5.5000%  | 0.0000% | $2024.00           | $1976.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $4160.00           | $3904.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $1008.00           | $911.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $958.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $757.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 2.5000%  | 0.0000% | $44000.00          | $35456.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.0000%  | 0.0000% | $9000.00           | $8403.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.0000%  | 0.0000% | $1024.00           | $959.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.0000%  | 0.0000% | $1008.00           | $976.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $20600.00          | $19850.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 4.0000%  | 0.0000% | $2000.00           | $1845.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $940.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $709084.00         | $666721.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $973.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $891.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $31327962.00       | $29790357.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1818.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $777.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $753.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $727.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $789.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $5024.00           | $3155.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $579.00            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-09-01      | 4.0000%  | 0.0000% | $52619.00          | $41507.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 4.5000%  | 0.0000% | $1024.00           | $792.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.0000%  | 0.0000% | $1000.00           | $932.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $996.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA8045 M                         | 2052-05-20      | 4.0000%  | 0.0000% | $7000.00           | $4730.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA8015 M                         | 2037-05-20      | 1.5000%  | 0.0000% | $2000.00           | $1141.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA7056 M                         | 2050-12-20      | 4.5000%  | 0.0000% | $3000.00           | $711.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA6995 M                         | 2050-11-20      | 2.5000%  | 0.0000% | $4000.00           | $1505.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA6994 M                         | 2050-11-20      | 2.0000%  | 0.0000% | $1000.00           | $451.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA6997 M                         | 2050-11-20      | 3.5000%  | 0.0000% | $10001.00          | $2933.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA6936 M                         | 2050-10-20      | 5.0000%  | 0.0000% | $3000.00           | $767.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA6869 M                         | 2050-09-20      | 4.5000%  | 0.0000% | $1000.00           | $228.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA6823 M                         | 2050-08-20      | 4.5000%  | 0.0000% | $1000.00           | $216.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA6821 M                         | 2050-08-20      | 3.5000%  | 0.0000% | $1000.00           | $257.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA6711 M                         | 2050-06-20      | 3.5000%  | 0.0000% | $3028.00           | $644.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA6659 M                         | 2050-05-20      | 4.5000%  | 0.0000% | $1000.00           | $180.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA6657 M                         | 2050-05-20      | 3.5000%  | 0.0000% | $1000.00           | $201.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA6605 M                         | 2050-04-20      | 6.0000%  | 0.0000% | $10000.00          | $2175.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA6544 M                         | 2050-03-20      | 4.5000%  | 0.0000% | $1000.00           | $127.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA6541 M                         | 2050-03-20      | 3.0000%  | 0.0000% | $4000.00           | $596.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA6476 M                         | 2050-02-20      | 4.0000%  | 0.0000% | $2000.00           | $264.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA6474 M                         | 2050-02-20      | 3.0000%  | 0.0000% | $1000.00           | $155.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA6413 M                         | 2050-01-20      | 5.0000%  | 0.0000% | $1000.00           | $134.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA6338 M                         | 2049-12-20      | 3.0000%  | 0.0000% | $1000.00           | $162.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA6337 M                         | 2049-12-20      | 2.5000%  | 0.0000% | $1000.00           | $177.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $5001.00           | $4490.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $818.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1805.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $3000.00           | $2546.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $2024.00           | $1751.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $709.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $785.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $737.00            | Agency Mortgage-Backed Securities  |

### Security 349: NOMURA SECURITIES INTERNATIONAL, INC.

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL, INC. 3.620000%
- **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: TPR108D8C, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: TPR108D8C779156NOM
- **C.18 - Value (incl. sponsor support):** $2750000000.00
- **C.18.a - Value (excl. sponsor support):** $2750000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-07-15      | 0.0000%  | 0.0000% | $369119000.00      | $282133893.00      | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-07-15      | 6.2500%  | 0.0000% | $318000.00         | $359294.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-09-15      | 0.0000%  | 0.0000% | $40000.00          | $33379.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-03-15      | 0.0000%  | 0.0000% | $225513000.00      | $184178271.00      | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-12-17      | 0.0000%  | 0.0000% | $29214000.00       | $25228276.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-15      | 5.6250%  | 0.0000% | $561000.00         | $621505.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-08-24      | 1.6000%  | 0.0000% | $189000.00         | $146934.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-03-17      | 0.0000%  | 0.0000% | $15000.00          | $12270.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-10-08      | 0.7500%  | 0.0000% | $175000.00         | $167951.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-08-05      | 0.8750%  | 0.0000% | $13177000.00       | $11588669.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-11-15      | 6.6250%  | 0.0000% | $5132000.00        | $5656934.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-05-15      | 7.2500%  | 0.0000% | $259000.00         | $288867.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-01-15      | 7.1250%  | 0.0000% | $120000.00         | $135283.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-05-15      | 6.2500%  | 0.0000% | $772000.00         | $820482.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-11-15      | 0.0000%  | 0.0000% | $23166000.00       | $19188073.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-05-15      | 0.0000%  | 0.0000% | $373545000.00      | $316225267.00      | Agency Debentures and Agency Strips |
| TVIN 09/15/26                          | 2026-09-15      | 0.0000%  | 0.0000% | $13000.00          | $12849.00          | Agency Debentures and Agency Strips |
| 5.250 TVBD 55 A                        | 2055-02-01      | 5.2500%  | 0.0000% | $5447000.00        | $5410006.00        | Agency Debentures and Agency Strips |
| 4.375 TVBD 34 A                        | 2034-08-01      | 4.3750%  | 0.0000% | $12000.00          | $12150.00          | Agency Debentures and Agency Strips |
| 4.250 TVBD 65 A                        | 2065-09-15      | 4.2500%  | 0.0000% | $710000.00         | $582892.00         | Agency Debentures and Agency Strips |
| 3.50 TVBD 42 B                         | 2042-12-15      | 3.5000%  | 0.0000% | $911000.00         | $766688.00         | Agency Debentures and Agency Strips |
| 5.25 TVBD 39 C                         | 2039-09-15      | 5.2500%  | 0.0000% | $55003000.00       | $57698624.00       | Agency Debentures and Agency Strips |
| 5.375 TVBD 56 A                        | 2056-04-01      | 5.3750%  | 0.0000% | $1567000.00        | $1585296.00        | Agency Debentures and Agency Strips |
| 5.880 TVBD 36 C                        | 2036-04-01      | 5.8800%  | 0.0000% | $15000000.00       | $16686830.00       | Agency Debentures and Agency Strips |
| 5.98 TVBD 36 A                         | 2036-04-01      | 5.9800%  | 0.0000% | $3099000.00        | $3443765.00        | Agency Debentures and Agency Strips |
| TINT 05/15/56                          | 2056-05-15      | 0.0000%  | 0.0000% | $50000.00          | $11158.00          | U.S. Treasuries (including strips)  |
| TINT 11/15/55                          | 2055-11-15      | 0.0000%  | 0.0000% | $628057.00         | $144206.00         | U.S. Treasuries (including strips)  |
| TINT 05/15/55                          | 2055-05-15      | 0.0000%  | 0.0000% | $5359260.00        | $1248155.00        | U.S. Treasuries (including strips)  |
| TINT 02/15/30                          | 2030-02-15      | 0.0000%  | 0.0000% | $17482.00          | $15006.00          | U.S. Treasuries (including strips)  |
| TINT 05/15/30                          | 2030-05-15      | 0.0000%  | 0.0000% | $5541201.00        | $4706186.00        | U.S. Treasuries (including strips)  |
| TINT 11/15/29                          | 2029-11-15      | 0.0000%  | 0.0000% | $40020640.00       | $34727190.00       | U.S. Treasuries (including strips)  |
| TINT 08/15/28                          | 2028-08-15      | 0.0000%  | 0.0000% | $8785264.00        | $8040529.00        | U.S. Treasuries (including strips)  |
| TINT 02/15/28                          | 2028-02-15      | 0.0000%  | 0.0000% | $40312.00          | $37657.00          | U.S. Treasuries (including strips)  |
| TINT 08/15/27                          | 2027-08-15      | 0.0000%  | 0.0000% | $10308787.00       | $9840500.00        | U.S. Treasuries (including strips)  |
| TINT 05/15/27                          | 2027-05-15      | 0.0000%  | 0.0000% | $1408699.00        | $1357857.00        | U.S. Treasuries (including strips)  |
| TINT 02/15/27                          | 2027-02-15      | 0.0000%  | 0.0000% | $10064884.00       | $9799211.00        | U.S. Treasuries (including strips)  |
| TINT 08/15/26                          | 2026-08-15      | 0.0000%  | 0.0000% | $4758708.00        | $4723251.00        | U.S. Treasuries (including strips)  |
| TINT 11/15/33                          | 2033-11-15      | 0.0000%  | 0.0000% | $26806204.00       | $19410667.00       | U.S. Treasuries (including strips)  |
| TINT 11/15/31                          | 2031-11-15      | 0.0000%  | 0.0000% | $16892.00          | $13434.00          | U.S. Treasuries (including strips)  |
| TINT 05/15/31                          | 2031-05-15      | 0.0000%  | 0.0000% | $86304.00          | $70193.00          | U.S. Treasuries (including strips)  |
| TINT 02/15/34                          | 2034-02-15      | 0.0000%  | 0.0000% | $105918173.00      | $75697600.00       | U.S. Treasuries (including strips)  |
| TINT 08/15/31                          | 2031-08-15      | 0.0000%  | 0.0000% | $202631.00         | $163028.00         | U.S. Treasuries (including strips)  |
| 3 7/8 NOTE E 33                        | 2033-08-15      | 3.8750%  | 0.0000% | $62293000.00       | $61378698.00       | U.S. Treasuries (including strips)  |
| 3 1/2 NOTE B 33                        | 2033-02-15      | 3.5000%  | 0.0000% | $19785300.00       | $19104499.00       | U.S. Treasuries (including strips)  |
| 2 3/8 NOTE J 29                        | 2029-03-31      | 2.3750%  | 0.0000% | $34500.00          | $33101.00          | U.S. Treasuries (including strips)  |
| 0 1/8 TRIN AE 26                       | 2026-10-15      | 0.1250%  | 0.0000% | $407406600.00      | $493232719.00      | U.S. Treasuries (including strips)  |
| 0 5/8 NOTE S 27                        | 2027-11-30      | 0.6250%  | 0.0000% | $1845100.00        | $1761598.00        | U.S. Treasuries (including strips)  |
| 0 3/8 TRIN D 27                        | 2027-07-15      | 0.3750%  | 0.0000% | $121533600.00      | $163040913.00      | U.S. Treasuries (including strips)  |
| 2 3/8 TRIB 56                          | 2056-02-15      | 2.3750%  | 0.0000% | $819100.00         | $781103.00         | U.S. Treasuries (including strips)  |
| 4 1/8 BOND 53                          | 2053-08-15      | 4.1250%  | 0.0000% | $11609900.00       | $10209803.00       | U.S. Treasuries (including strips)  |
| 3 5/8 BOND 53                          | 2053-05-15      | 3.6250%  | 0.0000% | $17100300.00       | $13585899.00       | U.S. Treasuries (including strips)  |
| 4 BOND 52                              | 2052-11-15      | 4.0000%  | 0.0000% | $63700.00          | $54223.00          | U.S. Treasuries (including strips)  |
| 5 TPRN 56                              | 2056-05-15      | 0.0000%  | 0.0000% | $800000.00         | $179824.00         | U.S. Treasuries (including strips)  |
| 4 3/4 TPRN 55                          | 2055-08-15      | 0.0000%  | 0.0000% | $5986800.00        | $1386722.00        | U.S. Treasuries (including strips)  |
| 6 5/8 TPRN 27                          | 2027-02-15      | 0.0000%  | 0.0000% | $34200.00          | $33333.00          | U.S. Treasuries (including strips)  |
| 4.77 FCOR 27-34 ED                     | 2034-04-21      | 4.7700%  | 0.0000% | $30342000.00       | $30236926.00       | Agency Debentures and Agency Strips |
| FCOR 03SF 27-28 NE                     | 2028-04-06      | 3.7200%  | 0.0000% | $67995000.00       | $68364761.00       | Agency Debentures and Agency Strips |
| FCFR 03SF 27/04                        | 2027-04-01      | 3.6700%  | 0.0000% | $999000.00         | $1006411.00        | Agency Debentures and Agency Strips |
| FCFR 03SF HM 27/03                     | 2027-03-18      | 3.6650%  | 0.0000% | $1000000.00        | $1008896.00        | Agency Debentures and Agency Strips |
| 3.80 FCOR 27-29 KP                     | 2029-03-16      | 3.8000%  | 0.0000% | $108368000.00      | $107989422.00      | Agency Debentures and Agency Strips |
| FCFR 03SF HI 27/05                     | 2027-05-04      | 3.6700%  | 0.0000% | $947000.00         | $950799.00         | Agency Debentures and Agency Strips |
| 3.57 FCOR 27-28 MV                     | 2028-03-02      | 3.5700%  | 0.0000% | $15000000.00       | $14992943.00       | Agency Debentures and Agency Strips |
| 3 7/8 FCSB 26/08 IN                    | 2026-08-25      | 3.8750%  | 0.0000% | $240000.00         | $242517.00         | Agency Debentures and Agency Strips |
| FCFR 03SF BZ 27/05                     | 2027-05-06      | 3.7450%  | 0.0000% | $825000.00         | $827182.00         | Agency Debentures and Agency Strips |
| 4.83 FCOR 26-34 DY                     | 2034-12-18      | 4.8300%  | 0.0000% | $100000.00         | $100741.00         | Agency Debentures and Agency Strips |
| 4.25 FCSB 27 GT                        | 2027-01-13      | 4.2500%  | 0.0000% | $24000.00          | $24451.00          | Agency Debentures and Agency Strips |
| 4.50 FCSB 27 FU                        | 2027-05-20      | 4.5000%  | 0.0000% | $961000.00         | $967635.00         | Agency Debentures and Agency Strips |
| 4.75 FCSB 27 FT                        | 2027-05-06      | 4.7500%  | 0.0000% | $10860000.00       | $10977111.00       | Agency Debentures and Agency Strips |
| 5.00 FCSB 26 FJ                        | 2026-07-30      | 5.0000%  | 0.0000% | $9629000.00        | $9809407.00        | Agency Debentures and Agency Strips |
| 4.75 FCSB 26 FE                        | 2026-09-01      | 4.7500%  | 0.0000% | $167000.00         | $169362.00         | Agency Debentures and Agency Strips |
| 2.38 FCSB 32 BK                        | 2032-03-16      | 2.3800%  | 0.0000% | $26000.00          | $23649.00          | Agency Debentures and Agency Strips |
| 2.74 FCOR 22-36 BL                     | 2036-12-15      | 2.7400%  | 0.0000% | $1078000.00        | $913598.00         | Agency Debentures and Agency Strips |
| FCFR 03SF F 27/12                      | 2027-12-27      | 4.0800%  | 0.0000% | $164000.00         | $166138.00         | Agency Debentures and Agency Strips |
| 2.49 FCOR 21-36 AT                     | 2036-06-30      | 2.4900%  | 0.0000% | $3739000.00        | $3110589.00        | Agency Debentures and Agency Strips |
| 1 5/8 FCOR 25-35 AO                    | 2035-05-21      | 1.6250%  | 0.0000% | $350000.00         | $273831.00         | Agency Debentures and Agency Strips |
| 1.00 FCOR 20-28 EM                     | 2028-03-02      | 1.0000%  | 0.0000% | $1000000.00        | $949436.00         | Agency Debentures and Agency Strips |
| 2.90 FCSB 30 BE                        | 2030-05-01      | 2.9000%  | 0.0000% | $18000.00          | $17232.00          | Agency Debentures and Agency Strips |
| 5.50 FHLB 36 G677                      | 2036-07-15      | 5.5000%  | 0.0000% | $14235000.00       | $15628197.00       | Agency Debentures and Agency Strips |
| FHDN 06/26/26                          | 2026-06-26      | 0.0000%  | 0.0000% | $3500000.00        | $3491422.00        | Agency Debentures and Agency Strips |
| FHDN 11/25/26                          | 2026-11-25      | 0.0000%  | 0.0000% | $287996000.00      | $282818984.00      | Agency Debentures and Agency Strips |
| FHDN 10/14/26                          | 2026-10-14      | 0.0000%  | 0.0000% | $1000000.00        | $986323.00         | Agency Debentures and Agency Strips |
| FHDN 09/09/26                          | 2026-09-09      | 0.0000%  | 0.0000% | $5000000.00        | $4949415.00        | Agency Debentures and Agency Strips |
| FHDN 08/26/26                          | 2026-08-26      | 0.0000%  | 0.0000% | $54602000.00       | $54128491.00       | Agency Debentures and Agency Strips |
| FHDN 08/21/26                          | 2026-08-21      | 0.0000%  | 0.0000% | $141275000.00      | $140120501.00      | Agency Debentures and Agency Strips |
| FHDN 08/19/26                          | 2026-08-19      | 0.0000%  | 0.0000% | $500000.00         | $496015.00         | Agency Debentures and Agency Strips |
| 4.80 FHOR 26-33 LH                     | 2033-04-29      | 4.8000%  | 0.0000% | $7030000.00        | $7020467.00        | Agency Debentures and Agency Strips |
| 5.70 FHOR 27-45 CF                     | 2045-08-11      | 5.7000%  | 0.0000% | $2335000.00        | $2381903.00        | Agency Debentures and Agency Strips |
| 3.875 FHLB 27 G8130                    | 2027-06-04      | 3.8750%  | 0.0000% | $80000.00          | $81446.00          | Agency Debentures and Agency Strips |
| 4.75 FHLB 27 G6982                     | 2027-04-09      | 4.7500%  | 0.0000% | $25500000.00       | $25858332.00       | Agency Debentures and Agency Strips |
| 4.00 FHLB 28 G6378                     | 2028-06-30      | 4.0000%  | 0.0000% | $795000.00         | $807124.00         | Agency Debentures and Agency Strips |
| 4.50 FHLB 27 NQ                        | 2027-03-12      | 4.5000%  | 0.0000% | $7910000.00        | $8023540.00        | Agency Debentures and Agency Strips |
| 2.00 FHOR 21-36 CY                     | 2036-02-26      | 2.0000%  | 0.0000% | $160000.00         | $127330.00         | Agency Debentures and Agency Strips |
| 2.00 FHOR 21-36 CW                     | 2036-02-25      | 2.0000%  | 0.0000% | $225000.00         | $179468.00         | Agency Debentures and Agency Strips |
| 0.90 FHOR 21-27 5393                   | 2027-02-26      | 0.9000%  | 0.0000% | $5300000.00        | $5198590.00        | Agency Debentures and Agency Strips |
| 1.61 FHOR 22-33 DY                     | 2033-01-27      | 1.6100%  | 0.0000% | $30000.00          | $25238.00          | Agency Debentures and Agency Strips |
| 3.25 FHLB 28 G4973                     | 2028-11-16      | 3.2500%  | 0.0000% | $600000.00         | $590723.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-04-30      | 4.3500%  | 0.0000% | $22218000.00       | $22188543.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-11-01      | 4.0000%  | 0.0000% | $109155000.00      | $109050005.00      | Agency Debentures and Agency Strips |

### Security 350: FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE) 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR108D9D, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR108D9D7791569BN
- **C.18 - Value (incl. sponsor support):** $2650000000.00
- **C.18.a - Value (excl. sponsor support):** $2650000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE)

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  | 0.0000% | $31812000.00       | $31734114.00       | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  | 0.0000% | $31809100.00       | $31468554.00       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  | 0.0000% | $34382000.00       | $34390175.00       | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  | 0.0000% | $11141200.00       | $11063881.00       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  | 0.0000% | $30000000.00       | $28756487.00       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  | 0.0000% | $38600000.00       | $36563056.00       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  | 0.0000% | $34000000.00       | $33669249.00       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28  | 2028-12-31      | 1.3750%  | 0.0000% | $34000000.00       | $31961548.00       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  | 0.0000% | $49750000.00       | $47104672.00       | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  | 0.0000% | $6140000.00        | $6089667.00        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  | 0.0000% | $1000000.00        | $1001048.00        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  | 0.0000% | $35000000.00       | $33397688.00       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  | 0.0000% | $43000000.00       | $41032600.00       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  | 0.0000% | $22200000.00       | $21325484.00       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  | 0.0000% | $23865000.00       | $23051872.00       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  | 0.0000% | $35000000.00       | $33913338.00       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  | 0.0000% | $17370000.00       | $16077147.00       | U.S. Treasuries (including strips) |
| 2 NOTE F 26      | 2026-11-15      | 2.0000%  | 0.0000% | $28000000.00       | $27790528.00       | U.S. Treasuries (including strips) |
| 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  | 0.0000% | $17000000.00       | $21207885.00       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | 0.0000% | $25000000.00       | $23844713.00       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | 0.0000% | $46500000.00       | $45124898.00       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | 0.0000% | $45500000.00       | $44559964.00       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  | 0.0000% | $41000000.00       | $40329578.00       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  | 0.0000% | $39090000.00       | $38161416.00       | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 56    | 2056-02-15      | 2.3750%  | 0.0000% | $44250000.00       | $42177088.00       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-11-15      | 4.6250%  | 0.0000% | $20000000.00       | $18905590.00       | U.S. Treasuries (including strips) |
| 5 BOND 45        | 2045-05-15      | 5.0000%  | 0.0000% | $31000000.00       | $31156896.00       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  | 0.0000% | $50500000.00       | $48245606.00       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  | 0.0000% | $36529100.00       | $35076576.00       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  | 0.0000% | $39146900.00       | $35650451.00       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  | 0.0000% | $49250000.00       | $46498871.00       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  | 0.0000% | $30000000.00       | $28800626.00       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  | 0.0000% | $39678600.00       | $38176053.00       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  | 0.0000% | $6000000.00        | $5688649.00        | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  | 0.0000% | $25750000.00       | $21620933.00       | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51    | 2051-02-15      | 0.1250%  | 0.0000% | $68999900.00       | $46658110.00       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  | 0.0000% | $30000000.00       | $16652188.00       | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  | 0.0000% | $35200000.00       | $21957442.00       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  | 0.0000% | $33200000.00       | $20986169.00       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  | 0.0000% | $36490000.00       | $22720569.00       | U.S. Treasuries (including strips) |
| 1 TRIB 49        | 2049-02-15      | 1.0000%  | 0.0000% | $44000000.00       | $41119449.00       | U.S. Treasuries (including strips) |
| 3 BOND 49        | 2049-02-15      | 3.0000%  | 0.0000% | $32250000.00       | $23597387.00       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  | 0.0000% | $29000000.00       | $21656587.00       | U.S. Treasuries (including strips) |
| 1 TRIB 48        | 2048-02-15      | 1.0000%  | 0.0000% | $41850000.00       | $40503207.00       | U.S. Treasuries (including strips) |
| 0 7/8 TRIB 47    | 2047-02-15      | 0.8750%  | 0.0000% | $40000000.00       | $39056422.00       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46    | 2046-11-15      | 2.8750%  | 0.0000% | $9200000.00        | $6677220.00        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  | 0.0000% | $66500000.00       | $45365973.00       | U.S. Treasuries (including strips) |
| 1 TRIB 46        | 2046-02-15      | 1.0000%  | 0.0000% | $44000000.00       | $45738569.00       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  | 0.0000% | $16500000.00       | $11398369.00       | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-11-15      | 3.0000%  | 0.0000% | $12340000.00       | $9261433.00        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  | 0.0000% | $20000000.00       | $14048525.00       | U.S. Treasuries (including strips) |
| 3 BOND 44        | 2044-11-15      | 3.0000%  | 0.0000% | $16500000.00       | $12553849.00       | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  | 0.0000% | $19000000.00       | $15421881.00       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  | 0.0000% | $19500000.00       | $16631886.00       | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  | 0.0000% | $10000000.00       | $8611106.00        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $38165238.00       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  | 0.0000% | $14500000.00       | $11648902.00       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  | 0.0000% | $22000000.00       | $16630222.00       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  | 0.0000% | $28250000.00       | $21657512.00       | U.S. Treasuries (including strips) |
| 3 BOND 42        | 2042-05-15      | 3.0000%  | 0.0000% | $11500000.00       | $9105393.00        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  | 0.0000% | $13000000.00       | $10618589.00       | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  | 0.0000% | $13400000.00       | $11985642.00       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  | 0.0000% | $10500000.00       | $10031925.00       | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 41    | 2041-02-15      | 2.1250%  | 0.0000% | $30000000.00       | $44091909.00       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41    | 2041-02-15      | 4.7500%  | 0.0000% | $12000000.00       | $12113726.00       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  | 0.0000% | $50071000.00       | $48470601.00       | U.S. Treasuries (including strips) |
| 3 1/2 BOND 39    | 2039-02-15      | 3.5000%  | 0.0000% | $33241000.00       | $30061683.00       | U.S. Treasuries (including strips) |
| 2 1/2 TRIB 29    | 2029-01-15      | 2.5000%  | 0.0000% | $660000.00         | $1051844.00        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 38    | 2038-05-15      | 4.5000%  | 0.0000% | $5790000.00        | $5783254.00        | U.S. Treasuries (including strips) |
| 4 3/8 BOND 38    | 2038-02-15      | 4.3750%  | 0.0000% | $6250000.00        | $6255514.00        | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 27    | 2027-01-15      | 2.3750%  | 0.0000% | $714000.00         | $1189315.00        | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31    | 2031-02-15      | 5.3750%  | 0.0000% | $7150000.00        | $7633937.00        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AY 28 | 2028-02-29      | 3.3750%  | 0.0000% | $47428900.00       | $47314790.00       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  | 0.0000% | $49500000.00       | $49303889.00       | U.S. Treasuries (including strips) |
| 4 NOTE K 32      | 2032-04-30      | 4.0000%  | 0.0000% | $35790000.00       | $35469006.00       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  | 0.0000% | $30100000.00       | $30261258.00       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  | 0.0000% | $11127900.00       | $11262974.00       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  | 0.0000% | $500000.00         | $502185.00         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  | 0.0000% | $29000000.00       | $29096526.00       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  | 0.0000% | $28750000.00       | $28738741.00       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  | 0.0000% | $21000000.00       | $21415729.00       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BC 26 | 2026-05-31      | 5.0000%  | 0.0000% | $25100000.00       | $25701726.00       | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  | 0.0000% | $20000000.00       | $20321333.00       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  | 0.0000% | $13300000.00       | $13606881.00       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  | 0.0000% | $30000000.00       | $30922128.00       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AT 26 | 2026-10-15      | 4.6250%  | 0.0000% | $4025000.00        | $4059962.00        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26 | 2026-09-15      | 4.6250%  | 0.0000% | $30292000.00       | $30653049.00       | U.S. Treasuries (including strips) |
| 4NOTE N 30       | 2030-07-31      | 4.0000%  | 0.0000% | $45000000.00       | $45351030.00       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AP 26 | 2026-06-15      | 4.1250%  | 0.0000% | $35000000.00       | $35657457.00       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | 0.0000% | $23000000.00       | $23105891.00       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  | 0.0000% | $15150000.00       | $14973390.00       | U.S. Treasuries (including strips) |
| 4 NOTE V 28      | 2028-02-29      | 4.0000%  | 0.0000% | $43200000.00       | $43609908.00       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | 0.0000% | $30500000.00       | $30209574.00       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  | 0.0000% | $29533600.00       | $29771599.00       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  | 0.0000% | $17350000.00       | $17650538.00       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  | 0.0000% | $25800000.00       | $26098302.00       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  | 0.0000% | $15899900.00       | $15795506.00       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  | 0.0000% | $29000000.00       | $29148645.00       | U.S. Treasuries (including strips) |
| 4NOTE R 29       | 2029-10-31      | 4.0000%  | 0.0000% | $20000000.00       | $19995823.00       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29  | 2029-09-30      | 3.8750%  | 0.0000% | $44009600.00       | $43974858.00       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | 0.0000% | $20000000.00       | $19564913.00       | U.S. Treasuries (including strips) |
| 6 1/4 BOND 30    | 2030-05-15      | 6.2500%  | 0.0000% | $6819000.00        | $7357147.00        | U.S. Treasuries (including strips) |
| BILL 09/17/26    | 2026-09-17      | 0.0000%  | 0.0000% | $50000000.00       | $49441950.00       | U.S. Treasuries (including strips) |
| BILL 06/11/26    | 2026-06-11      | 0.0000%  | 0.0000% | $50000000.00       | $49934850.00       | U.S. Treasuries (including strips) |

### Security 351: FIXED INCOME CLEARING CORPORATION / NORTHERN TRUST COMPANY (THE)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / NORTHERN TRUST COMPANY (THE) 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR108DA0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR108DA07791561NT
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / NORTHERN TRUST COMPANY (THE)

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $65374999.09       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $50000000.00       | $49221511.80       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $50000000.00       | $47941426.83       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $35000000.00       | $33159614.83       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $44830000.00       | $45297388.87       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $45000000.00       | $43639452.70       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $45330000.00       | $45018509.74       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $45597000.00       | $45684540.59       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $27757000.00       | $28274520.54       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $46720000.00       | $46877229.89       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $50000000.00       | $54624999.23       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $50000000.00       | $54624999.23       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $54624999.23       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $50000000.00       | $54624999.23       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $275000.00         | $283012.03         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $1041000.00        | $2216028.72        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $1166400.00        | $1154300.99        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $21480000.00       | $21810663.24       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $22192000.00       | $21085618.21       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $16444000.00       | $21500529.69       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $2800000.00        | $2756404.66        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $3370000.00        | $3343168.15        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $3816000.00        | $3878826.92        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $4658000.00        | $4417347.16        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $7325000.00        | $7382864.40        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $49784300.00       | $54389346.98       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $50000000.00       | $54624999.23       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $50000000.00       | $50521290.29       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $50823203.78       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $50823203.78       | U.S. Treasuries (including strips) |

### Security 352: FIXED INCOME CLEARING CORPORATION / NORTHERN TRUST COMPANY (THE)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / NORTHERN TRUST COMPANY (THE) 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR108DA1, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR108DA1779156NT
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / NORTHERN TRUST COMPANY (THE)

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $49900000.00       | $51320401.24       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $49950000.00       | $50347699.16       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $215700.00         | $235652.24         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $9000000.00        | $9142582.73        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $10000000.00       | $10097825.95       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $11500000.00       | $11495326.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $5899000.00        | $5941042.49        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-15      | 3.5000%  | 0.0000% | $6150000.00        | $6183340.29        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $16500000.00       | $15956456.93       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $18750100.00       | $18762138.78       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $21207000.00       | $21279283.11       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $23384000.00       | $23879617.68       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $1632000.00        | $1647373.24        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $2153000.00        | $2066821.47        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $47667600.00       | $53983556.20       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $49040000.00       | $48868758.95       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $29870000.00       | $30405033.68       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $46433000.00       | $44312899.21       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $35000000.00       | $35296153.37       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $35000000.00       | $35514485.12       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $37615000.00       | $37762030.46       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $37950000.00       | $38685541.40       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $39000000.00       | $39492616.99       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $40000000.00       | $39084238.62       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $50000000.00       | $50489129.76       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $50000000.00       | $54624999.20       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $50000000.00       | $56624999.15       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $50000000.00       | $56624999.15       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $50000000.00       | $56624999.15       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $50000000.00       | $56624999.15       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $50000000.00       | $56624999.15       | U.S. Treasuries (including strips) |

### Security 353: BNP PARIBAS

- **C.1 - Title:** Joint Account I 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR108DA4, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR108DA4779156BNP
- **C.18 - Value (incl. sponsor support):** $26578947.37
- **C.18.a - Value (excl. sponsor support):** $26578947.37
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TINT 08/15/45    | 2045-08-15      | 0.0000%  | 0.0000% | $25.09             | $9.22              | U.S. Treasuries (including strips) |
| TINT 08/15/43    | 2043-08-15      | 0.0000%  | 0.0000% | $10311.49          | $4264.30           | U.S. Treasuries (including strips) |
| TINT 02/15/31    | 2031-02-15      | 0.0000%  | 0.0000% | $0.96              | $0.77              | U.S. Treasuries (including strips) |
| TINT 05/15/28    | 2028-05-15      | 0.0000%  | 0.0000% | $1.30              | $1.20              | U.S. Treasuries (including strips) |
| TINT 02/15/28    | 2028-02-15      | 0.0000%  | 0.0000% | $0.72              | $0.69              | U.S. Treasuries (including strips) |
| TINT 11/15/26    | 2026-11-15      | 0.0000%  | 0.0000% | $3.43              | $3.38              | U.S. Treasuries (including strips) |
| TINT 02/15/36    | 2036-02-15      | 0.0000%  | 0.0000% | $11566.79          | $7461.08           | U.S. Treasuries (including strips) |
| TINT 08/15/35    | 2035-08-15      | 0.0000%  | 0.0000% | $283297.98         | $187684.92         | U.S. Treasuries (including strips) |
| TINT 08/15/33    | 2033-08-15      | 0.0000%  | 0.0000% | $185.71            | $136.08            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE W 31  | 2031-03-31      | 3.8750%  | 0.0000% | $8202135.58        | $8161498.79        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE V 31  | 2031-02-28      | 3.5000%  | 0.0000% | $2806218.55        | $2755442.21        | U.S. Treasuries (including strips) |
| 1 1/8 TRIN AE 30 | 2030-10-15      | 1.1250%  | 0.0000% | $8931695.79        | $8987850.49        | U.S. Treasuries (including strips) |
| 4 NOTE AB 29     | 2029-07-31      | 4.0000%  | 0.0000% | $5282823.60        | $5342026.48        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  | 0.0000% | $714070.00         | $736702.88         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  | 0.0000% | $347067.89         | $340510.10         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  | 0.0000% | $108739.79         | $107574.06         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  | 0.0000% | $5.32              | $5.29              | U.S. Treasuries (including strips) |
| 4NOTE R 29       | 2029-10-31      | 4.0000%  | 0.0000% | $213708.03         | $213848.89         | U.S. Treasuries (including strips) |
| 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  | 0.0000% | $21263.16          | $26513.91          | U.S. Treasuries (including strips) |
| 1 3/8 TPRN 50    | 2050-08-15      | 0.0000%  | 0.0000% | $42.53             | $12.36             | U.S. Treasuries (including strips) |
| 1 1/4 TPRN 50    | 2050-05-15      | 0.0000%  | 0.0000% | $85.05             | $25.06             | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 46    | 2046-11-15      | 0.0000%  | 0.0000% | $2442.61           | $861.98            | U.S. Treasuries (including strips) |
| 3 3/4 TPRN 41    | 2041-08-15      | 0.0000%  | 0.0000% | $6336.42           | $3022.32           | U.S. Treasuries (including strips) |
| 4 5/8 TPRN 40    | 2040-02-15      | 0.0000%  | 0.0000% | $451135.11         | $235069.82         | U.S. Treasuries (including strips) |

### Security 354: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** Joint Account I 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR108DA4, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR108DA4779156CRE
- **C.18 - Value (incl. sponsor support):** $7973684.21
- **C.18.a - Value (excl. sponsor support):** $7973684.21
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TINT 02/15/48    | 2048-02-15      | 0.0000%  | 0.0000% | $7226.12           | $2333.18           | U.S. Treasuries (including strips) |
| TINT 02/15/47    | 2047-02-15      | 0.0000%  | 0.0000% | $175088.66         | $59430.87          | U.S. Treasuries (including strips) |
| TINT 02/15/42    | 2042-02-15      | 0.0000%  | 0.0000% | $197.72            | $89.38             | U.S. Treasuries (including strips) |
| TINT 02/15/39    | 2039-02-15      | 0.0000%  | 0.0000% | $181132.10         | $98302.93          | U.S. Treasuries (including strips) |
| TINT 02/15/30    | 2030-02-15      | 0.0000%  | 0.0000% | $188287.07         | $161402.68         | U.S. Treasuries (including strips) |
| TINT 05/15/33    | 2033-05-15      | 0.0000%  | 0.0000% | $399480.70         | $295718.38         | U.S. Treasuries (including strips) |
| TINT 02/15/37    | 2037-02-15      | 0.0000%  | 0.0000% | $217599.69         | $132584.80         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 28 | 2028-03-31      | 3.8750%  | 0.0000% | $5.32              | $5.34              | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AY 28 | 2028-02-29      | 3.3750%  | 0.0000% | $53.16             | $53.02             | U.S. Treasuries (including strips) |
| 1 1/8 TRIN AE 30 | 2030-10-15      | 1.1250%  | 0.0000% | $2.66              | $2.68              | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  | 0.0000% | $21.26             | $21.08             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  | 0.0000% | $5.32              | $5.32              | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | 0.0000% | $1203813.68        | $1205552.27        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | 0.0000% | $7.97              | $8.00              | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  | 0.0000% | $1245959.92        | $1253645.73        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | 0.0000% | $18.61             | $18.87             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  | 0.0000% | $56932.11          | $57226.47          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | 0.0000% | $67980.97          | $69105.34          | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | 0.0000% | $5448.68           | $5402.57           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  | 0.0000% | $186804.82         | $186747.41         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  | 0.0000% | $7.97              | $8.00              | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | 0.0000% | $535879.42         | $540321.80         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | 0.0000% | $5.32              | $5.18              | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  | 0.0000% | $26.58             | $26.95             | U.S. Treasuries (including strips) |
| 4 NOTE B 34      | 2034-02-15      | 4.0000%  | 0.0000% | $5.32              | $5.26              | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  | 0.0000% | $30778.42          | $30735.63          | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | 0.0000% | $5.32              | $5.34              | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | 0.0000% | $10.63             | $10.26             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  | 0.0000% | $12191.76          | $12360.99          | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  | 0.0000% | $39.87             | $44.87             | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  | 0.0000% | $2.66              | $2.68              | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  | 0.0000% | $2.66              | $2.63              | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | 0.0000% | $123770.18         | $109763.34         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  | 0.0000% | $54000.45          | $53475.14          | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  | 0.0000% | $1113530.32        | $1357698.00        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  | 0.0000% | $2.66              | $3.69              | U.S. Treasuries (including strips) |
| 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  | 0.0000% | $2.66              | $3.32              | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  | 0.0000% | $291459.42         | $391382.95         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  | 0.0000% | $27216.84          | $27198.82          | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  | 0.0000% | $5.32              | $5.24              | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  | 0.0000% | $164231.32         | $151874.87         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  | 0.0000% | $26.58             | $25.57             | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  | 0.0000% | $516157.84         | $495522.29         | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  | 0.0000% | $278363.97         | $249714.34         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  | 0.0000% | $5.32              | $5.10              | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  | 0.0000% | $1169978.68        | $1109266.39        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  | 0.0000% | $2.66              | $2.37              | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  | 0.0000% | $5.32              | $3.19              | U.S. Treasuries (including strips) |
| 2 BOND 41        | 2041-11-15      | 2.0000%  | 0.0000% | $54946.66          | $37816.21          | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  | 0.0000% | $54502.79          | $29675.79          | U.S. Treasuries (including strips) |
| 2 BOND 50        | 2050-02-15      | 2.0000%  | 0.0000% | $4249.97           | $2475.40           | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-08-15      | 3.0000%  | 0.0000% | $2.66              | $1.97              | U.S. Treasuries (including strips) |
| 1 TRIB 48        | 2048-02-15      | 1.0000%  | 0.0000% | $2.66              | $2.58              | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  | 0.0000% | $255.16            | $178.69            | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  | 0.0000% | $8598.29           | $5865.71           | U.S. Treasuries (including strips) |
| 2 1/2 TPRN 46    | 2046-05-15      | 0.0000%  | 0.0000% | $5.32              | $1.91              | U.S. Treasuries (including strips) |
| 6 1/4 TPRN 30    | 2030-05-15      | 0.0000%  | 0.0000% | $10.63             | $9.04              | U.S. Treasuries (including strips) |

### Security 355: THE BANK OF NOVA SCOTIA-NEW YORK AGENCY

- **C.1 - Title:** Joint Account I 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR108DA4, C.3 - LEI: N.A., C.5 - Other ID: TPR108DA4779156THE
- **C.18 - Value (incl. sponsor support):** $15947368.42
- **C.18.a - Value (excl. sponsor support):** $15947368.42
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  | 0.0000% | $9460353.71        | $9384781.50        | U.S. Treasuries (including strips) |
| 1 5/8 TRIN X 30  | 2030-04-15      | 1.6250%  | 0.0000% | $87205.53          | $90743.56          | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  | 0.0000% | $2.66              | $2.71              | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  | 0.0000% | $5020.76           | $5241.82           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AL 27 | 2027-03-15      | 4.2500%  | 0.0000% | $5584.24           | $5651.19           | U.S. Treasuries (including strips) |
| 4 NOTE U 29      | 2029-01-31      | 4.0000%  | 0.0000% | $474524.58         | $480126.65         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  | 0.0000% | $2.66              | $2.52              | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  | 0.0000% | $927445.79         | $882452.15         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | 0.0000% | $104056.58         | $90343.62          | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  | 0.0000% | $15.95             | $15.47             | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  | 0.0000% | $56546.71          | $53685.01          | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  | 0.0000% | $18655.76          | $14999.35          | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 52    | 2052-02-15      | 0.1250%  | 0.0000% | $924920.79         | $573093.14         | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  | 0.0000% | $2.66              | $1.65              | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  | 0.0000% | $7.97              | $3.75              | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-08-15      | 3.0000%  | 0.0000% | $21.26             | $15.66             | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  | 0.0000% | $1185580.53        | $834257.77         | U.S. Treasuries (including strips) |
| 3 BOND 42        | 2042-05-15      | 3.0000%  | 0.0000% | $69.11             | $54.81             | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  | 0.0000% | $2.66              | $2.39              | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  | 0.0000% | $3282787.05        | $3268046.90        | U.S. Treasuries (including strips) |
| BILL 11/05/26    | 2026-11-05      | 0.0000%  | 0.0000% | $597117.32         | $587687.64         | U.S. Treasuries (including strips) |

### Security 356: BANK OF MONTREAL

- **C.1 - Title:** Joint Account III 3.620000%
- **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: TPR108DA8, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: TPR108DA87791561BA
- **C.18 - Value (incl. sponsor support):** $131586000.00
- **C.18.a - Value (excl. sponsor support):** $131586000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.5000%  | 0.0000% | $59254909.45       | $60498893.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $72585587.09       | $66830193.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.5000%  | 0.0000% | $8173034.10        | $8204493.03        | Agency Mortgage-Backed Securities |

### Security 357: BANK OF AMERICA; NA

- **C.1 - Title:** Joint Account III 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR108DA8, C.3 - LEI: N.A., C.5 - Other ID: TPR108DA8779156BAN
- **C.18 - Value (incl. sponsor support):** $197379000.00
- **C.18.a - Value (excl. sponsor support):** $197379000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-04-01      | 3.0000%  | 0.0000% | $92863173.25       | $19731948.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.5000%  | 0.0000% | $160072964.30      | $19313072.63       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.0000%  | 0.0000% | $164165144.20      | $19933167.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.0000%  | 0.0000% | $164333605.80      | $19336047.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.5000%  | 0.0000% | $185693524.30      | $20341957.38       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-10-01      | 3.0000%  | 0.0000% | $115926504.80      | $20117675.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-08-01      | 2.0000%  | 0.0000% | $41164626.70       | $20288094.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-08-01      | 2.0000%  | 0.0000% | $10043175.13       | $4922501.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-11-01      | 3.0000%  | 0.0000% | $85895680.74       | $20119759.28       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-07-01      | 3.5000%  | 0.0000% | $166123368.20      | $19840035.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-02-01      | 3.5000%  | 0.0000% | $89686449.70       | $19356109.14       | Agency Mortgage-Backed Securities |

### Security 358: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** Joint Account III 3.620000%
- **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: TPR108DA8, C.3 - LEI: N.A., C.5 - Other ID: TPR108DA8779156WEL
- **C.18 - Value (incl. sponsor support):** $328965000.00
- **C.18.a - Value (excl. sponsor support):** $328965000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-06-01      | 5.5000%  | 0.0000% | $3325134.80        | $3372380.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.0000%  | 0.0000% | $1153591.43        | $1138369.57        | Agency Mortgage-Backed Securities |
| Freddie Mac                            | 2056-04-01      | 6.0000%  | 0.0000% | $1543353.77        | $1596822.43        | Agency Mortgage-Backed Securities |
| Freddie Mac                            | 2056-04-01      | 6.0000%  | 0.0000% | $1420478.11        | $1465516.70        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 6.0000%  | 0.0000% | $1294406.88        | $1334972.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | 0.0000% | $1610812.65        | $1597229.69        | Agency Mortgage-Backed Securities |
| Freddie Mac                            | 2055-12-01      | 5.5000%  | 0.0000% | $9349185.30        | $9161218.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $1045555.38        | $829495.77         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-05-01      | 5.0000%  | 0.0000% | $111980470.30      | $110819108.70      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $746750.55         | $618523.28         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $667198.92         | $578772.47         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.5000%  | 0.0000% | $47322786.37       | $47680393.03       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $36667483.69       | $36023700.50       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $28047358.52       | $25386596.83       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.0000%  | 0.0000% | $3172777.95        | $2567919.21        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $1333495.81        | $1052470.22        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $9915005.10        | $8801870.44        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 4.5000%  | 0.0000% | $860389.54         | $721980.14         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $926858.89         | $954020.21         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-05-01      | 4.0000%  | 0.0000% | $6443821.69        | $6270967.03        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-01-01      | 5.0000%  | 0.0000% | $2645203.62        | $2508896.31        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-01-01      | 6.0000%  | 0.0000% | $982830.31         | $628562.64         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-08-01      | 6.0000%  | 0.0000% | $889883.22         | $890467.46         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-04-01      | 5.5000%  | 0.0000% | $6528844.66        | $3596446.05        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-03-01      | 4.5000%  | 0.0000% | $740827.21         | $689601.43         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-11-01      | 2.0000%  | 0.0000% | $256449.27         | $132815.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-09-01      | 2.0000%  | 0.0000% | $131586.00         | $75040.86          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 6.0000%  | 0.0000% | $43764.85          | $27401.47          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 3.0000%  | 0.0000% | $37502.01          | $21747.22          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 3.0000%  | 0.0000% | $3947580.00        | $1772939.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-05-01      | 3.0000%  | 0.0000% | $2315913.60        | $846939.47         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 4.5000%  | 0.0000% | $197379.00         | $24312.49          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-03-01      | 4.5000%  | 0.0000% | $1498927.05        | $1471544.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $868086.00         | $697261.71         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | 0.0000% | $352803.12         | $240206.30         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | 0.0000% | $203300.37         | $130899.78         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | 0.0000% | $15132390.00       | $12798187.92       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 5.0000%  | 0.0000% | $152639.76         | $128872.04         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 4.5000%  | 0.0000% | $40632973.21       | $32940273.40       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 3.5000%  | 0.0000% | $21053.76          | $16331.14          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.0000%  | 0.0000% | $7499195.36        | $5548297.37        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 2.5000%  | 0.0000% | $207247.95         | $130713.58         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-06-01      | 2.5000%  | 0.0000% | $59213.70          | $32622.80          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.5000%  | 0.0000% | $1093479.66        | $491348.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 3.5000%  | 0.0000% | $10304170.70       | $8534331.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.5000%  | 0.0000% | $986895.00         | $836299.43         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.5000%  | 0.0000% | $657930.00         | $507742.35         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 3.5000%  | 0.0000% | $203958.30         | $124766.56         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.5000%  | 0.0000% | $388297.13         | $254226.13         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-09-01      | 2.5000%  | 0.0000% | $705131.87         | $386837.18         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-03-01      | 6.0000%  | 0.0000% | $398664.13         | $229876.79         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-05-01      | 3.5000%  | 0.0000% | $3289.65           | $373.70            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-11-01      | 3.5000%  | 0.0000% | $8553.09           | $2157.35           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-06-01      | 4.5000%  | 0.0000% | $1179668.49        | $117674.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 3.0000%  | 0.0000% | $66571.99          | $11748.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-09-01      | 5.0000%  | 0.0000% | $16448.25          | $385.55            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-09-01      | 3.5000%  | 0.0000% | $125006.70         | $12269.08          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-04-01      | 5.0000%  | 0.0000% | $204657.68         | $1204.67           | Agency Mortgage-Backed Securities |

### Security 359: FIXED INCOME CLEARING CORPORATION / MIZUHO SECURITIES USA LLC

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / MIZUHO SECURITIES USA LLC 3.620000%
- **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: TPR108DB1, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR108DB17791562MI
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / MIZUHO SECURITIES USA LLC

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 NOTE AB 29    | 2029-07-31      | 4.0000%  | 0.0000% | $44721200.00       | $45222376.00       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33 | 2033-08-15      | 3.8750%  | 0.0000% | $105143500.00      | $103600262.00      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28 | 2028-04-30      | 3.5000%  | 0.0000% | $20046800.00       | $19915737.00       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31 | 2031-11-15      | 1.3750%  | 0.0000% | $63543800.00       | $54929555.00       | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30 | 2030-11-15      | 0.8750%  | 0.0000% | $22000000.00       | $19124487.00       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE M 26 | 2026-06-30      | 1.8750%  | 0.0000% | $662200.00         | $666308.00         | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29 | 2029-05-15      | 2.3750%  | 0.0000% | $12089700.00       | $11541318.00       | U.S. Treasuries (including strips) |

### Security 360: DEUTSCHE BANK SECURITIES INC.

- **C.1 - Title:** DEUTSCHE BANK SECURITIES INC. 3.620000%
- **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: TPR108DB2, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: TPR108DB27791562DE
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 7/8 BOND 43 | 2043-02-15      | 3.8750%  | 0.0000% | $1628800.00        | $1453464.00        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39 | 2039-05-15      | 4.2500%  | 0.0000% | $157415900.00      | $151546624.00      | U.S. Treasuries (including strips) |

### Security 361: BARCLAYS CAPITAL INC.

- **C.1 - Title:** BARCLAYS CAPITAL INC. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR108DC3, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: TPR108DC3779156BAR
- **C.18 - Value (incl. sponsor support):** $44800000.00
- **C.18.a - Value (excl. sponsor support):** $44800000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TINT 02/15/30 | 2030-02-15      | 0.0000%  | 0.0000% | $17956474.00       | $15392576.00       | U.S. Treasuries (including strips) |
| TINT 11/15/27 | 2027-11-15      | 0.0000%  | 0.0000% | $2848196.00        | $2688529.00        | U.S. Treasuries (including strips) |
| TINT 08/15/35 | 2035-08-15      | 0.0000%  | 0.0000% | $41758245.00       | $27614894.00       | U.S. Treasuries (including strips) |

### Security 362: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR108DC4, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR108DC47791561JP
- **C.18 - Value (incl. sponsor support):** $24200000.00
- **C.18.a - Value (excl. sponsor support):** $24200000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 3/8 NOTE J 29 | 2029-03-31      | 2.3750%  | 0.0000% | $25733600.00       | $24690400.00       | U.S. Treasuries (including strips) |
| 0 1/2 TRIN A 28 | 2028-01-15      | 0.5000%  | 0.0000% | $800.00            | $1057.00           | U.S. Treasuries (including strips) |

### Security 363: NOMURA SECURITIES INTERNATIONAL, INC.

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL, INC. 3.620000%
- **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: TPR108DCD, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: TPR108DCD7791561NO
- **C.18 - Value (incl. sponsor support):** $58200000.00
- **C.18.a - Value (excl. sponsor support):** $58200000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/2 BOND 44                          | 2044-02-15      | 4.5000%  | 0.0000% | $3493300.00        | $3359283.00        | U.S. Treasuries (including strips)  |
| BILL 06/30/26                          | 2026-06-30      | 0.0000%  | 0.0000% | $704400.00         | $702349.00         | U.S. Treasuries (including strips)  |
| 2.57 FCSB 26 R                         | 2026-12-24      | 2.5700%  | 0.0000% | $1444000.00        | $1450230.00        | Agency Debentures and Agency Strips |
| FHDN 08/21/26                          | 2026-08-21      | 0.0000%  | 0.0000% | $53374000.00       | $52937828.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-03-15      | 6.7500%  | 0.0000% | $195000.00         | $219480.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-11-15      | 6.6250%  | 0.0000% | $97000.00          | $106922.00         | Agency Debentures and Agency Strips |
| 4.875 TVBD 48 A                        | 2048-01-15      | 4.8750%  | 0.0000% | $38000.00          | $37150.00          | Agency Debentures and Agency Strips |
| TINT 08/15/55                          | 2055-08-15      | 0.0000%  | 0.0000% | $2741606.00        | $631696.00         | U.S. Treasuries (including strips)  |

### Security 364: RBC DOMINION SECURITIES INC.

- **C.1 - Title:** RBC DOMINION SECURITIES INC. 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR108DFD, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: TPR108DFD7791563RB
- **C.18 - Value (incl. sponsor support):** $186000000.00
- **C.18.a - Value (excl. sponsor support):** $186000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TINT 05/15/29    | 2029-05-15      | 0.0000%  | 0.0000% | $31.00             | $27.00             | U.S. Treasuries (including strips) |
| TINT 08/15/34    | 2034-08-15      | 0.0000%  | 0.0000% | $8.00              | $5.00              | U.S. Treasuries (including strips) |
| TINT 02/15/34    | 2034-02-15      | 0.0000%  | 0.0000% | $715.00            | $511.00            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  | 0.0000% | $500.00            | $500.00            | U.S. Treasuries (including strips) |
| 4 NOTE M 32      | 2032-06-30      | 4.0000%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  | 0.0000% | $900.00            | $914.00            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  | 0.0000% | $200.00            | $204.00            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  | 0.0000% | $82855700.00       | $83070262.00       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  | 0.0000% | $300.00            | $304.00            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28 | 2028-02-15      | 4.2500%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| 4NOTE N 30       | 2030-07-31      | 4.0000%  | 0.0000% | $500.00            | $504.00            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | 0.0000% | $998600.00         | $1004213.00        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  | 0.0000% | $200.00            | $201.00            | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  | 0.0000% | $200.00            | $201.00            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  | 0.0000% | $200.00            | $198.00            | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  | 0.0000% | $300.00            | $284.00            | U.S. Treasuries (including strips) |
| 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  | 0.0000% | $100.00            | $121.00            | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| 0 5/8 NOTE AB 26 | 2026-07-31      | 0.6250%  | 0.0000% | $200.00            | $199.00            | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  | 0.0000% | $100.00            | $96.00             | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 30  | 2030-01-15      | 0.1250%  | 0.0000% | $900.00            | $1099.00           | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  | 0.0000% | $71686000.00       | $69055774.00       | U.S. Treasuries (including strips) |
| 4 BOND 42        | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $90.00             | U.S. Treasuries (including strips) |
| 4 BOND 52        | 2052-11-15      | 4.0000%  | 0.0000% | $26773500.00       | $22790051.00       | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  | 0.0000% | $174800.00         | $109257.00         | U.S. Treasuries (including strips) |
| 3 BOND 49        | 2049-02-15      | 3.0000%  | 0.0000% | $14078900.00       | $10316200.00       | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 42    | 2042-02-15      | 0.7500%  | 0.0000% | $300.00            | $340.00            | U.S. Treasuries (including strips) |
| 2 3/4 TPRN 47    | 2047-08-15      | 0.0000%  | 0.0000% | $1200.00           | $407.00            | U.S. Treasuries (including strips) |
| BILL 08/20/26    | 2026-08-20      | 0.0000%  | 0.0000% | $760000.00         | $753933.00         | U.S. Treasuries (including strips) |
| BILL 07/30/26    | 2026-07-30      | 0.0000%  | 0.0000% | $1019000.00        | $1012948.00        | U.S. Treasuries (including strips) |
| BILL 07/16/26    | 2026-07-16      | 0.0000%  | 0.0000% | $65000.00          | $64707.00          | U.S. Treasuries (including strips) |
| BILL 06/25/26    | 2026-06-25      | 0.0000%  | 0.0000% | $135000.00         | $134675.00         | U.S. Treasuries (including strips) |
| BILL 10/01/26    | 2026-10-01      | 0.0000%  | 0.0000% | $162800.00         | $160805.00         | U.S. Treasuries (including strips) |
| BILL 09/03/26    | 2026-09-03      | 0.0000%  | 0.0000% | $312000.00         | $309075.00         | U.S. Treasuries (including strips) |
| BILL 08/06/26    | 2026-08-06      | 0.0000%  | 0.0000% | $891000.00         | $885121.00         | U.S. Treasuries (including strips) |
| BILL 06/11/26    | 2026-06-11      | 0.0000%  | 0.0000% | $46000.00          | $45954.00          | U.S. Treasuries (including strips) |

### Security 365: DEUTSCHE BANK SECURITIES INC.

- **C.1 - Title:** DEUTSCHE BANK SECURITIES INC. 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR108DFE, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: TPR108DFE7791561DE
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 3/8 BOND 42 | 2042-08-15      | 3.3750%  | 0.0000% | $225293100.00      | $189166878.00      | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42 | 2042-02-15      | 2.3750%  | 0.0000% | $14081800.00       | $10300197.00       | U.S. Treasuries (including strips) |
| 3 BOND 48     | 2048-02-15      | 3.0000%  | 0.0000% | $144133700.00      | $106532952.00      | U.S. Treasuries (including strips) |

### Security 366: FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY 3.590000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR108E02, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR108E027791561SS
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $126223300.00      | $153000000.00      | U.S. Treasuries (including strips) |

### Security 367: FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR108E06, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR108E067791562SS
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $84148900.00       | $102000000.00      | U.S. Treasuries (including strips) |

### Security 368: FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE) 3.580000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR108E0D, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR108E0D7791567BN
- **C.18 - Value (incl. sponsor support):** $34000000.00
- **C.18.a - Value (excl. sponsor support):** $34000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE)

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  | 0.0000% | $33930200.00       | $34680027.00       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Goldman Sachs Trust

**Date:** 2026-06-05

**By:** Allison Fracchiolla

**Name of Signing Officer:** Allison Fracchiolla

**Title of Signing Officer:** Assistant Treasurer